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View Outliers PnL Drill-Down: CHRS240816P00001000

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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
2024-07-09 CHRS CHRS240816P00001000 1.00 69.0 138.000 1.328 0.350 0.5 0.0 -0.010 0.550 0.050 0.10 1.50 2024-08-16 PUT Long 0.343 0.372 0.142

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
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.10 -0.07 3.61 0.10 0.10 1.45 1.55 0.00 $0.00 10.00 37 69.0 138.000 -0.10 2024-08-15
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $0.08 0.06 1.98 0.10 0.10 1.45 1.37 0.00 $0.00 10.00 36 69.0 138.000 0.08 2024-08-14
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $0.01 0.01 1.86 0.10 0.10 1.45 1.44 0.00 $0.00 10.00 35 69.0 138.000 0.01 2024-08-13
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.01 -0.01 1.55 0.10 0.10 1.45 1.46 0.00 $0.00 10.00 34 69.0 138.000 -0.01 2024-08-12
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $0.02 0.01 0.89 0.10 0.10 1.45 1.43 0.00 $0.00 10.00 31 69.0 138.000 0.02 2024-08-09
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $0.16 0.11 0.36 0.10 0.10 1.45 1.29 0.00 $0.00 10.00 30 69.0 138.000 0.16 2024-08-08
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $0.21 0.14 0.14 0.10 0.10 1.45 1.24 0.00 $0.00 10.00 29 69.0 138.000 0.21 2024-08-07
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $0.12 0.08 0.33 0.10 0.10 1.45 1.33 0.00 $0.00 10.00 28 69.0 138.000 0.12 2024-08-06
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.24 -0.17 -0.77 0.10 0.10 1.45 1.69 0.00 $0.00 10.00 20 69.0 138.000 -0.24 2024-07-29
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.27 -0.19 0.45 0.10 0.10 1.45 1.72 0.00 $0.00 10.00 17 69.0 138.000 -0.27 2024-07-26
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.13 -0.09 0.23 0.10 0.10 1.45 1.58 0.00 $0.00 10.00 16 69.0 138.000 -0.13 2024-07-25
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.06 -0.04 0.11 0.10 0.10 1.45 1.51 0.00 $0.00 10.00 15 69.0 138.000 -0.06 2024-07-24
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.21 -0.14 0.26 0.10 0.10 1.45 1.66 0.00 $0.00 10.00 14 69.0 138.000 -0.21 2024-07-23
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.25 -0.17 0.30 0.10 0.10 1.45 1.70 0.00 $0.00 10.00 13 69.0 138.000 -0.25 2024-07-22
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.19 -0.13 0.14 0.10 0.10 1.45 1.64 0.00 $0.00 10.00 10 69.0 138.000 -0.19 2024-07-19
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.12 -0.08 0.02 0.10 0.10 1.45 1.57 0.00 $0.00 10.00 9 69.0 138.000 -0.12 2024-07-18
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.29 -0.20 0.20 0.10 0.10 1.45 1.74 0.00 $0.00 10.00 8 69.0 138.000 -0.29 2024-07-17
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.35 -0.24 0.23 0.10 0.10 1.45 1.80 0.00 $0.00 10.00 7 69.0 138.000 -0.35 2024-07-16
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.20 -0.14 0.05 0.10 0.10 1.45 1.65 0.00 $0.00 10.00 6 69.0 138.000 -0.20 2024-07-15
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.21 -0.14 0.02 0.10 0.10 1.45 1.66 0.00 $0.00 10.00 3 69.0 138.000 -0.21 2024-07-12
CHRS240816P00001000 CHRS PUT Long 1.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.05 $0.00 0.00 $-0.16 -0.11 -0.05 0.10 0.10 1.45 1.61 0.00 $0.00 10.00 2 69.0 138.000 -0.16 2024-07-11
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $0.02 0.01 0.22 0.10 0.10 1.45 1.43 0.00 $0.00 10.00 1 69.0 138.000 0.02 2024-07-10
CHRS240816P00001000 CHRS PUT Long 1.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.10 0.10 1.45 1.45 0.00 $0.00 10.00 0 69.0 138.000 -0.00 2024-07-09

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