EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ADAP241220C00000500

View in yFinance: ADAP

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
2024-11-14	ADAP	ADAP241220C00000500	0.50	136.0	70.000	4.313	0.341	0.1	0.0	0.020	0.300	0.210	0.18	0.59	2024-12-20	CALL	Long	0.312	0.407	-0.233

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	ADAP	0.818	0.152	0.399	0.264	0.213	-0.104	0.60	-1.889	0.0000	0.44	1.75	21	1y	0.76

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
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.08	-0.44	$0.01	0.02	-3.81	0.18	0.10	0.59	0.60	-0.08	$-8.00	18.00	35	1.0	132.000	0.01	2024-12-19
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.04	-0.22	$0.02	0.03	0.06	0.18	0.14	0.59	0.61	-0.04	$-4.00	18.00	34	9.0	131.000	0.02	2024-12-18
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.08	-0.44	$0.01	0.02	-0.31	0.18	0.10	0.59	0.60	-0.08	$-8.00	18.00	33	9.0	131.000	0.01	2024-12-17
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.08	-0.44	$0.00	0.00	-0.44	0.18	0.10	0.59	0.59	-0.08	$-8.00	18.00	32	9.0	131.000	0.00	2024-12-16
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.08	-0.44	$-0.01	-0.02	-2.75	0.18	0.10	0.59	0.58	-0.08	$-8.00	18.00	29	9.0	122.000	-0.01	2024-12-13
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.02	0.11	$0.04	0.07	5.12	0.18	0.20	0.59	0.63	0.02	$2.00	18.00	28	4.0	122.000	0.04	2024-12-12
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.02	0.11	$0.04	0.07	-1.06	0.18	0.20	0.59	0.63	0.02	$2.00	18.00	27	4.0	122.000	0.04	2024-12-11
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.13	-0.72	$0.03	0.05	-3.56	0.18	0.05	0.59	0.62	-0.13	$-13.00	18.00	26	2.0	122.000	0.03	2024-12-10
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.13	-0.72	$0.04	0.07	4.00	0.18	0.05	0.59	0.63	-0.13	$-13.00	18.00	25	2.0	122.000	0.04	2024-12-09
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.13	-0.72	$0.07	0.12	-1.12	0.18	0.05	0.59	0.66	-0.13	$-13.00	18.00	24	2.0	122.000	0.07	2024-12-08
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.13	-0.72	$0.07	0.12	-0.81	0.18	0.05	0.59	0.66	-0.13	$-13.00	18.00	22	2.0	122.000	0.07	2024-12-06
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.13	-0.72	$0.08	0.14	7.56	0.18	0.05	0.59	0.67	-0.13	$-13.00	18.00	21	2.0	122.000	0.08	2024-12-05
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.13	-0.72	$0.11	0.19	1.75	0.18	0.05	0.59	0.70	-0.13	$-13.00	18.00	20	2.0	122.000	0.11	2024-12-04
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.03	-0.17	$0.11	0.19	-3.56	0.18	0.15	0.59	0.70	-0.03	$-3.00	18.00	19	20.0	142.000	0.11	2024-12-03
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.07	0.39	$0.13	0.22	-3.44	0.18	0.25	0.59	0.72	0.07	$7.00	18.00	18	3.0	142.000	0.13	2024-12-02
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.07	0.39	$0.13	0.22	-4.31	0.18	0.25	0.59	0.72	0.07	$7.00	18.00	17	3.0	0.000	0.13	2024-12-01
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.07	0.39	$0.13	0.22	0.75	0.18	0.25	0.59	0.72	0.07	$7.00	18.00	16	3.0	142.000	0.13	2024-11-30
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.07	0.39	$0.14	0.24	2.88	0.18	0.25	0.59	0.73	0.07	$7.00	18.00	14	3.0	141.000	0.14	2024-11-28
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.02	0.11	$0.12	0.20	0.00	0.18	0.20	0.59	0.71	0.02	$2.00	18.00	13	1.0	141.000	0.12	2024-11-27
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.02	0.11	$0.09	0.15	-1.94	0.18	0.20	0.59	0.68	0.02	$2.00	18.00	12	225.0	141.000	0.09	2024-11-26
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.02	0.11	$0.11	0.19	-3.56	0.18	0.20	0.59	0.70	0.02	$2.00	18.00	11	225.0	301.000	0.11	2024-11-25
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.02	0.11	$0.07	0.12	-2.69	0.18	0.20	0.59	0.66	0.02	$2.00	18.00	10	175.0	201.000	0.07	2024-11-24
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.02	0.11	$0.07	0.12	-2.75	0.18	0.20	0.59	0.66	0.02	$2.00	18.00	9	175.0	201.000	0.07	2024-11-23
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.02	0.11	$0.07	0.12	-2.78	0.18	0.20	0.59	0.66	0.02	$2.00	18.00	8	175.0	201.000	0.07	2024-11-22
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.03	-0.17	$0.05	0.08	-2.44	0.18	0.15	0.59	0.64	-0.03	$-3.00	18.00	7	1.0	201.000	0.05	2024-11-21
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.03	-0.17	$0.07	0.12	-1.97	0.18	0.15	0.59	0.66	-0.03	$-3.00	18.00	6	1.0	201.000	0.07	2024-11-20
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.03	-0.17	$0.08	0.14	-2.12	0.18	0.15	0.59	0.67	-0.03	$-3.00	18.00	5	1.0	201.000	0.08	2024-11-19
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$-0.03	-0.17	$0.01	0.02	-2.84	0.18	0.15	0.59	0.60	-0.03	$-3.00	18.00	4	1.0	200.000	0.01	2024-11-18
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.03	0.17	$0.00	0.00	2.59	0.18	0.21	0.59	0.59	0.03	$3.00	18.00	3	146.0	200.000	0.00	2024-11-17
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.03	0.17	$0.00	0.00	2.50	0.18	0.21	0.59	0.59	0.03	$3.00	18.00	2	146.0	200.000	0.00	2024-11-16
ADAP241220C00000500	ADAP	CALL	Long	0.50	None	$0.03	0.17	$0.00	0.00	2.31	0.18	0.21	0.59	0.59	0.03	$3.00	18.00	1	146.0	200.000	0.00	2024-11-15
ADAP241220C00000500	ADAP	CALL	Long	0.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.18	0.18	0.59	0.59	0.00	$0.00	18.00	0	136.0	70.000	0.00	2024-11-14

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