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View Outliers PnL Drill-Down: CHRS250117P00002000

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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
2024-12-03	CHRS	CHRS250117P00002000	2.00	10.0	336.000	2.500	0.590	0.2	0.1	-0.080	0.630	0.580	0.75	2.04	2025-01-17	PUT	Long	0.521	0.566	0.248

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
CHRS250117P00002000	CHRS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.05	0.10	$0.19	0.11	1.34	0.50	0.55	1.71	1.52	0.05	$5.00	50.00	17	1.0	438.000	0.19	2024-12-20
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$0.05	0.10	$0.23	0.13	-0.06	0.50	0.55	1.71	1.48	0.05	$5.00	50.00	16	1.0	439.000	0.23	2024-12-19
CHRS250117P00002000	CHRS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.10	$0.14	0.08	-0.48	0.50	0.45	1.71	1.57	-0.05	$-5.00	50.00	15	13.0	439.000	0.14	2024-12-18
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$-0.05	-0.10	$-0.00	-0.00	0.16	0.50	0.45	1.71	1.71	-0.05	$-5.00	50.00	14	13.0	439.000	-0.00	2024-12-17
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$-0.05	-0.10	$0.01	0.01	-0.41	0.50	0.45	1.71	1.70	-0.05	$-5.00	50.00	13	13.0	439.000	0.01	2024-12-16
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$-0.05	-0.10	$0.10	0.06	0.28	0.50	0.45	1.71	1.61	-0.05	$-5.00	50.00	10	13.0	439.000	0.10	2024-12-13
CHRS250117P00002000	CHRS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.10	$0.21	0.12	-0.10	0.50	0.45	1.71	1.50	-0.05	$-5.00	50.00	9	13.0	439.000	0.21	2024-12-12
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$-0.05	-0.10	$0.06	0.04	-0.02	0.50	0.45	1.71	1.65	-0.05	$-5.00	50.00	8	13.0	439.000	0.06	2024-12-11
CHRS250117P00002000	CHRS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.05	-0.10	$0.10	0.06	0.46	0.50	0.45	1.71	1.61	-0.05	$-5.00	50.00	7	13.0	439.000	0.10	2024-12-10
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$-0.05	-0.10	$0.01	0.01	-0.03	0.50	0.45	1.71	1.70	-0.05	$-5.00	50.00	6	13.0	430.000	0.01	2024-12-09
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$0.10	0.20	$0.01	0.01	-0.14	0.50	0.60	1.71	1.70	0.10	$10.00	50.00	5	7.0	430.000	0.01	2024-12-08
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$0.10	0.20	$0.01	0.01	0.35	0.50	0.60	1.71	1.70	0.10	$10.00	50.00	3	7.0	430.000	0.01	2024-12-06
CHRS250117P00002000	CHRS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.10	0.20	$0.20	0.12	-0.05	0.50	0.60	1.71	1.51	0.10	$10.00	50.00	2	7.0	430.000	0.20	2024-12-05
CHRS250117P00002000	CHRS	PUT	Long	2.00	None	$-0.10	-0.20	$-0.00	-0.00	0.02	0.50	0.40	1.71	1.71	-0.10	$-10.00	50.00	1	43.0	471.000	-0.00	2024-12-04
CHRS250117P00002000	CHRS	PUT	Long	2.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.50	0.50	1.71	1.71	0.00	$0.00	50.00	0	171.0	336.000	-0.00	2024-12-03

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