EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ADM240223C00070000

View in yFinance: ADM

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
2024-01-22 ADM ADM240223C00070000 70.00 10.0 13.000 0.708 0.295 0.0 18.3 0.050 0.230 18.510 1.50 51.49 2024-02-23 CALL Long 0.111 0.303 -0.245

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 ADM 1.000 0.042 0.303 0.083 0.055 -0.028 51.49 0.037 0.0000 51.38 73.94 21 1y 54.43

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
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $2.21 0.04 1.77 1.50 0.06 51.49 53.70 -1.44 $-144.00 150.00 31 2.0 14.000 2.21 2024-02-22
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $2.41 0.05 0.89 1.50 0.06 51.49 53.90 -1.44 $-144.00 150.00 30 2.0 14.000 2.41 2024-02-21
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $1.91 0.04 0.72 1.50 0.06 51.49 53.40 -1.44 $-144.00 150.00 29 2.0 14.000 1.91 2024-02-20
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $2.16 0.04 0.69 1.50 0.06 51.49 53.65 -1.44 $-144.00 150.00 28 2.0 14.000 2.16 2024-02-19
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $1.58 0.03 -0.06 1.50 0.06 51.49 53.07 -1.44 $-144.00 150.00 18 2.0 14.000 1.58 2024-02-09
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $1.19 0.02 -0.12 1.50 0.06 51.49 52.68 -1.44 $-144.00 150.00 17 2.0 14.000 1.19 2024-02-08
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $1.38 0.03 -0.10 1.50 0.06 51.49 52.87 -1.44 $-144.00 150.00 16 2.0 14.000 1.38 2024-02-07
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $1.88 0.04 -0.13 1.50 0.06 51.49 53.37 -1.44 $-144.00 150.00 15 2.0 14.000 1.88 2024-02-06
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $1.47 0.03 -0.46 1.50 0.06 51.49 52.96 -1.44 $-144.00 150.00 14 2.0 14.000 1.47 2024-02-05
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $4.20 0.08 -0.46 1.50 0.06 51.49 55.69 -1.44 $-144.00 150.00 13 2.0 14.000 4.20 2024-02-04
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $4.20 0.08 -0.20 1.50 0.06 51.49 55.69 -1.44 $-144.00 150.00 11 2.0 14.000 4.20 2024-02-02
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $5.27 0.10 -0.21 1.50 0.06 51.49 56.76 -1.44 $-144.00 150.00 10 2.0 14.000 5.27 2024-02-01
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $4.09 0.08 -0.22 1.50 0.06 51.49 55.58 -1.44 $-144.00 150.00 9 2.0 14.000 4.09 2024-01-31
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $4.51 0.09 -0.21 1.50 0.06 51.49 56.00 -1.44 $-144.00 150.00 8 2.0 14.000 4.51 2024-01-30
ADM240223C00070000 ADM CALL Long 70.00 None $-1.44 -0.96 $3.45 0.07 -0.18 1.50 0.06 51.49 54.94 -1.44 $-144.00 150.00 7 2.0 12.000 3.45 2024-01-29
ADM240223C00070000 ADM CALL Long 70.00 None $-1.40 -0.93 $0.56 0.01 -0.16 1.50 0.10 51.49 52.05 -1.40 $-140.00 150.00 6 1.0 12.000 0.56 2024-01-28
ADM240223C00070000 ADM CALL Long 70.00 None $-1.40 -0.93 $0.56 0.01 -0.18 1.50 0.10 51.49 52.05 -1.40 $-140.00 150.00 5 1.0 12.000 0.56 2024-01-27
ADM240223C00070000 ADM CALL Long 70.00 None $-1.40 -0.93 $0.54 0.01 -0.18 1.50 0.10 51.49 52.03 -1.40 $-140.00 150.00 4 1.0 12.000 0.54 2024-01-26
ADM240223C00070000 ADM CALL Long 70.00 None $-1.40 -0.93 $-0.09 -0.00 -0.09 1.50 0.10 51.49 51.40 -1.40 $-140.00 150.00 3 1.0 13.000 -0.09 2024-01-25
ADM240223C00070000 ADM CALL Long 70.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $1.14 0.02 -0.17 1.50 1.50 51.49 52.63 0.00 $0.00 150.00 2 10.0 13.000 1.14 2024-01-24
ADM240223C00070000 ADM CALL Long 70.00 None $0.00 0.00 $1.39 0.03 -0.21 1.50 1.50 51.49 52.88 0.00 $0.00 150.00 1 10.0 13.000 1.39 2024-01-23
ADM240223C00070000 ADM CALL Long 70.00 None $0.00 0.00 $0.00 0.00 0.00 1.50 1.50 51.49 51.49 0.00 $0.00 150.00 0 10.0 13.000 0.00 2024-01-22

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