EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ALCC240920P00017500

View in yFinance: ALCC

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
2024-06-24 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.890 0.000 7.00 18.23 2024-09-20 PUT Long 0.362 0.402 0.202
2024-06-27 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.362 0.403 0.202
2024-06-25 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.890 0.000 7.00 18.23 2024-09-20 PUT Long 0.362 0.402 0.202
2024-06-28 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.358 0.400 0.202
2024-07-01 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.358 0.400 0.202
2024-07-02 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.358 0.401 0.202
2024-07-03 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.359 0.401 0.202
2024-07-04 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.359 0.402 0.202
2024-07-05 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.292 0.348 0.202
2024-07-08 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.402 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.261 0.319 0.202
2024-07-09 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.402 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.249 0.307 0.202
2024-07-10 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.402 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.249 0.308 0.202
2024-07-11 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.402 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.242 0.300 0.202
2024-07-12 ALCC ALCC240920P00017500 17.50 4.0 20.000 0.031 0.401 1.7 0.8 -0.010 0.880 0.000 7.00 18.23 2024-09-20 PUT Long 0.241 0.298 0.202

Realize Position if there are favorable/unfavorable market conditions.
Volatiltiy Analysis 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
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 18 4.0 20.000 -0.00 2024-07-12
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 17 4.0 20.000 -0.00 2024-07-11
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 16 4.0 20.000 -0.00 2024-07-10
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 15 4.0 20.000 -0.00 2024-07-09
ALCC240920P00017500 ALCC PUT Long 17.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 14 4.0 20.000 -0.00 2024-07-08
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 11 4.0 20.000 -0.00 2024-07-05
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 10 4.0 20.000 -0.00 2024-07-04
ALCC240920P00017500 ALCC PUT Long 17.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 9 4.0 20.000 -0.00 2024-07-03
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 8 4.0 20.000 -0.00 2024-07-02
ALCC240920P00017500 ALCC PUT Long 17.50 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 7 4.0 20.000 -0.00 2024-07-01
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 4 4.0 20.000 -0.00 2024-06-28
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 3 4.0 20.000 -0.00 2024-06-27
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 1 4.0 20.000 -0.00 2024-06-25
ALCC240920P00017500 ALCC PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 7.00 7.00 18.23 18.23 0.00 $0.00 700.00 0 4.0 20.000 -0.00 2024-06-24

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