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View Outliers PnL Drill-Down: EVGO240621P00002500

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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	EVGO240621P00002500	2.50	22.0	20.000	1.051	0.325	0.0	0.2	-0.010	0.190	0.410	0.45	2.28	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
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.05	0.11	$0.23	0.10	1.77	0.45	0.50	2.27	2.04	0.05	$5.00	45.00	35	1.0	207.000	0.23	2024-06-18
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.05	0.11	$0.17	0.07	0.39	0.45	0.50	2.27	2.10	0.05	$5.00	45.00	34	1.0	207.000	0.17	2024-06-17
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.00	0.00	$0.23	0.10	2.09	0.45	0.45	2.27	2.04	0.00	$0.00	45.00	31	2.0	207.000	0.23	2024-06-14
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.01	-0.02	$0.22	0.10	-0.45	0.45	0.44	2.27	2.05	-0.01	$-1.00	45.00	30	6.0	206.000	0.22	2024-06-13
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.11	-0.24	$0.12	0.05	0.38	0.45	0.34	2.27	2.15	-0.11	$-11.00	45.00	29	4.0	210.000	0.12	2024-06-12
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.00	0.00	$0.13	0.06	-0.23	0.45	0.45	2.27	2.14	0.00	$0.00	45.00	28	2.0	210.000	0.13	2024-06-11
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.01	-0.02	$0.16	0.07	0.02	0.45	0.44	2.27	2.11	-0.01	$-1.00	45.00	27	4.0	214.000	0.16	2024-06-10
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.04	-0.09	$0.23	0.10	0.19	0.45	0.41	2.27	2.04	-0.04	$-4.00	45.00	26	20.0	214.000	0.23	2024-06-09
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.04	-0.09	$0.23	0.10	0.06	0.45	0.41	2.27	2.04	-0.04	$-4.00	45.00	24	20.0	214.000	0.23	2024-06-07
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.04	-0.09	$0.14	0.06	1.07	0.45	0.41	2.27	2.13	-0.04	$-4.00	45.00	23	20.0	226.000	0.14	2024-06-06
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.00	0.00	$0.12	0.05	0.07	0.45	0.45	2.27	2.15	0.00	$0.00	45.00	22	16.0	232.000	0.12	2024-06-05
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.14	0.31	$0.33	0.15	0.14	0.45	0.59	2.27	1.94	0.14	$14.00	45.00	21	2.0	234.000	0.33	2024-06-04
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.15	0.33	$0.32	0.14	0.17	0.45	0.60	2.27	1.95	0.15	$15.00	45.00	20	1.0	232.000	0.32	2024-06-03
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.11	0.24	$0.24	0.11	0.01	0.45	0.56	2.27	2.03	0.11	$11.00	45.00	17	2.0	232.000	0.24	2024-05-31
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.05	0.11	$0.19	0.08	-0.09	0.45	0.50	2.27	2.08	0.05	$5.00	45.00	16	37.0	242.000	0.19	2024-05-30
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.10	0.22	$0.22	0.10	-0.09	0.45	0.55	2.27	2.05	0.10	$10.00	45.00	15	13.0	242.000	0.22	2024-05-29
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.10	0.22	$0.19	0.08	0.04	0.45	0.55	2.27	2.08	0.10	$10.00	45.00	14	13.0	229.000	0.19	2024-05-28
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.05	0.11	$0.13	0.06	-0.03	0.45	0.50	2.27	2.14	0.05	$5.00	45.00	13	6.0	229.000	0.13	2024-05-27
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.05	0.11	$0.13	0.06	-0.09	0.45	0.50	2.27	2.14	0.05	$5.00	45.00	10	6.0	229.000	0.13	2024-05-24
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.05	0.11	$0.17	0.07	0.12	0.45	0.50	2.27	2.10	0.05	$5.00	45.00	9	6.0	223.000	0.17	2024-05-23
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.05	-0.11	$0.04	0.02	0.12	0.45	0.40	2.27	2.23	-0.05	$-5.00	45.00	8	48.0	179.000	0.04	2024-05-22
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.10	0.22	$0.10	0.04	0.27	0.45	0.55	2.27	2.17	0.10	$10.00	45.00	7	25.0	179.000	0.10	2024-05-21
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.10	0.22	$0.19	0.08	-0.95	0.45	0.55	2.27	2.08	0.10	$10.00	45.00	6	25.0	0.000	0.19	2024-05-20
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.01	-0.02	$-0.01	-0.00	-0.09	0.45	0.44	2.27	2.28	-0.01	$-1.00	45.00	5	12.0	162.000	-0.01	2024-05-19
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.01	-0.02	$-0.01	-0.00	-0.10	0.45	0.44	2.27	2.28	-0.01	$-1.00	45.00	4	12.0	162.000	-0.01	2024-05-18
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$-0.01	-0.02	$-0.01	-0.00	0.33	0.45	0.44	2.27	2.28	-0.01	$-1.00	45.00	3	12.0	162.000	-0.01	2024-05-17
EVGO240621P00002500	EVGO	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.07	$-0.02	-0.04	$-0.09	-0.04	0.26	0.45	0.43	2.27	2.36	-0.02	$-2.00	45.00	1	20.0	32.000	-0.09	2024-05-15
EVGO240621P00002500	EVGO	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.45	0.45	2.27	2.27	0.00	$0.00	45.00	0	26.0	20.000	-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