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View Outliers PnL Drill-Down: CHRS231215C00002500

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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
2023-11-07	CHRS	CHRS231215C00002500	2.50	404.0	10794.000	1.289	0.514	0.1	0.2	0.040	0.350	0.370	0.39	2.47	2023-12-15	CALL	Long	0.418	0.550	-0.302

Realize Position if there are favorable/unfavorable market conditions. 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	CHRS	0.636	0.133	0.452	0.268	0.452	0.215	1.71	-0.925	0.0000	0.67	3.33	21	1y	0.78

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
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.34	-0.87	$-0.17	-0.07	0.02	0.39	0.05	2.47	2.30	-0.34	$-34.00	39.00	37	16.0	13334.000	-0.17	2023-12-14
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.37	-0.95	$-0.10	-0.04	-0.48	0.39	0.02	2.47	2.37	-0.37	$-37.00	39.00	36	15.0	13319.000	-0.10	2023-12-13
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.34	-0.87	$-0.38	-0.15	0.27	0.39	0.05	2.47	2.09	-0.34	$-34.00	39.00	35	31.0	0.000	-0.38	2023-12-12
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.34	-0.87	$-0.36	-0.15	0.62	0.39	0.05	2.47	2.11	-0.34	$-34.00	39.00	34	31.0	13297.000	-0.36	2023-12-11
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.34	-0.87	$-0.25	-0.10	-0.48	0.39	0.05	2.47	2.22	-0.34	$-34.00	39.00	31	140.0	13255.000	-0.25	2023-12-08
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.29	-0.74	$-0.17	-0.07	-0.20	0.39	0.10	2.47	2.30	-0.29	$-29.00	39.00	30	1.0	13255.000	-0.17	2023-12-07
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.30	-0.77	$-0.18	-0.07	-0.29	0.39	0.09	2.47	2.29	-0.30	$-30.00	39.00	29	0.0	13255.000	-0.18	2023-12-06
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.29	-0.74	$-0.27	-0.11	-0.13	0.39	0.10	2.47	2.20	-0.29	$-29.00	39.00	28	0.0	13142.000	-0.27	2023-12-05
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.25	-0.64	$-0.17	-0.07	-0.07	0.39	0.14	2.47	2.30	-0.25	$-25.00	39.00	27	0.0	12956.000	-0.17	2023-12-04
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.27	-0.69	$-0.17	-0.07	-0.12	0.39	0.12	2.47	2.30	-0.27	$-27.00	39.00	26	0.0	12945.000	-0.17	2023-12-03
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.27	-0.69	$-0.17	-0.07	-0.16	0.39	0.12	2.47	2.30	-0.27	$-27.00	39.00	25	0.0	12945.000	-0.17	2023-12-02
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.27	-0.69	$-0.17	-0.07	-0.20	0.39	0.12	2.47	2.30	-0.27	$-27.00	39.00	24	0.0	12945.000	-0.17	2023-12-01
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.24	-0.62	$-0.34	-0.14	-0.04	0.39	0.15	2.47	2.13	-0.24	$-24.00	39.00	23	0.0	13087.000	-0.34	2023-11-30
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.32	-0.82	$-0.29	-0.12	-0.29	0.39	0.07	2.47	2.18	-0.32	$-32.00	39.00	22	0.0	13078.000	-0.29	2023-11-29
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.29	-0.74	$-0.36	-0.15	-0.23	0.39	0.10	2.47	2.11	-0.29	$-29.00	39.00	21	0.0	13033.000	-0.36	2023-11-28
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.34	-0.87	$-0.60	-0.24	0.40	0.39	0.05	2.47	1.87	-0.34	$-34.00	39.00	20	0.0	13033.000	-0.60	2023-11-27
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.27	-0.69	$-0.41	-0.17	-0.07	0.39	0.12	2.47	2.06	-0.27	$-27.00	39.00	17	0.0	0.000	-0.41	2023-11-24
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.30	-0.77	$-0.45	-0.18	-1.04	0.39	0.09	2.47	2.02	-0.30	$-30.00	39.00	16	0.0	0.000	-0.45	2023-11-23
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.24	-0.62	$-0.47	-0.19	0.09	0.39	0.15	2.47	2.00	-0.24	$-24.00	39.00	15	0.0	13095.000	-0.47	2023-11-22
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.24	-0.62	$-0.48	-0.19	-0.04	0.39	0.15	2.47	1.99	-0.24	$-24.00	39.00	14	0.0	13115.000	-0.48	2023-11-21
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.29	-0.74	$-0.40	-0.16	0.06	0.39	0.10	2.47	2.07	-0.29	$-29.00	39.00	13	0.0	13107.000	-0.40	2023-11-20
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.29	-0.74	$-0.34	-0.14	-0.20	0.39	0.10	2.47	2.13	-0.29	$-29.00	39.00	12	0.0	13307.000	-0.34	2023-11-19
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.29	-0.74	$-0.34	-0.14	-0.23	0.39	0.10	2.47	2.13	-0.29	$-29.00	39.00	10	0.0	13307.000	-0.34	2023-11-17
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.34	-0.87	$-0.76	-0.31	-0.06	0.39	0.05	2.47	1.71	-0.34	$-34.00	39.00	9	0.0	13300.000	-0.76	2023-11-16
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.34	-0.87	$-0.67	-0.27	0.12	0.39	0.05	2.47	1.80	-0.34	$-34.00	39.00	8	0.0	13340.000	-0.67	2023-11-15
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.30	-0.77	$-0.65	-0.26	-0.08	0.39	0.09	2.47	1.82	-0.30	$-30.00	39.00	7	0.0	13304.000	-0.65	2023-11-14
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.31	-0.79	$-0.75	-0.30	0.02	0.39	0.08	2.47	1.72	-0.31	$-31.00	39.00	6	0.0	13285.000	-0.75	2023-11-13
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.34	-0.87	$-0.88	-0.36	0.04	0.39	0.05	2.47	1.59	-0.34	$-34.00	39.00	3	0.0	13284.000	-0.88	2023-11-10
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$-0.32	-0.82	$-0.87	-0.35	-0.79	0.39	0.07	2.47	1.60	-0.32	$-32.00	39.00	2	0.0	0.000	-0.87	2023-11-09
CHRS231215C00002500	CHRS	CALL	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.11; Exit EQ PnL: -0.29	$-0.32	-0.82	$-0.87	-0.35	0.15	0.39	0.07	2.47	1.60	-0.32	$-32.00	39.00	1	0.0	13093.000	-0.87	2023-11-08
CHRS231215C00002500	CHRS	CALL	Long	2.50	None	$0.00	0.00	$0.00	0.00	0.00	0.39	0.39	2.47	2.47	0.00	$0.00	39.00	0	404.0	10794.000	0.00	2023-11-07

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