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View Outliers PnL Drill-Down: EVGO240621P00002000

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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
2024-05-14	EVGO	EVGO240621P00002000	2.00	26.0	78.000	1.047	0.324	0.3	0.0	-0.010	0.420	0.140	0.16	2.27	2024-06-21	PUT	Long	0.357	0.390	0.164

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
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.06	-0.38	$0.23	0.10	0.06	0.16	0.10	2.27	2.04	-0.06	$-6.00	16.00	35	22.0	1489.000	0.23	2024-06-18
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.10	-0.62	$0.17	0.07	0.19	0.16	0.06	2.27	2.10	-0.10	$-10.00	16.00	34	23.0	1482.000	0.17	2024-06-17
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.04	-0.25	$0.23	0.10	-0.06	0.16	0.12	2.27	2.04	-0.04	$-4.00	16.00	31	2.0	1481.000	0.23	2024-06-14
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.06	-0.38	$0.22	0.10	-0.08	0.16	0.10	2.27	2.05	-0.06	$-6.00	16.00	30	9.0	1481.000	0.22	2024-06-13
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.07	-0.44	$0.12	0.05	-0.05	0.16	0.09	2.27	2.15	-0.07	$-7.00	16.00	29	19.0	1479.000	0.12	2024-06-12
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.06	-0.38	$0.13	0.06	-0.11	0.16	0.10	2.27	2.14	-0.06	$-6.00	16.00	28	2.0	1479.000	0.13	2024-06-11
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.06	-0.38	$0.16	0.07	-0.05	0.16	0.10	2.27	2.11	-0.06	$-6.00	16.00	27	14.0	1476.000	0.16	2024-06-10
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.06	-0.38	$0.23	0.10	-0.23	0.16	0.10	2.27	2.04	-0.06	$-6.00	16.00	26	29.0	1479.000	0.23	2024-06-09
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.06	-0.38	$0.23	0.10	-0.31	0.16	0.10	2.27	2.04	-0.06	$-6.00	16.00	24	29.0	1479.000	0.23	2024-06-07
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.01	-0.06	$0.14	0.06	-0.14	0.16	0.15	2.27	2.13	-0.01	$-1.00	16.00	23	4.0	1476.000	0.14	2024-06-06
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.11	-0.69	$0.12	0.05	0.02	0.16	0.05	2.27	2.15	-0.11	$-11.00	16.00	22	18.0	1468.000	0.12	2024-06-05
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$0.02	0.12	$0.33	0.15	-0.38	0.16	0.18	2.27	1.94	0.02	$2.00	16.00	21	1.0	1469.000	0.33	2024-06-04
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.01	-0.06	$0.32	0.14	-0.36	0.16	0.15	2.27	1.95	-0.01	$-1.00	16.00	20	12.0	1468.000	0.32	2024-06-03
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.02	-0.12	$0.24	0.11	-0.34	0.16	0.14	2.27	2.03	-0.02	$-2.00	16.00	17	70.0	1433.000	0.24	2024-05-31
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.05	-0.31	$0.19	0.08	-0.25	0.16	0.11	2.27	2.08	-0.05	$-5.00	16.00	16	541.0	949.000	0.19	2024-05-30
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.01	-0.06	$0.22	0.10	-0.33	0.16	0.15	2.27	2.05	-0.01	$-1.00	16.00	15	34.0	948.000	0.22	2024-05-29
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.01	-0.06	$0.19	0.08	-0.15	0.16	0.15	2.27	2.08	-0.01	$-1.00	16.00	14	34.0	921.000	0.19	2024-05-28
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.04	-0.25	$0.13	0.06	-0.20	0.16	0.12	2.27	2.14	-0.04	$-4.00	16.00	13	20.0	911.000	0.13	2024-05-27
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.04	-0.25	$0.13	0.06	-0.24	0.16	0.12	2.27	2.14	-0.04	$-4.00	16.00	10	20.0	911.000	0.13	2024-05-24
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$0.01	0.06	$0.17	0.07	-0.21	0.16	0.17	2.27	2.10	0.01	$1.00	16.00	9	8.0	910.000	0.17	2024-05-23
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.04	-0.25	$0.04	0.02	-0.14	0.16	0.12	2.27	2.23	-0.04	$-4.00	16.00	8	6.0	910.000	0.04	2024-05-22
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$-0.01	-0.06	$0.10	0.04	-0.13	0.16	0.15	2.27	2.17	-0.01	$-1.00	16.00	7	22.0	909.000	0.10	2024-05-21
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$0.04	0.25	$0.19	0.08	-0.98	0.16	0.20	2.27	2.08	0.04	$4.00	16.00	6	811.0	0.000	0.19	2024-05-20
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$0.01	0.06	$-0.01	-0.00	-0.02	0.16	0.17	2.27	2.28	0.01	$1.00	16.00	5	58.0	173.000	-0.01	2024-05-19
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$0.01	0.06	$-0.01	-0.00	-0.03	0.16	0.17	2.27	2.28	0.01	$1.00	16.00	4	58.0	173.000	-0.01	2024-05-18
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$0.01	0.06	$-0.01	-0.00	-0.05	0.16	0.17	2.27	2.28	0.01	$1.00	16.00	3	58.0	173.000	-0.01	2024-05-17
EVGO240621P00002000	EVGO	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.09	$-0.10	-0.62	$-0.09	-0.04	0.02	0.16	0.06	2.27	2.36	-0.10	$-10.00	16.00	1	67.0	95.000	-0.09	2024-05-15
EVGO240621P00002000	EVGO	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.16	0.16	2.27	2.27	0.00	$0.00	16.00	0	26.0	78.000	-0.00	2024-05-14

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