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View Outliers PnL Drill-Down: CHRS240920C00001000

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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
2024-08-16	CHRS	CHRS240920C00001000	1.00	10.0	5.000	1.656	0.457	0.3	0.0	0.010	0.400	0.110	0.40	1.28	2024-09-20	CALL	Long	0.431	0.476	-0.187

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
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.30	-0.75	$-0.13	-0.10	5.19	0.40	0.10	1.26	1.13	-0.30	$-30.00	40.00	34	1.0	10.000	-0.13	2024-09-19
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$-0.21	-0.17	1.25	0.40	0.05	1.26	1.05	-0.35	$-35.00	40.00	33	1.0	10.000	-0.21	2024-09-18
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$-0.21	-0.17	1.44	0.40	0.05	1.26	1.05	-0.35	$-35.00	40.00	32	1.0	10.000	-0.21	2024-09-17
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$-0.21	-0.17	0.12	0.40	0.05	1.26	1.05	-0.35	$-35.00	40.00	31	1.0	10.000	-0.21	2024-09-16
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.04	0.03	2.38	0.40	0.05	1.26	1.30	-0.35	$-35.00	40.00	29	1.0	10.000	0.04	2024-09-14
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.04	0.03	-0.88	0.40	0.05	1.26	1.30	-0.35	$-35.00	40.00	28	1.0	10.000	0.04	2024-09-13
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.03	0.02	4.25	0.40	0.05	1.26	1.29	-0.35	$-35.00	40.00	27	1.0	10.000	0.03	2024-09-12
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.07	0.06	2.72	0.40	0.05	1.26	1.33	-0.35	$-35.00	40.00	26	1.0	10.000	0.07	2024-09-11
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.10	0.08	2.19	0.40	0.05	1.26	1.36	-0.35	$-35.00	40.00	25	1.0	10.000	0.10	2024-09-10
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.05	0.04	1.16	0.40	0.05	1.26	1.31	-0.35	$-35.00	40.00	24	1.0	10.000	0.05	2024-09-09
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$-0.02	-0.02	2.61	0.40	0.05	1.26	1.24	-0.35	$-35.00	40.00	23	1.0	10.000	-0.02	2024-09-08
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$-0.02	-0.02	0.95	0.40	0.05	1.26	1.24	-0.35	$-35.00	40.00	21	1.0	10.000	-0.02	2024-09-06
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.06	0.05	1.34	0.40	0.05	1.26	1.32	-0.35	$-35.00	40.00	20	1.0	10.000	0.06	2024-09-05
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.05	0.04	0.09	0.40	0.05	1.26	1.31	-0.35	$-35.00	40.00	19	1.0	10.000	0.05	2024-09-04
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.13	0.10	1.00	0.40	0.05	1.26	1.39	-0.35	$-35.00	40.00	15	1.0	10.000	0.13	2024-08-31
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.13	0.10	2.97	0.40	0.05	1.26	1.39	-0.35	$-35.00	40.00	14	1.0	10.000	0.13	2024-08-30
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.16	0.13	1.11	0.40	0.05	1.26	1.42	-0.35	$-35.00	40.00	13	1.0	10.000	0.16	2024-08-29
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.10	0.08	1.03	0.40	0.05	1.26	1.36	-0.35	$-35.00	40.00	12	1.0	10.000	0.10	2024-08-28
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.18	0.14	-1.38	0.40	0.05	1.26	1.44	-0.35	$-35.00	40.00	11	1.0	10.000	0.18	2024-08-27
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.19	0.15	1.22	0.40	0.05	1.26	1.45	-0.35	$-35.00	40.00	10	1.0	10.000	0.19	2024-08-26
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.13	0.10	1.14	0.40	0.05	1.26	1.39	-0.35	$-35.00	40.00	9	1.0	10.000	0.13	2024-08-25
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.13	0.10	1.09	0.40	0.05	1.26	1.39	-0.35	$-35.00	40.00	8	1.0	10.000	0.13	2024-08-24
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.13	0.10	-0.17	0.40	0.05	1.26	1.39	-0.35	$-35.00	40.00	7	1.0	10.000	0.13	2024-08-23
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.06	0.05	-0.75	0.40	0.05	1.26	1.32	-0.35	$-35.00	40.00	6	1.0	10.000	0.06	2024-08-22
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.35	-0.88	$0.08	0.06	-0.62	0.40	0.05	1.26	1.34	-0.35	$-35.00	40.00	5	1.0	11.000	0.08	2024-08-21
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.05	-0.12	$-0.01	-0.01	0.58	0.40	0.35	1.26	1.25	-0.05	$-5.00	40.00	4	1.0	11.000	-0.01	2024-08-20
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$-0.05	-0.12	$0.00	0.00	0.03	0.40	0.35	1.26	1.26	-0.05	$-5.00	40.00	3	1.0	10.000	0.00	2024-08-19
CHRS240920C00001000	CHRS	CALL	Long	1.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.00	0.00	0.47	0.40	0.40	1.26	1.26	0.00	$0.00	40.00	2	5.0	5.000	0.00	2024-08-18
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.44	0.40	0.40	1.26	1.26	0.00	$0.00	40.00	1	5.0	5.000	0.00	2024-08-17
CHRS240920C00001000	CHRS	CALL	Long	1.00	None	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	1.26	1.26	0.00	$0.00	40.00	0	5.0	5.000	0.00	2024-08-16

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