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View Outliers PnL Drill-Down: CHRS241220P00001000

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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
2024-11-20	CHRS	CHRS241220P00001000	1.00	68.0	40.000	0.969	0.402	0.1	0.0	-0.030	0.160	0.060	0.10	1.10	2024-12-20	PUT	Long	0.401	0.502	0.338

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
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.05	-0.50	$-0.38	-0.35	3.66	0.10	0.05	1.10	1.48	-0.05	$-5.00	10.00	29	1.0	113.000	-0.38	2024-12-19
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.05	-0.50	$-0.47	-0.43	3.16	0.10	0.05	1.10	1.57	-0.05	$-5.00	10.00	28	1.0	113.000	-0.47	2024-12-18
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.61	-0.55	2.97	0.10	0.02	1.10	1.71	-0.08	$-8.00	10.00	27	12.0	113.000	-0.61	2024-12-17
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.60	-0.55	2.53	0.10	0.02	1.10	1.70	-0.08	$-8.00	10.00	26	12.0	113.000	-0.60	2024-12-16
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.51	-0.46	1.66	0.10	0.02	1.10	1.61	-0.08	$-8.00	10.00	23	12.0	113.000	-0.51	2024-12-13
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.40	-0.36	1.22	0.10	0.02	1.10	1.50	-0.08	$-8.00	10.00	22	12.0	113.000	-0.40	2024-12-12
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.55	-0.50	1.44	0.10	0.02	1.10	1.65	-0.08	$-8.00	10.00	21	12.0	113.000	-0.55	2024-12-11
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.51	-0.46	1.25	0.10	0.02	1.10	1.61	-0.08	$-8.00	10.00	20	12.0	113.000	-0.51	2024-12-10
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.60	-0.55	1.31	0.10	0.02	1.10	1.70	-0.08	$-8.00	10.00	19	12.0	113.000	-0.60	2024-12-09
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.60	-0.55	1.31	0.10	0.02	1.10	1.70	-0.08	$-8.00	10.00	18	12.0	113.000	-0.60	2024-12-08
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.60	-0.55	1.06	0.10	0.02	1.10	1.70	-0.08	$-8.00	10.00	16	12.0	113.000	-0.60	2024-12-06
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.08	-0.80	$-0.41	-0.37	0.72	0.10	0.02	1.10	1.51	-0.08	$-8.00	10.00	15	12.0	124.000	-0.41	2024-12-05
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.06	-0.60	$-0.61	-0.55	0.97	0.10	0.04	1.10	1.71	-0.06	$-6.00	10.00	14	7.0	124.000	-0.61	2024-12-04
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.06	-0.60	$-0.61	-0.55	0.91	0.10	0.04	1.10	1.71	-0.06	$-6.00	10.00	13	7.0	123.000	-0.61	2024-12-03
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.05	-0.50	$-0.27	-0.25	0.69	0.10	0.05	1.10	1.37	-0.05	$-5.00	10.00	12	17.0	123.000	-0.27	2024-12-02
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.05	-0.50	$-0.12	-0.11	0.28	0.10	0.05	1.10	1.22	-0.05	$-5.00	10.00	10	17.0	0.000	-0.12	2024-11-30
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.05	-0.50	$-0.16	-0.15	0.34	0.10	0.05	1.10	1.26	-0.05	$-5.00	10.00	8	17.0	123.000	-0.16	2024-11-28
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.05	-0.50	$-0.19	-0.17	1.16	0.10	0.05	1.10	1.29	-0.05	$-5.00	10.00	7	17.0	123.000	-0.19	2024-11-27
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.05	-0.50	$-0.18	-0.16	0.31	0.10	0.05	1.10	1.28	-0.05	$-5.00	10.00	6	17.0	123.000	-0.18	2024-11-26
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.05	-0.50	$-0.11	-0.10	0.12	0.10	0.05	1.10	1.21	-0.05	$-5.00	10.00	5	1.0	124.000	-0.11	2024-11-25
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.04	-0.40	$0.01	0.01	0.30	0.10	0.06	1.10	1.09	-0.04	$-4.00	10.00	4	1.0	124.000	0.01	2024-11-24
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.04	-0.40	$0.01	0.01	0.25	0.10	0.06	1.10	1.09	-0.04	$-4.00	10.00	3	1.0	124.000	0.01	2024-11-23
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$-0.04	-0.40	$0.01	0.01	0.23	0.10	0.06	1.10	1.09	-0.04	$-4.00	10.00	2	1.0	124.000	0.01	2024-11-22
CHRS241220P00001000	CHRS	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.25	0.10	0.10	1.10	1.10	0.00	$0.00	10.00	1	22.0	107.000	-0.00	2024-11-21
CHRS241220P00001000	CHRS	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	1.10	1.10	0.00	$0.00	10.00	0	68.0	40.000	-0.00	2024-11-20

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