EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ABR240816C00013000

View in yFinance: ABR

Toggle Display on View Outlier PnL Page
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
2024-07-12 ABR ABR240816C00013000 13.00 276.0 289.000 0.668 0.263 0.4 0.5 0.010 1.070 1.120 1.05 12.89 2024-08-16 CALL Long 0.191 0.271 -0.170

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 ABR 0.818 0.050 0.210 0.103 0.050 -0.020 14.22 0.515 0.0000 12.07 16.17 21 1y 15.14

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
ABR240816C00013000 ABR CALL Long 13.00 None $-0.16 -0.15 $0.95 0.07 0.58 1.05 0.89 12.89 13.84 -0.16 $-16.00 105.00 34 8256.0 2421.000 0.95 2024-08-15
ABR240816C00013000 ABR CALL Long 13.00 None $-0.48 -0.46 $0.71 0.06 -0.03 1.05 0.57 12.89 13.60 -0.48 $-48.00 105.00 33 330.0 2312.000 0.71 2024-08-14
ABR240816C00013000 ABR CALL Long 13.00 None $-0.55 -0.52 $0.61 0.05 -0.29 1.05 0.50 12.89 13.50 -0.55 $-55.00 105.00 32 33.0 2314.000 0.61 2024-08-13
ABR240816C00013000 ABR CALL Long 13.00 None $-0.60 -0.57 $0.48 0.04 -0.22 1.05 0.45 12.89 13.37 -0.60 $-60.00 105.00 31 115.0 2405.000 0.48 2024-08-12
ABR240816C00013000 ABR CALL Long 13.00 None $-0.40 -0.38 $0.66 0.05 -0.29 1.05 0.65 12.89 13.55 -0.40 $-40.00 105.00 28 25.0 2428.000 0.66 2024-08-09
ABR240816C00013000 ABR CALL Long 13.00 None $-0.45 -0.43 $0.62 0.05 -0.27 1.05 0.60 12.89 13.51 -0.45 $-45.00 105.00 27 42.0 2439.000 0.62 2024-08-08
ABR240816C00013000 ABR CALL Long 13.00 None $-0.60 -0.57 $0.38 0.03 -0.33 1.05 0.45 12.89 13.27 -0.60 $-60.00 105.00 26 38.0 2426.000 0.38 2024-08-07
ABR240816C00013000 ABR CALL Long 13.00 None $-0.35 -0.33 $0.69 0.05 -0.24 1.05 0.70 12.89 13.58 -0.35 $-35.00 105.00 25 25.0 2444.000 0.69 2024-08-06
ABR240816C00013000 ABR CALL Long 13.00 None $-0.17 -0.16 $0.81 0.06 -0.10 1.05 0.88 12.89 13.70 -0.17 $-17.00 105.00 17 34.0 1680.000 0.81 2024-07-29
ABR240816C00013000 ABR CALL Long 13.00 None $-0.17 -0.16 $0.72 0.06 -0.09 1.05 0.88 12.89 13.61 -0.17 $-17.00 105.00 14 34.0 1689.000 0.72 2024-07-26
ABR240816C00013000 ABR CALL Long 13.00 None $-0.32 -0.30 $0.14 0.01 -0.14 1.05 0.73 12.89 13.03 -0.32 $-32.00 105.00 13 10.0 1691.000 0.14 2024-07-25
ABR240816C00013000 ABR CALL Long 13.00 None $-0.35 -0.33 $0.14 0.01 -0.15 1.05 0.70 12.89 13.03 -0.35 $-35.00 105.00 12 13.0 1702.000 0.14 2024-07-24
ABR240816C00013000 ABR CALL Long 13.00 None $-0.25 -0.24 $0.39 0.03 -0.16 1.05 0.80 12.89 13.28 -0.25 $-25.00 105.00 11 3.0 1705.000 0.39 2024-07-23
ABR240816C00013000 ABR CALL Long 13.00 None $-0.30 -0.29 $0.50 0.04 -0.18 1.05 0.75 12.89 13.39 -0.30 $-30.00 105.00 10 6.0 1703.000 0.50 2024-07-22
ABR240816C00013000 ABR CALL Long 13.00 None $-0.30 -0.29 $0.22 0.02 -0.09 1.05 0.75 12.89 13.11 -0.30 $-30.00 105.00 7 25.0 1684.000 0.22 2024-07-19
ABR240816C00013000 ABR CALL Long 13.00 None $-0.30 -0.29 $0.16 0.01 -0.18 1.05 0.75 12.89 13.05 -0.30 $-30.00 105.00 6 78.0 1638.000 0.16 2024-07-18
ABR240816C00013000 ABR CALL Long 13.00 None $-0.04 -0.04 $0.60 0.05 0.14 1.05 1.01 12.89 13.49 -0.04 $-4.00 105.00 5 37.0 1633.000 0.60 2024-07-17
ABR240816C00013000 ABR CALL Long 13.00 None $0.14 0.13 $0.82 0.06 -0.11 1.05 1.19 12.89 13.71 0.14 $14.00 105.00 4 79.0 1619.000 0.82 2024-07-16
ABR240816C00013000 ABR CALL Long 13.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.05 0.05 $0.47 0.04 -0.14 1.05 1.10 12.89 13.36 0.05 $5.00 105.00 3 1241.0 441.000 0.47 2024-07-15
ABR240816C00013000 ABR CALL Long 13.00 None $0.00 0.00 $0.00 0.00 -0.01 1.05 1.05 12.89 12.89 0.00 $0.00 105.00 1 276.0 289.000 0.00 2024-07-13
ABR240816C00013000 ABR CALL Long 13.00 None $0.00 0.00 $0.00 0.00 0.00 1.05 1.05 12.89 12.89 0.00 $0.00 105.00 0 276.0 289.000 0.00 2024-07-12

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