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View Outliers PnL Drill-Down: CHRW240621P00080000

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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
2024-05-02	CHRW	CHRW240621P00080000	80.00	502.0	36.000	0.248	0.163	2.4	1.1	-0.010	3.250	1.910	2.50	80.93	2024-06-21	PUT	Long	0.122	0.169	0.123

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	CHRW	0.636	0.037	0.151	0.084	0.069	-0.015	108.88	0.018	0.0000	67.89	114.06	21	1y	107.77

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
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.45	-0.98	$-4.74	-0.06	0.26	2.50	0.05	80.93	85.67	-2.45	$-245.00	250.00	47	1.0	385.000	-4.74	2024-06-18
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.45	-0.98	$-4.87	-0.06	0.14	2.50	0.05	80.93	85.80	-2.45	$-245.00	250.00	46	2.0	386.000	-4.87	2024-06-17
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.25	-0.90	$-2.67	-0.03	0.01	2.50	0.25	80.93	83.60	-2.25	$-225.00	250.00	43	1.0	385.000	-2.67	2024-06-14
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.32	-0.93	$-3.59	-0.04	0.02	2.50	0.18	80.93	84.52	-2.32	$-232.00	250.00	42	1.0	385.000	-3.59	2024-06-13
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.32	-0.93	$-3.86	-0.05	0.02	2.50	0.18	80.93	84.79	-2.32	$-232.00	250.00	41	1.0	385.000	-3.86	2024-06-12
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.32	-0.93	$-3.52	-0.04	0.01	2.50	0.18	80.93	84.45	-2.32	$-232.00	250.00	40	1.0	384.000	-3.52	2024-06-11
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.38	-0.95	$-4.66	-0.06	0.04	2.50	0.12	80.93	85.59	-2.38	$-238.00	250.00	39	10.0	384.000	-4.66	2024-06-10
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.38	-0.95	$-6.05	-0.07	0.09	2.50	0.12	80.93	86.98	-2.38	$-238.00	250.00	38	10.0	384.000	-6.05	2024-06-09
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.38	-0.95	$-6.05	-0.07	0.05	2.50	0.12	80.93	86.98	-2.38	$-238.00	250.00	36	10.0	384.000	-6.05	2024-06-07
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.38	-0.95	$-6.90	-0.09	0.16	2.50	0.12	80.93	87.83	-2.38	$-238.00	250.00	35	10.0	384.000	-6.90	2024-06-06
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.38	-0.95	$-6.71	-0.08	0.05	2.50	0.12	80.93	87.64	-2.38	$-238.00	250.00	34	10.0	384.000	-6.71	2024-06-05
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.38	-0.95	$-5.06	-0.06	0.05	2.50	0.12	80.93	85.99	-2.38	$-238.00	250.00	33	10.0	384.000	-5.06	2024-06-04
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.38	-0.95	$-6.18	-0.08	0.16	2.50	0.12	80.93	87.11	-2.38	$-238.00	250.00	32	10.0	394.000	-6.18	2024-06-03
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.05	-0.82	$-5.45	-0.07	0.12	2.50	0.45	80.93	86.38	-2.05	$-205.00	250.00	29	10.0	0.000	-5.45	2024-05-31
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.05	-0.82	$-3.96	-0.05	0.02	2.50	0.45	80.93	84.89	-2.05	$-205.00	250.00	28	10.0	394.000	-3.96	2024-05-30
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.15	-0.86	$-3.06	-0.04	-0.00	2.50	0.35	80.93	83.99	-2.15	$-215.00	250.00	27	1.0	394.000	-3.06	2024-05-29
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.15	-0.86	$-5.10	-0.06	0.02	2.50	0.35	80.93	86.03	-2.15	$-215.00	250.00	26	1.0	394.000	-5.10	2024-05-28
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.15	-0.86	$-5.79	-0.07	0.00	2.50	0.35	80.93	86.72	-2.15	$-215.00	250.00	25	1.0	394.000	-5.79	2024-05-27
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-2.15	-0.86	$-5.79	-0.07	-0.00	2.50	0.35	80.93	86.72	-2.15	$-215.00	250.00	22	1.0	394.000	-5.79	2024-05-24
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.75	-0.70	$-3.67	-0.05	0.00	2.50	0.75	80.93	84.60	-1.75	$-175.00	250.00	21	1.0	394.000	-3.67	2024-05-23
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.75	-0.70	$-3.41	-0.04	-0.02	2.50	0.75	80.93	84.34	-1.75	$-175.00	250.00	20	1.0	394.000	-3.41	2024-05-22
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.55	-0.62	$-1.67	-0.02	-0.04	2.50	0.95	80.93	82.60	-1.55	$-155.00	250.00	19	1.0	394.000	-1.67	2024-05-21
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.90	-0.76	$-3.60	-0.04	-0.18	2.50	0.60	80.93	84.53	-1.90	$-190.00	250.00	18	1.0	0.000	-3.60	2024-05-20
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.90	-0.76	$-3.18	-0.04	-0.03	2.50	0.60	80.93	84.11	-1.90	$-190.00	250.00	17	1.0	393.000	-3.18	2024-05-19
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.90	-0.76	$-3.18	-0.04	-0.04	2.50	0.60	80.93	84.11	-1.90	$-190.00	250.00	16	1.0	393.000	-3.18	2024-05-18
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.90	-0.76	$-3.18	-0.04	-0.04	2.50	0.60	80.93	84.11	-1.90	$-190.00	250.00	15	1.0	393.000	-3.18	2024-05-17
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.40	-0.56	$-2.42	-0.03	-0.04	2.50	1.10	80.93	83.35	-1.40	$-140.00	250.00	13	4.0	397.000	-2.42	2024-05-15
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.80	-0.72	$-2.94	-0.04	-0.03	2.50	0.70	80.93	83.87	-1.80	$-180.00	250.00	12	424.0	572.000	-2.94	2024-05-14
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.75	-0.70	$-3.54	-0.04	-0.03	2.50	0.75	80.93	84.47	-1.75	$-175.00	250.00	11	78.0	562.000	-3.54	2024-05-13
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-1.30	-0.52	$-1.79	-0.02	-0.22	2.50	1.20	80.93	82.72	-1.30	$-130.00	250.00	10	215.0	562.000	-1.79	2024-05-12
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-0.60	-0.24	$-0.33	-0.00	-0.01	2.50	1.90	80.93	81.26	-0.60	$-60.00	250.00	7	7.0	491.000	-0.33	2024-05-09
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$-0.50	-0.20	$-0.04	-0.00	-0.04	2.50	2.00	80.93	80.97	-0.50	$-50.00	250.00	6	26.0	491.000	-0.04	2024-05-08
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$0.10	0.04	$1.40	0.02	-0.04	2.50	2.60	80.93	79.53	0.10	$10.00	250.00	5	8.0	488.000	1.40	2024-05-07
CHRW240621P00080000	CHRW	PUT	Long	80.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.73	0.01	0.06	2.50	2.50	80.93	80.20	0.00	$0.00	250.00	1	502.0	307.000	0.73	2024-05-03
CHRW240621P00080000	CHRW	PUT	Long	80.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.50	2.50	80.93	80.93	0.00	$0.00	250.00	0	502.0	36.000	-0.00	2024-05-02

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