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View Outliers PnL Drill-Down: CHRW240920P00095000

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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
2024-08-01	CHRW	CHRW240920P00095000	95.00	42.0	1.000	0.299	0.166	7.9	0.2	-0.010	8.910	1.180	1.70	102.21	2024-09-20	PUT	Long	0.104	0.172	0.148

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
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.79	-0.96	$-4.46	-0.04	0.68	2.90	0.11	99.18	103.64	-2.79	$-279.00	290.00	44	1.0	205.000	-4.46	2024-09-19
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.79	-0.96	$-2.86	-0.03	0.25	2.90	0.11	99.18	102.04	-2.79	$-279.00	290.00	43	1.0	205.000	-2.86	2024-09-18
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.79	-0.96	$-0.77	-0.01	0.08	2.90	0.11	99.18	99.95	-2.79	$-279.00	290.00	42	1.0	205.000	-0.77	2024-09-17
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.79	-0.96	$-1.13	-0.01	0.06	2.90	0.11	99.18	100.31	-2.79	$-279.00	290.00	41	1.0	205.000	-1.13	2024-09-16
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.79	-0.96	$-0.89	-0.01	0.02	2.90	0.11	99.18	100.07	-2.79	$-279.00	290.00	39	1.0	206.000	-0.89	2024-09-14
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.79	-0.96	$-0.89	-0.01	-0.02	2.90	0.11	99.18	100.07	-2.79	$-279.00	290.00	38	1.0	206.000	-0.89	2024-09-13
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.66	-0.92	$-0.28	-0.00	0.07	2.90	0.24	99.18	99.46	-2.66	$-266.00	290.00	37	1.0	207.000	-0.28	2024-09-12
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.60	-0.90	$-0.89	-0.01	-0.00	2.90	0.30	99.18	100.07	-2.60	$-260.00	290.00	36	8.0	207.000	-0.89	2024-09-11
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.70	-0.93	$-1.89	-0.02	0.02	2.90	0.20	99.18	101.07	-2.70	$-270.00	290.00	35	10.0	207.000	-1.89	2024-09-10
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.70	-0.93	$-1.89	-0.02	0.01	2.90	0.20	99.18	101.07	-2.70	$-270.00	290.00	34	10.0	217.000	-1.89	2024-09-09
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.43	-0.84	$-1.62	-0.02	0.04	2.90	0.47	99.18	100.80	-2.43	$-243.00	290.00	33	15.0	225.000	-1.62	2024-09-08
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.43	-0.84	$-1.62	-0.02	0.01	2.90	0.47	99.18	100.80	-2.43	$-243.00	290.00	31	15.0	225.000	-1.62	2024-09-06
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.67	-0.92	$-3.00	-0.03	0.03	2.90	0.23	99.18	102.18	-2.67	$-267.00	290.00	30	3.0	225.000	-3.00	2024-09-05
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.67	-0.92	$-4.95	-0.05	0.02	2.90	0.23	99.18	104.13	-2.67	$-267.00	290.00	29	3.0	228.000	-4.95	2024-09-04
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.62	-0.90	$-4.33	-0.04	-0.00	2.90	0.28	99.18	103.51	-2.62	$-262.00	290.00	25	5.0	222.000	-4.33	2024-08-31
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.62	-0.90	$-4.33	-0.04	-0.01	2.90	0.28	99.18	103.51	-2.62	$-262.00	290.00	24	5.0	222.000	-4.33	2024-08-30
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.48	-0.86	$-3.83	-0.04	-0.02	2.90	0.42	99.18	103.01	-2.48	$-248.00	290.00	23	2.0	222.000	-3.83	2024-08-29
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.48	-0.86	$-4.78	-0.05	0.01	2.90	0.42	99.18	103.96	-2.48	$-248.00	290.00	22	2.0	222.000	-4.78	2024-08-28
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.48	-0.86	$-3.34	-0.03	-0.22	2.90	0.42	99.18	102.52	-2.48	$-248.00	290.00	21	2.0	222.000	-3.34	2024-08-27
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.48	-0.86	$-3.13	-0.03	-0.03	2.90	0.42	99.18	102.31	-2.48	$-248.00	290.00	20	2.0	0.000	-3.13	2024-08-26
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.48	-0.86	$-2.61	-0.03	-0.04	2.90	0.42	99.18	101.79	-2.48	$-248.00	290.00	19	2.0	220.000	-2.61	2024-08-25
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.48	-0.86	$-2.61	-0.03	-0.04	2.90	0.42	99.18	101.79	-2.48	$-248.00	290.00	18	2.0	220.000	-2.61	2024-08-24
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.20	-0.76	$-2.61	-0.03	-0.05	2.90	0.70	99.18	101.79	-2.20	$-220.00	290.00	17	2.0	220.000	-2.61	2024-08-23
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.20	-0.76	$-2.15	-0.02	-0.03	2.90	0.70	99.18	101.33	-2.20	$-220.00	290.00	16	2.0	218.000	-2.15	2024-08-22
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.20	-0.76	$-1.49	-0.02	-0.05	2.90	0.70	99.18	100.67	-2.20	$-220.00	290.00	15	1.0	218.000	-1.49	2024-08-21
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-2.07	-0.71	$-0.00	-0.00	-0.05	2.90	0.83	99.18	99.18	-2.07	$-207.00	290.00	14	2.0	218.000	-0.00	2024-08-20
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.40	-0.48	$-1.87	-0.02	0.10	2.90	1.50	99.18	101.05	-1.40	$-140.00	290.00	13	25.0	218.000	-1.87	2024-08-19
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.40	-0.48	$-0.04	-0.00	-0.06	2.90	1.50	99.18	99.22	-1.40	$-140.00	290.00	12	25.0	218.000	-0.04	2024-08-18
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.40	-0.48	$-0.04	-0.00	-0.07	2.90	1.50	99.18	99.22	-1.40	$-140.00	290.00	11	25.0	218.000	-0.04	2024-08-17
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.40	-0.48	$-0.04	-0.00	-0.07	2.90	1.50	99.18	99.22	-1.40	$-140.00	290.00	10	25.0	218.000	-0.04	2024-08-16
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.40	-0.48	$1.34	0.01	-0.05	2.90	1.50	99.18	97.84	-1.40	$-140.00	290.00	9	25.0	218.000	1.34	2024-08-15
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.40	-0.48	$1.39	0.01	-0.06	2.90	1.50	99.18	97.79	-1.40	$-140.00	290.00	8	15.0	224.000	1.39	2024-08-14
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.20	-0.41	$0.92	0.01	-0.04	2.90	1.70	99.18	98.26	-1.20	$-120.00	290.00	7	8.0	218.000	0.92	2024-08-13
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.30	-0.45	$0.48	0.00	-0.04	2.90	1.60	99.18	98.70	-1.30	$-130.00	290.00	6	3.0	217.000	0.48	2024-08-12
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-1.25	-0.43	$0.68	0.01	-0.04	2.90	1.65	99.18	98.50	-1.25	$-125.00	290.00	3	14.0	206.000	0.68	2024-08-09
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$-0.95	-0.33	$0.61	0.01	-0.03	2.90	1.95	99.18	98.57	-0.95	$-95.00	290.00	2	6.0	201.000	0.61	2024-08-08
CHRW240920P00095000	CHRW	PUT	Long	95.00	Exit OP PnL: $-1.35;Exit EQ PnL: -0.58; Position is Long and position continued to lose. Latest OP price is: $1.55 (EQ: $99.76). Initial OP price was: $2.90 (EQ: $99.18). Surpassed Stop Loss Percentage: -0.4655172413793103448275862069 < -0.16.	$-0.55	-0.19	$1.41	0.01	-0.02	2.90	2.35	99.18	97.77	-0.55	$-55.00	290.00	1	38.0	0.000	1.41	2024-08-07
CHRW240920P00095000	CHRW	PUT	Long	95.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.90	2.90	99.18	99.18	0.00	$0.00	290.00	0	29.0	168.000	-0.00	2024-08-06

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