EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: BHVN240719C00030000

View in yFinance: BHVN

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
2024-05-29	BHVN	BHVN240719C00030000	30.00	29.0	53.000	0.773	0.356	2.8	0.6	0.010	4.380	2.110	4.55	32.10	2024-07-19	CALL	Long	0.363	0.386	-0.126

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	BHVN	0.636	0.109	0.217	0.171	0.175	0.042	39.12	0.000	0.0000	32.77	59.75	21	1y	51.21

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
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$3.00	0.56	$1.54	0.05	1.42	5.40	8.40	33.17	34.71	3.00	$300.00	540.00	50	45.0	513.000	1.54	2024-07-18
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$3.00	0.56	$3.12	0.09	1.54	5.40	8.40	33.17	36.29	3.00	$300.00	540.00	49	45.0	513.000	3.12	2024-07-17
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$3.00	0.56	$4.77	0.14	0.98	5.40	8.40	33.17	37.94	3.00	$300.00	540.00	48	45.0	558.000	4.77	2024-07-16
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$3.60	0.67	$5.28	0.16	1.15	5.40	9.00	33.17	38.45	3.60	$360.00	540.00	47	1.0	558.000	5.28	2024-07-15
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$3.60	0.67	$4.90	0.15	0.22	5.40	9.00	33.17	38.07	3.60	$360.00	540.00	44	1.0	559.000	4.90	2024-07-12
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.85	0.16	$4.73	0.14	0.80	5.40	6.25	33.17	37.90	0.85	$85.00	540.00	43	15.0	559.000	4.73	2024-07-11
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.85	0.16	$3.02	0.09	-0.06	5.40	6.25	33.17	36.19	0.85	$85.00	540.00	42	15.0	574.000	3.02	2024-07-10
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.45	-0.08	$2.11	0.06	0.04	5.40	4.95	33.17	35.28	-0.45	$-45.00	540.00	41	1.0	574.000	2.11	2024-07-09
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.45	-0.08	$1.33	0.04	-0.02	5.40	4.95	33.17	34.50	-0.45	$-45.00	540.00	40	1.0	574.000	1.33	2024-07-08
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.45	-0.08	$0.93	0.03	-0.11	5.40	4.95	33.17	34.10	-0.45	$-45.00	540.00	37	1.0	574.000	0.93	2024-07-05
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.45	-0.08	$0.62	0.02	0.21	5.40	4.95	33.17	33.79	-0.45	$-45.00	540.00	36	1.0	0.000	0.62	2024-07-04
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.45	-0.08	$0.62	0.02	0.18	5.40	4.95	33.17	33.79	-0.45	$-45.00	540.00	35	1.0	0.000	0.62	2024-07-03
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.20	0.04	$1.00	0.03	-0.09	5.40	5.60	33.17	34.17	0.20	$20.00	540.00	34	1.0	573.000	1.00	2024-07-02
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.20	0.04	$2.15	0.06	-0.15	5.40	5.60	33.17	35.32	0.20	$20.00	540.00	33	1.0	574.000	2.15	2024-07-01
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.30	-0.06	$1.55	0.05	-0.12	5.40	5.10	33.17	34.72	-0.30	$-30.00	540.00	30	1.0	575.000	1.55	2024-06-28
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.40	0.07	$1.92	0.06	-0.21	5.40	5.80	33.17	35.09	0.40	$40.00	540.00	29	1.0	574.000	1.92	2024-06-27
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.00	0.00	$2.09	0.06	-0.16	5.40	5.40	33.17	35.26	0.00	$0.00	540.00	27	9.0	572.000	2.09	2024-06-25
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.00	0.00	$1.55	0.05	-0.05	5.40	5.40	33.17	34.72	0.00	$0.00	540.00	26	9.0	572.000	1.55	2024-06-24
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.50	-0.09	$-0.41	-0.01	-0.06	5.40	4.90	33.17	32.76	-0.50	$-50.00	540.00	20	2.0	574.000	-0.41	2024-06-18
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.50	-0.09	$-0.17	-0.01	-0.06	5.40	4.90	33.17	33.00	-0.50	$-50.00	540.00	19	2.0	574.000	-0.17	2024-06-17
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.50	-0.09	$0.67	0.02	-0.10	5.40	4.90	33.17	33.84	-0.50	$-50.00	540.00	16	2.0	574.000	0.67	2024-06-14
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.92	0.17	$0.27	0.01	-0.12	5.40	6.32	33.17	33.44	0.92	$92.00	540.00	15	1.0	574.000	0.27	2024-06-13
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.92	0.17	$0.58	0.02	-0.10	5.40	6.32	33.17	33.75	0.92	$92.00	540.00	14	1.0	575.000	0.58	2024-06-12
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.10	-0.02	$1.06	0.03	-0.15	5.40	5.30	33.17	34.23	-0.10	$-10.00	540.00	13	1.0	575.000	1.06	2024-06-11
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.10	-0.02	$1.92	0.06	-0.09	5.40	5.30	33.17	35.09	-0.10	$-10.00	540.00	12	1.0	575.000	1.92	2024-06-10
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.10	-0.02	$0.47	0.01	-0.05	5.40	5.30	33.17	33.64	-0.10	$-10.00	540.00	11	1.0	575.000	0.47	2024-06-09
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$-0.10	-0.02	$0.47	0.01	-0.10	5.40	5.30	33.17	33.64	-0.10	$-10.00	540.00	9	1.0	575.000	0.47	2024-06-07
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$1.00	0.19	$0.43	0.01	-0.08	5.40	6.40	33.17	33.60	1.00	$100.00	540.00	8	150.0	574.000	0.43	2024-06-06
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$1.00	0.19	$1.61	0.05	0.15	5.40	6.40	33.17	34.78	1.00	$100.00	540.00	7	150.0	424.000	1.61	2024-06-05
BHVN240719C00030000	BHVN	CALL	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.80	0.33	$0.20	0.01	-0.03	5.40	7.20	33.17	33.37	1.80	$180.00	540.00	6	100.0	424.000	0.20	2024-06-04
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$1.80	0.33	$1.37	0.04	0.02	5.40	7.20	33.17	34.54	1.80	$180.00	540.00	5	100.0	424.000	1.37	2024-06-03
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$1.80	0.33	$1.93	0.06	-0.80	5.40	7.20	33.17	35.10	1.80	$180.00	540.00	4	100.0	424.000	1.93	2024-06-02
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$1.80	0.33	$1.90	0.06	-0.14	5.40	7.20	33.17	35.07	1.80	$180.00	540.00	2	100.0	324.000	1.90	2024-05-31
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$1.90	0.35	$1.98	0.06	-0.08	5.40	7.30	33.17	35.15	1.90	$190.00	540.00	1	273.0	76.000	1.98	2024-05-30
BHVN240719C00030000	BHVN	CALL	Long	30.00	None	$0.00	0.00	$0.00	0.00	0.00	5.40	5.40	33.17	33.17	0.00	$0.00	540.00	0	31.0	53.000	0.00	2024-05-29

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