EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ANNX240419P00005000

View in yFinance: ANNX

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
2024-03-13	ANNX	ANNX240419P00005000	5.00	123.0	108.000	1.578	0.419	0.8	0.0	-0.010	1.380	0.590	0.80	5.77	2024-04-19	PUT	Long	0.483	0.534	0.265

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	ANNX	0.727	0.105	0.396	0.243	0.197	0.092	4.88	0.000	0.0000	2.77	7.81	21	1y	7.19

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
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.15	-0.19	$1.33	0.23	-0.05	0.80	0.65	5.77	4.44	-0.15	$-15.00	80.00	36	85.0	1428.000	1.33	2024-04-18
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.20	-0.25	$1.18	0.20	0.47	0.80	0.60	5.77	4.59	-0.20	$-20.00	80.00	35	474.0	1381.000	1.18	2024-04-17
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.60	-0.75	$0.66	0.11	0.58	0.80	0.20	5.77	5.11	-0.60	$-60.00	80.00	34	52.0	1389.000	0.66	2024-04-16
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.55	-0.69	$0.03	0.01	0.70	0.80	0.25	5.77	5.74	-0.55	$-55.00	80.00	33	124.0	1300.000	0.03	2024-04-15
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.60	-0.75	$-0.21	-0.04	0.35	0.80	0.20	5.77	5.98	-0.60	$-60.00	80.00	30	1.0	1300.000	-0.21	2024-04-12
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.60	-0.75	$-0.30	-0.05	0.22	0.80	0.20	5.77	6.07	-0.60	$-60.00	80.00	29	1.0	1299.000	-0.30	2024-04-11
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.58	-0.72	$-0.40	-0.07	0.20	0.80	0.22	5.77	6.17	-0.58	$-58.00	80.00	28	14.0	1291.000	-0.40	2024-04-10
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.58	-0.72	$-0.46	-0.08	0.06	0.80	0.22	5.77	6.23	-0.58	$-58.00	80.00	27	65.0	1312.000	-0.46	2024-04-09
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.35	-0.44	$-0.28	-0.05	0.42	0.80	0.45	5.77	6.05	-0.35	$-35.00	80.00	26	5.0	1306.000	-0.28	2024-04-08
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.35	-0.44	$-0.42	-0.07	0.30	0.80	0.45	5.77	6.19	-0.35	$-35.00	80.00	23	115.0	1395.000	-0.42	2024-04-05
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.45	-0.56	$-0.61	-0.11	0.41	0.80	0.35	5.77	6.38	-0.45	$-45.00	80.00	22	11.0	1394.000	-0.61	2024-04-04
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.50	-0.62	$-0.68	-0.12	0.38	0.80	0.30	5.77	6.45	-0.50	$-50.00	80.00	21	1.0	1393.000	-0.68	2024-04-03
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.40	-0.50	$-0.65	-0.11	0.25	0.80	0.40	5.77	6.42	-0.40	$-40.00	80.00	20	25.0	1368.000	-0.65	2024-04-02
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.41	-0.51	$-0.86	-0.15	-1.33	0.80	0.39	5.77	6.63	-0.41	$-41.00	80.00	19	62.0	1368.000	-0.86	2024-04-01
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.55	-0.69	$-1.40	-0.24	0.41	0.80	0.25	5.77	7.17	-0.55	$-55.00	80.00	18	33.0	1285.000	-1.40	2024-03-31
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.55	-0.69	$-1.40	-0.24	0.31	0.80	0.25	5.77	7.17	-0.55	$-55.00	80.00	17	33.0	1285.000	-1.40	2024-03-30
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.55	-0.69	$-1.40	-0.24	0.27	0.80	0.25	5.77	7.17	-0.55	$-55.00	80.00	16	33.0	1285.000	-1.40	2024-03-29
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.55	-0.69	$-1.40	-0.24	0.23	0.80	0.25	5.77	7.17	-0.55	$-55.00	80.00	15	18.0	1285.000	-1.40	2024-03-28
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.65	-0.81	$-2.04	-0.35	0.02	0.80	0.15	5.77	7.81	-0.65	$-65.00	80.00	14	210.0	1119.000	-2.04	2024-03-27
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.35	-0.44	$-1.11	-0.19	0.16	0.80	0.45	5.77	6.88	-0.35	$-35.00	80.00	13	12.0	1119.000	-1.11	2024-03-26
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.35	-0.44	$-0.87	-0.15	0.19	0.80	0.45	5.77	6.64	-0.35	$-35.00	80.00	12	12.0	1115.000	-0.87	2024-03-25
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.35	-0.44	$-1.03	-0.18	0.06	0.80	0.45	5.77	6.80	-0.35	$-35.00	80.00	9	117.0	1078.000	-1.03	2024-03-22
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.15	-0.19	$-0.32	-0.06	0.11	0.80	0.65	5.77	6.09	-0.15	$-15.00	80.00	8	2.0	1040.000	-0.32	2024-03-21
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.15	-0.19	$-0.12	-0.02	0.03	0.80	0.65	5.77	5.89	-0.15	$-15.00	80.00	7	192.0	848.000	-0.12	2024-03-20
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.25	-0.31	$-0.31	-0.05	0.05	0.80	0.55	5.77	6.08	-0.25	$-25.00	80.00	6	166.0	730.000	-0.31	2024-03-19
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.20	-0.25	$-0.52	-0.09	0.07	0.80	0.60	5.77	6.29	-0.20	$-20.00	80.00	5	387.0	411.000	-0.52	2024-03-18
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$-0.35	-0.44	$-0.92	-0.16	-0.02	0.80	0.45	5.77	6.69	-0.35	$-35.00	80.00	2	56.0	363.000	-0.92	2024-03-15
ANNX240419P00005000	ANNX	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.27	$0.05	0.06	$0.17	0.03	0.04	0.80	0.85	5.77	5.60	0.05	$5.00	80.00	1	132.0	221.000	0.17	2024-03-14
ANNX240419P00005000	ANNX	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.80	0.80	5.77	5.77	0.00	$0.00	80.00	0	123.0	108.000	-0.00	2024-03-13

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