EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ATUS240119P00002500

View in yFinance: ATUS

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
2023-12-14	ATUS	ATUS240119P00002500	2.50	5.0	249.000	0.742	0.393	0.1	0.1	-0.010	0.190	0.210	0.21	2.47	2024-01-19	PUT	Long	0.390	0.426	0.176

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	ATUS	0.909	0.144	0.414	0.223	0.182	0.019	2.55	0.006	0.0000	1.57	3.25	21	1y	2.53

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
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$0.09	0.43	$0.20	0.08	0.57	0.21	0.30	2.47	2.27	0.09	$9.00	21.00	35	1.0	285.000	0.20	2024-01-18
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.01	-0.05	$0.21	0.09	0.38	0.21	0.20	2.47	2.26	-0.01	$-1.00	21.00	34	1.0	286.000	0.21	2024-01-17
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.06	-0.29	$0.04	0.02	0.62	0.21	0.15	2.47	2.43	-0.06	$-6.00	21.00	33	1.0	286.000	0.04	2024-01-16
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.11	-0.52	$-0.01	-0.00	0.04	0.21	0.10	2.47	2.48	-0.11	$-11.00	21.00	29	2.0	286.000	-0.01	2024-01-12
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.11	-0.52	$-0.14	-0.06	0.18	0.21	0.10	2.47	2.61	-0.11	$-11.00	21.00	28	2.0	286.000	-0.14	2024-01-11
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.11	-0.52	$-0.22	-0.09	0.30	0.21	0.10	2.47	2.69	-0.11	$-11.00	21.00	27	2.0	284.000	-0.22	2024-01-10
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.11	-0.52	$-0.30	-0.12	0.07	0.21	0.10	2.47	2.77	-0.11	$-11.00	21.00	26	1.0	283.000	-0.30	2024-01-09
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.16	-0.76	$-0.69	-0.28	0.57	0.21	0.05	2.47	3.16	-0.16	$-16.00	21.00	25	10.0	283.000	-0.69	2024-01-08
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.16	-0.76	$-0.54	-0.22	0.52	0.21	0.05	2.47	3.01	-0.16	$-16.00	21.00	24	20.0	290.000	-0.54	2024-01-07
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.16	-0.76	$-0.54	-0.22	0.40	0.21	0.05	2.47	3.01	-0.16	$-16.00	21.00	22	20.0	290.000	-0.54	2024-01-05
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.16	-0.76	$-0.50	-0.20	-0.49	0.21	0.05	2.47	2.97	-0.16	$-16.00	21.00	21	22.0	290.000	-0.50	2024-01-04
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.11	-0.52	$-0.61	-0.25	-0.49	0.21	0.10	2.47	3.08	-0.11	$-11.00	21.00	20	1.0	281.000	-0.61	2024-01-03
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.16	-0.76	$-0.74	-0.30	-0.49	0.21	0.05	2.47	3.21	-0.16	$-16.00	21.00	19	2.0	281.000	-0.74	2024-01-02
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.18	-0.86	$-0.78	-0.32	0.16	0.21	0.03	2.47	3.25	-0.18	$-18.00	21.00	18	14.0	281.000	-0.78	2024-01-01
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.18	-0.86	$-0.78	-0.32	0.10	0.21	0.03	2.47	3.25	-0.18	$-18.00	21.00	16	14.0	281.000	-0.78	2023-12-30
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.18	-0.86	$-0.78	-0.32	0.07	0.21	0.03	2.47	3.25	-0.18	$-18.00	21.00	15	14.0	281.000	-0.78	2023-12-29
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.18	-0.86	$-0.78	-0.32	0.25	0.21	0.03	2.47	3.25	-0.18	$-18.00	21.00	14	14.0	267.000	-0.78	2023-12-28
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.16	-0.76	$-0.58	-0.23	0.30	0.21	0.05	2.47	3.05	-0.16	$-16.00	21.00	13	20.0	266.000	-0.58	2023-12-27
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.02	-0.10	$-0.27	-0.11	0.09	0.21	0.19	2.47	2.74	-0.02	$-2.00	21.00	12	4.0	266.000	-0.27	2023-12-26
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.11	-0.52	$-0.24	-0.10	0.12	0.21	0.10	2.47	2.71	-0.11	$-11.00	21.00	11	4.0	263.000	-0.24	2023-12-25
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.11	-0.52	$-0.24	-0.10	0.09	0.21	0.10	2.47	2.71	-0.11	$-11.00	21.00	9	4.0	263.000	-0.24	2023-12-23
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$-0.11	-0.52	$-0.24	-0.10	0.08	0.21	0.10	2.47	2.71	-0.11	$-11.00	21.00	8	4.0	263.000	-0.24	2023-12-22
ATUS240119P00002500	ATUS	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.17	$-0.01	-0.05	$-0.19	-0.08	0.02	0.21	0.20	2.47	2.66	-0.01	$-1.00	21.00	7	26.0	277.000	-0.19	2023-12-21
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$0.11	0.52	$0.02	0.01	0.05	0.21	0.32	2.47	2.45	0.11	$11.00	21.00	6	35.0	277.000	0.02	2023-12-20
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$0.11	0.52	$0.04	0.02	0.08	0.21	0.32	2.47	2.43	0.11	$11.00	21.00	5	35.0	277.000	0.04	2023-12-19
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$0.11	0.52	$0.09	0.04	0.08	0.21	0.32	2.47	2.38	0.11	$11.00	21.00	4	35.0	277.000	0.09	2023-12-18
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$0.11	0.52	$0.07	0.03	0.08	0.21	0.32	2.47	2.40	0.11	$11.00	21.00	2	35.0	249.000	0.07	2023-12-16
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$0.11	0.52	$0.07	0.03	0.15	0.21	0.32	2.47	2.40	0.11	$11.00	21.00	1	35.0	249.000	0.07	2023-12-15
ATUS240119P00002500	ATUS	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.21	0.21	2.47	2.47	0.00	$0.00	21.00	0	5.0	249.000	-0.00	2023-12-14

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