EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ARDX240802C00005500

View in yFinance: ARDX

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
2024-07-02 ARDX ARDX240802C00005500 5.50 62.0 30.000 1.555 0.436 0.2 0.4 0.040 0.800 1.000 0.45 5.28 2024-08-02 CALL Long 0.388 0.532 -0.303

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 ARDX 0.818 0.103 0.432 0.229 0.212 -0.098 4.66 -0.531 0.0000 4.50 9.74 21 1y 5.60

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
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.05 0.11 $0.42 0.08 0.05 0.45 0.50 5.28 5.70 0.05 $5.00 45.00 27 66.0 235.000 0.42 2024-07-29
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.05 0.11 $0.34 0.06 -0.22 0.45 0.50 5.28 5.62 0.05 $5.00 45.00 24 66.0 209.000 0.34 2024-07-26
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.15 0.33 $0.21 0.04 -0.09 0.45 0.60 5.28 5.49 0.15 $15.00 45.00 23 2.0 209.000 0.21 2024-07-25
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.15 0.33 $0.34 0.06 -0.16 0.45 0.60 5.28 5.62 0.15 $15.00 45.00 22 2.0 207.000 0.34 2024-07-24
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.15 0.33 $0.41 0.08 -0.27 0.45 0.60 5.28 5.69 0.15 $15.00 45.00 21 1.0 206.000 0.41 2024-07-23
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.10 0.22 $0.42 0.08 -0.34 0.45 0.55 5.28 5.70 0.10 $10.00 45.00 20 30.0 180.000 0.42 2024-07-22
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.05 0.11 $0.23 0.04 -0.50 0.45 0.50 5.28 5.51 0.05 $5.00 45.00 17 106.0 86.000 0.23 2024-07-19
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.05 0.11 $0.21 0.04 0.21 0.45 0.50 5.28 5.49 0.05 $5.00 45.00 16 22.0 85.000 0.21 2024-07-18
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.35 0.78 $0.47 0.09 -0.70 0.45 0.80 5.28 5.75 0.35 $35.00 45.00 15 1.0 85.000 0.47 2024-07-17
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.32 0.71 $0.93 0.18 -0.66 0.45 0.77 5.28 6.21 0.32 $32.00 45.00 14 1.0 85.000 0.93 2024-07-16
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.32 0.71 $0.67 0.13 -1.04 0.45 0.77 5.28 5.95 0.32 $32.00 45.00 13 1.0 85.000 0.67 2024-07-15
ARDX240802C00005500 ARDX CALL Long 5.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.32 0.71 $0.61 0.12 0.33 0.45 0.77 5.28 5.89 0.32 $32.00 45.00 10 1.0 84.000 0.61 2024-07-12
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.38 0.84 $0.54 0.10 -0.31 0.45 0.83 5.28 5.82 0.38 $38.00 45.00 9 2.0 82.000 0.54 2024-07-11
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.35 0.78 $0.28 0.05 -0.23 0.45 0.80 5.28 5.56 0.35 $35.00 45.00 8 3.0 82.000 0.28 2024-07-10
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.35 0.78 $0.28 0.05 0.54 0.45 0.80 5.28 5.56 0.35 $35.00 45.00 7 3.0 82.000 0.28 2024-07-09
ARDX240802C00005500 ARDX CALL Long 5.50 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.35 0.78 $0.17 0.03 -0.04 0.45 0.80 5.28 5.45 0.35 $35.00 45.00 6 3.0 82.000 0.17 2024-07-08
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.00 0.00 $0.01 0.00 -0.73 0.45 0.45 5.28 5.29 0.00 $0.00 45.00 3 62.0 82.000 0.01 2024-07-05
ARDX240802C00005500 ARDX CALL Long 5.50 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $0.04 0.01 -0.65 0.45 0.45 5.28 5.32 0.00 $0.00 45.00 2 62.0 82.000 0.04 2024-07-04
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.00 0.00 $0.04 0.01 -0.66 0.45 0.45 5.28 5.32 0.00 $0.00 45.00 1 62.0 82.000 0.04 2024-07-03
ARDX240802C00005500 ARDX CALL Long 5.50 None $0.00 0.00 $0.00 0.00 0.00 0.45 0.45 5.28 5.28 0.00 $0.00 45.00 0 62.0 30.000 0.00 2024-07-02

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