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View Outliers PnL Drill-Down: EVGO240419P00003000

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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
2024-03-06	EVGO	EVGO240419P00003000	3.00	35.0	571.000	1.078	0.382	0.3	0.1	0.000	0.510	0.310	0.38	3.19	2024-04-19	PUT	Long	0.400	0.409	0.086

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	EVGO	1.000	0.168	0.533	0.263	0.346	0.094	4.68	-0.264	0.0000	1.71	8.94	21	1y	7.16

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
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.80	2.11	$1.26	0.42	3.08	0.38	1.18	3.02	1.76	0.80	$80.00	38.00	43	109.0	244.000	1.26	2024-04-18
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.72	1.89	$1.22	0.40	0.08	0.38	1.10	3.02	1.80	0.72	$72.00	38.00	42	1.0	244.000	1.22	2024-04-17
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.72	1.89	$1.14	0.38	2.30	0.38	1.10	3.02	1.88	0.72	$72.00	38.00	41	1.0	244.000	1.14	2024-04-16
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.69	1.82	$1.13	0.37	2.14	0.38	1.07	3.02	1.89	0.69	$69.00	38.00	40	3.0	246.000	1.13	2024-04-15
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.62	1.63	$1.07	0.35	4.52	0.38	1.00	3.02	1.95	0.62	$62.00	38.00	37	14.0	246.000	1.07	2024-04-12
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.57	1.50	$0.96	0.32	2.27	0.38	0.95	3.02	2.06	0.57	$57.00	38.00	36	2.0	246.000	0.96	2024-04-11
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.54	1.42	$0.94	0.31	0.77	0.38	0.92	3.02	2.08	0.54	$54.00	38.00	35	4.0	605.000	0.94	2024-04-10
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.52	1.37	$0.84	0.28	0.52	0.38	0.90	3.02	2.18	0.52	$52.00	38.00	34	5.0	659.000	0.84	2024-04-09
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.49	1.29	$0.91	0.30	0.90	0.38	0.87	3.02	2.11	0.49	$49.00	38.00	33	2.0	659.000	0.91	2024-04-08
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.37	0.97	$0.88	0.29	0.90	0.38	0.75	3.02	2.14	0.37	$37.00	38.00	30	6.0	659.000	0.88	2024-04-05
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.37	0.97	$0.83	0.27	0.36	0.38	0.75	3.02	2.19	0.37	$37.00	38.00	29	6.0	664.000	0.83	2024-04-04
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.37	0.97	$0.81	0.27	-0.04	0.38	0.75	3.02	2.21	0.37	$37.00	38.00	28	12.0	664.000	0.81	2024-04-03
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.37	0.97	$0.81	0.27	-0.07	0.38	0.75	3.02	2.21	0.37	$37.00	38.00	27	12.0	662.000	0.81	2024-04-02
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.27	0.71	$0.61	0.20	-0.03	0.38	0.65	3.02	2.41	0.27	$27.00	38.00	26	3.0	663.000	0.61	2024-04-01
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.12	0.32	$0.51	0.17	0.12	0.38	0.50	3.02	2.51	0.12	$12.00	38.00	25	105.0	687.000	0.51	2024-03-31
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.12	0.32	$0.51	0.17	0.07	0.38	0.50	3.02	2.51	0.12	$12.00	38.00	24	105.0	687.000	0.51	2024-03-30
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.12	0.32	$0.51	0.17	0.05	0.38	0.50	3.02	2.51	0.12	$12.00	38.00	23	105.0	687.000	0.51	2024-03-29
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.12	0.32	$0.51	0.17	-0.10	0.38	0.50	3.02	2.51	0.12	$12.00	38.00	22	105.0	687.000	0.51	2024-03-28
EVGO240419P00003000	EVGO	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.37	0.97	$0.55	0.18	0.10	0.38	0.75	3.02	2.47	0.37	$37.00	38.00	21	40.0	687.000	0.55	2024-03-27
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.37	0.97	$0.76	0.25	-0.01	0.38	0.75	3.02	2.26	0.37	$37.00	38.00	20	40.0	704.000	0.76	2024-03-26
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.32	0.84	$0.71	0.24	-0.07	0.38	0.70	3.02	2.31	0.32	$32.00	38.00	19	11.0	704.000	0.71	2024-03-25
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.22	0.58	$0.74	0.25	-0.14	0.38	0.60	3.02	2.28	0.22	$22.00	38.00	16	41.0	664.000	0.74	2024-03-22
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.22	0.58	$0.59	0.20	-0.14	0.38	0.60	3.02	2.43	0.22	$22.00	38.00	15	41.0	664.000	0.59	2024-03-21
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.33	0.87	$0.56	0.19	-0.16	0.38	0.71	3.02	2.46	0.33	$33.00	38.00	14	40.0	665.000	0.56	2024-03-20
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.28	0.74	$0.67	0.22	-0.11	0.38	0.66	3.02	2.35	0.28	$28.00	38.00	13	6.0	667.000	0.67	2024-03-19
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.29	0.76	$0.61	0.20	-0.02	0.38	0.67	3.02	2.41	0.29	$29.00	38.00	12	3.0	670.000	0.61	2024-03-18
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.25	0.66	$0.52	0.17	-0.00	0.38	0.63	3.02	2.50	0.25	$25.00	38.00	9	35.0	646.000	0.52	2024-03-15
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.27	0.71	$0.55	0.18	0.26	0.38	0.65	3.02	2.47	0.27	$27.00	38.00	8	3.0	647.000	0.55	2024-03-14
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.15	0.39	$0.36	0.12	0.07	0.38	0.53	3.02	2.66	0.15	$15.00	38.00	7	3.0	647.000	0.36	2024-03-13
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.15	0.39	$0.34	0.11	-0.07	0.38	0.53	3.02	2.68	0.15	$15.00	38.00	6	21.0	626.000	0.34	2024-03-12
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.11	0.29	$0.28	0.09	0.02	0.38	0.49	3.02	2.74	0.11	$11.00	38.00	5	10.0	620.000	0.28	2024-03-11
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.07	0.18	$0.12	0.04	0.10	0.38	0.45	3.02	2.90	0.07	$7.00	38.00	4	11.0	615.000	0.12	2024-03-10
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.07	0.18	$0.12	0.04	0.10	0.38	0.45	3.02	2.90	0.07	$7.00	38.00	3	11.0	615.000	0.12	2024-03-09
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.07	0.18	$0.12	0.04	0.07	0.38	0.45	3.02	2.90	0.07	$7.00	38.00	2	11.0	615.000	0.12	2024-03-08
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.12	0.32	$0.24	0.08	0.04	0.38	0.50	3.02	2.78	0.12	$12.00	38.00	1	16.0	608.000	0.24	2024-03-07
EVGO240419P00003000	EVGO	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.38	0.38	3.02	3.02	0.00	$0.00	38.00	0	35.0	571.000	-0.00	2024-03-06

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