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View Outliers PnL Drill-Down: CHPT250110P00001500

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-12-05	CHPT	CHPT250110P00001500	1.50	2.0	3.000	1.578	0.306	0.0	0.1	-0.010	0.200	0.320	0.42	1.38	2025-01-10	PUT	Long	0.337	0.352	0.107

Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	CHPT	0.636	0.129	0.326	0.231	0.243	0.013	1.16	-0.903	0.0000	1.09	2.68	21	1y	1.24

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
CHPT250110P00001500	CHPT	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.03	0.12	$0.11	0.08	0.06	0.26	0.29	1.35	1.24	0.03	$3.00	26.00	15	7.0	16.000	0.11	2024-12-20
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$0.19	0.73	$0.21	0.16	0.97	0.26	0.45	1.35	1.14	0.19	$19.00	26.00	14	1.0	16.000	0.21	2024-12-19
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$0.19	0.73	$0.19	0.14	0.00	0.26	0.45	1.35	1.16	0.19	$19.00	26.00	13	1.0	16.000	0.19	2024-12-18
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$0.19	0.73	$0.20	0.15	0.08	0.26	0.45	1.35	1.15	0.19	$19.00	26.00	12	1.0	16.000	0.20	2024-12-17
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$0.12	0.46	$0.22	0.16	-0.56	0.26	0.38	1.35	1.13	0.12	$12.00	26.00	11	2.0	16.000	0.22	2024-12-16
CHPT250110P00001500	CHPT	PUT	Long	1.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.12	0.46	$0.20	0.15	0.62	0.26	0.38	1.35	1.15	0.12	$12.00	26.00	8	2.0	15.000	0.20	2024-12-13
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$0.03	0.12	$0.17	0.13	0.08	0.26	0.29	1.35	1.18	0.03	$3.00	26.00	7	2.0	14.000	0.17	2024-12-12
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$0.03	0.12	$0.06	0.04	0.09	0.26	0.29	1.35	1.29	0.03	$3.00	26.00	6	1.0	15.000	0.06	2024-12-11
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$0.09	0.35	$0.06	0.04	-0.31	0.26	0.35	1.35	1.29	0.09	$9.00	26.00	5	1.0	14.000	0.06	2024-12-10
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$-0.01	-0.04	$-0.04	-0.03	0.28	0.26	0.25	1.35	1.39	-0.01	$-1.00	26.00	4	1.0	13.000	-0.04	2024-12-09
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$-0.01	-0.04	$0.04	0.03	0.55	0.26	0.25	1.35	1.31	-0.01	$-1.00	26.00	3	4.0	9.000	0.04	2024-12-08
CHPT250110P00001500	CHPT	PUT	Long	1.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.06	$-0.01	-0.04	$0.05	0.04	0.05	0.26	0.25	1.35	1.30	-0.01	$-1.00	26.00	1	4.0	9.000	0.05	2024-12-06
CHPT250110P00001500	CHPT	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.26	0.26	1.35	1.35	0.00	$0.00	26.00	0	24.0	3.000	-0.00	2024-12-05

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl