EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ARRY240920C00007500

View in yFinance: ARRY

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
2024-08-09	ARRY	ARRY240920C00007500	7.50	460.0	70.000	0.787	0.362	0.2	0.5	0.010	0.530	0.890	0.64	7.10	2024-09-20	CALL	Long	0.349	0.419	-0.210

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	ARRY	0.909	0.133	0.376	0.214	0.215	-0.161	5.47	0.087	0.0000	5.16	18.97	21	1y	6.64

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
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.61	-0.95	$-0.48	-0.07	0.43	0.64	0.03	7.10	6.62	-0.61	$-61.00	64.00	41	281.0	3360.000	-0.48	2024-09-19
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.59	-0.92	$-0.27	-0.04	0.36	0.64	0.05	7.10	6.83	-0.59	$-59.00	64.00	40	642.0	3258.000	-0.27	2024-09-18
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.54	-0.84	$0.10	0.01	0.02	0.64	0.10	7.10	7.20	-0.54	$-54.00	64.00	39	379.0	0.000	0.10	2024-09-17
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.54	-0.84	$-0.12	-0.02	0.06	0.64	0.10	7.10	6.98	-0.54	$-54.00	64.00	38	204.0	3091.000	-0.12	2024-09-16
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.59	-0.92	$-0.28	-0.04	0.03	0.64	0.05	7.10	6.82	-0.59	$-59.00	64.00	36	273.0	3244.000	-0.28	2024-09-14
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.59	-0.92	$-0.28	-0.04	0.01	0.64	0.05	7.10	6.82	-0.59	$-59.00	64.00	35	263.0	3244.000	-0.28	2024-09-13
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.54	-0.84	$-0.42	-0.06	0.06	0.64	0.10	7.10	6.68	-0.54	$-54.00	64.00	34	311.0	3343.000	-0.42	2024-09-12
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.56	-0.88	$-0.50	-0.07	-0.01	0.64	0.08	7.10	6.60	-0.56	$-56.00	64.00	33	397.0	3151.000	-0.50	2024-09-11
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.61	-0.95	$-1.41	-0.20	0.20	0.64	0.03	7.10	5.69	-0.61	$-61.00	64.00	32	30.0	3171.000	-1.41	2024-09-10
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.59	-0.92	$-1.09	-0.15	0.25	0.64	0.05	7.10	6.01	-0.59	$-59.00	64.00	31	48.0	3196.000	-1.09	2024-09-09
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.54	-0.84	$-0.72	-0.10	0.20	0.64	0.10	7.10	6.38	-0.54	$-54.00	64.00	30	66.0	3203.000	-0.72	2024-09-08
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.54	-0.84	$-0.72	-0.10	0.03	0.64	0.10	7.10	6.38	-0.54	$-54.00	64.00	28	64.0	3203.000	-0.72	2024-09-06
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.49	-0.77	$-0.55	-0.08	0.04	0.64	0.15	7.10	6.55	-0.49	$-49.00	64.00	27	100.0	3204.000	-0.55	2024-09-05
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.44	-0.69	$-0.22	-0.03	-0.12	0.64	0.20	7.10	6.88	-0.44	$-44.00	64.00	26	236.0	3026.000	-0.22	2024-09-04
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.49	-0.77	$-0.39	-0.05	-0.08	0.64	0.15	7.10	6.71	-0.49	$-49.00	64.00	22	58.0	3055.000	-0.39	2024-08-31
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.49	-0.77	$-0.39	-0.05	-0.12	0.64	0.15	7.10	6.71	-0.49	$-49.00	64.00	21	58.0	3055.000	-0.39	2024-08-30
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.39	-0.61	$-0.25	-0.04	-0.12	0.64	0.25	7.10	6.85	-0.39	$-39.00	64.00	20	174.0	3032.000	-0.25	2024-08-29
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.49	-0.77	$-0.58	-0.08	-0.05	0.64	0.15	7.10	6.52	-0.49	$-49.00	64.00	19	42.0	3029.000	-0.58	2024-08-28
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.29	-0.45	$-0.32	-0.05	-0.66	0.64	0.35	7.10	6.78	-0.29	$-29.00	64.00	18	467.0	3010.000	-0.32	2024-08-27
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.29	-0.45	$-0.21	-0.03	-0.03	0.64	0.35	7.10	6.89	-0.29	$-29.00	64.00	17	467.0	3002.000	-0.21	2024-08-26
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.34	-0.53	$-0.18	-0.03	-0.06	0.64	0.30	7.10	6.92	-0.34	$-34.00	64.00	16	542.0	2852.000	-0.18	2024-08-25
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.34	-0.53	$-0.18	-0.03	-0.07	0.64	0.30	7.10	6.92	-0.34	$-34.00	64.00	15	542.0	2852.000	-0.18	2024-08-24
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.34	-0.53	$-0.18	-0.03	-0.15	0.64	0.30	7.10	6.92	-0.34	$-34.00	64.00	14	522.0	2852.000	-0.18	2024-08-23
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.42	-0.66	$-0.54	-0.08	-0.07	0.64	0.22	7.10	6.56	-0.42	$-42.00	64.00	13	261.0	2825.000	-0.54	2024-08-22
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.34	-0.53	$-0.36	-0.05	-0.09	0.64	0.30	7.10	6.74	-0.34	$-34.00	64.00	12	177.0	2792.000	-0.36	2024-08-21
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.39	-0.61	$-0.73	-0.10	-0.01	0.64	0.25	7.10	6.37	-0.39	$-39.00	64.00	11	100.0	2758.000	-0.73	2024-08-20
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.38	-0.59	$-0.41	-0.06	-0.09	0.64	0.26	7.10	6.69	-0.38	$-38.00	64.00	10	2422.0	1155.000	-0.41	2024-08-19
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.35	-0.55	$-0.55	-0.08	-0.04	0.64	0.29	7.10	6.55	-0.35	$-35.00	64.00	9	323.0	991.000	-0.55	2024-08-18
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.35	-0.55	$-0.55	-0.08	-0.04	0.64	0.29	7.10	6.55	-0.35	$-35.00	64.00	8	323.0	991.000	-0.55	2024-08-17
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.35	-0.55	$-0.55	-0.08	-0.06	0.64	0.29	7.10	6.55	-0.35	$-35.00	64.00	7	323.0	991.000	-0.55	2024-08-16
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.39	-0.61	$-0.60	-0.08	-0.04	0.64	0.25	7.10	6.50	-0.39	$-39.00	64.00	6	254.0	827.000	-0.60	2024-08-15
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.34	-0.53	$-0.51	-0.07	-0.03	0.64	0.30	7.10	6.59	-0.34	$-34.00	64.00	5	518.0	586.000	-0.51	2024-08-14
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$-0.16	-0.25	$-0.09	-0.01	-0.05	0.64	0.48	7.10	7.01	-0.16	$-16.00	64.00	4	141.0	581.000	-0.09	2024-08-13
ARRY240920C00007500	ARRY	CALL	Long	7.50	Exit OP PnL: $-0.14;Exit EQ PnL: -0.19; Position is Long and position continued to lose. Latest OP price is: $0.50 (EQ: $6.91). Initial OP price was: $0.64 (EQ: $7.10). Surpassed Stop Loss Percentage: -0.21875 < -0.16.	$-0.14	-0.22	$-0.07	-0.01	0.01	0.64	0.50	7.10	7.03	-0.14	$-14.00	64.00	3	434.0	328.000	-0.07	2024-08-12
ARRY240920C00007500	ARRY	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	0.64	0.64	7.10	7.10	0.00	$0.00	64.00	0	460.0	70.000	0.00	2024-08-09

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