EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: BIVI240419P00002500

View in yFinance: BIVI

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
2024-03-01	BIVI	BIVI240419P00002500	2.50	151.0	424.000	2.242	0.611	0.0	0.6	-0.090	0.400	0.950	1.00	1.94	2024-04-19	PUT	Long	0.425	0.601	0.516

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	BIVI	0.818	0.081	0.901	0.367	0.228	-0.262	2.49	0.000	0.0000	1.10	18.90	21	1y	2.82

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
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.10	1.10	$1.44	0.75	-2.23	1.00	2.10	1.93	0.49	1.10	$110.00	100.00	48	3.0	443.000	1.44	2024-04-18
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.96	0.96	$1.46	0.76	14.64	1.00	1.96	1.93	0.47	0.96	$96.00	100.00	47	1.0	443.000	1.46	2024-04-17
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.96	0.96	$1.44	0.75	6.52	1.00	1.96	1.93	0.49	0.96	$96.00	100.00	46	1.0	443.000	1.44	2024-04-16
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.96	0.96	$1.44	0.75	5.89	1.00	1.96	1.93	0.49	0.96	$96.00	100.00	45	1.0	442.000	1.44	2024-04-15
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.08	1.08	$1.42	0.74	8.08	1.00	2.08	1.93	0.51	1.08	$108.00	100.00	42	4.0	442.000	1.42	2024-04-12
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.08	1.08	$1.43	0.74	-2.23	1.00	2.08	1.93	0.50	1.08	$108.00	100.00	41	4.0	446.000	1.43	2024-04-11
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.46	0.76	12.89	1.00	2.00	1.93	0.47	1.00	$100.00	100.00	40	6.0	452.000	1.46	2024-04-10
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.46	0.76	-2.23	1.00	2.00	1.93	0.47	1.00	$100.00	100.00	39	47.0	452.000	1.46	2024-04-09
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.46	0.76	6.95	1.00	2.00	1.93	0.47	1.00	$100.00	100.00	38	47.0	452.000	1.46	2024-04-08
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.45	0.75	5.45	1.00	2.00	1.93	0.48	1.00	$100.00	100.00	35	47.0	452.000	1.45	2024-04-05
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.44	0.75	-2.23	1.00	2.00	1.93	0.49	1.00	$100.00	100.00	34	47.0	452.000	1.44	2024-04-04
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.43	0.74	9.58	1.00	2.00	1.93	0.50	1.00	$100.00	100.00	33	47.0	452.000	1.43	2024-04-03
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.40	0.73	-0.23	1.00	2.00	1.93	0.53	1.00	$100.00	100.00	32	47.0	452.000	1.40	2024-04-02
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.37	0.71	-2.23	1.00	2.00	1.93	0.56	1.00	$100.00	100.00	31	47.0	475.000	1.37	2024-04-01
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.40	0.73	0.77	1.00	2.00	1.93	0.53	1.00	$100.00	100.00	30	2.0	475.000	1.40	2024-03-31
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.40	0.73	0.77	1.00	2.00	1.93	0.53	1.00	$100.00	100.00	29	2.0	475.000	1.40	2024-03-30
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.40	0.73	0.52	1.00	2.00	1.93	0.53	1.00	$100.00	100.00	28	2.0	475.000	1.40	2024-03-29
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$1.00	1.00	$1.40	0.73	0.52	1.00	2.00	1.93	0.53	1.00	$100.00	100.00	27	2.0	475.000	1.40	2024-03-28
BIVI240419P00002500	BIVI	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.00	1.00	$1.40	0.73	1.83	1.00	2.00	1.93	0.53	1.00	$100.00	100.00	26	2.0	486.000	1.40	2024-03-27
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.40	0.73	1.70	1.00	1.80	1.93	0.53	0.80	$80.00	100.00	25	11.0	486.000	1.40	2024-03-26
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.36	0.70	2.27	1.00	1.80	1.93	0.57	0.80	$80.00	100.00	24	11.0	486.000	1.36	2024-03-25
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.35	0.70	2.17	1.00	1.80	1.93	0.58	0.80	$80.00	100.00	21	11.0	486.000	1.35	2024-03-22
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.36	0.70	1.98	1.00	1.80	1.93	0.57	0.80	$80.00	100.00	20	11.0	486.000	1.36	2024-03-21
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.31	0.68	1.20	1.00	1.80	1.93	0.62	0.80	$80.00	100.00	19	11.0	486.000	1.31	2024-03-20
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.30	0.67	2.48	1.00	1.80	1.93	0.63	0.80	$80.00	100.00	18	11.0	486.000	1.30	2024-03-19
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.28	0.66	1.89	1.00	1.80	1.93	0.65	0.80	$80.00	100.00	17	11.0	486.000	1.28	2024-03-18
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.22	0.63	0.89	1.00	1.80	1.93	0.71	0.80	$80.00	100.00	14	11.0	486.000	1.22	2024-03-15
BIVI240419P00002500	BIVI	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.80	0.80	$1.26	0.65	2.42	1.00	1.80	1.93	0.67	0.80	$80.00	100.00	13	11.0	486.000	1.26	2024-03-14
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.22	0.63	-0.17	1.00	1.80	1.93	0.71	0.80	$80.00	100.00	12	11.0	486.000	1.22	2024-03-13
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.27	0.66	0.02	1.00	1.80	1.93	0.66	0.80	$80.00	100.00	11	11.0	486.000	1.27	2024-03-12
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.80	0.80	$1.24	0.64	0.95	1.00	1.80	1.93	0.69	0.80	$80.00	100.00	10	11.0	497.000	1.24	2024-03-11
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.50	0.50	$1.21	0.63	-0.02	1.00	1.50	1.93	0.72	0.50	$50.00	100.00	9	14.0	497.000	1.21	2024-03-10
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.50	0.50	$1.21	0.63	-0.02	1.00	1.50	1.93	0.72	0.50	$50.00	100.00	8	14.0	497.000	1.21	2024-03-09
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.50	0.50	$1.21	0.63	0.39	1.00	1.50	1.93	0.72	0.50	$50.00	100.00	7	14.0	497.000	1.21	2024-03-08
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.50	0.50	$1.18	0.61	0.95	1.00	1.50	1.93	0.75	0.50	$50.00	100.00	6	14.0	497.000	1.18	2024-03-07
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.50	0.50	$1.10	0.57	-0.73	1.00	1.50	1.93	0.83	0.50	$50.00	100.00	5	14.0	497.000	1.10	2024-03-06
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.50	0.50	$1.02	0.53	0.06	1.00	1.50	1.93	0.91	0.50	$50.00	100.00	4	14.0	497.000	1.02	2024-03-05
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.50	0.50	$0.86	0.45	-2.23	1.00	1.50	1.93	1.07	0.50	$50.00	100.00	3	14.0	0.000	0.86	2024-03-04
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$-0.10	-0.10	$0.04	0.02	-0.68	1.00	0.90	1.93	1.89	-0.10	$-10.00	100.00	2	153.0	424.000	0.04	2024-03-03
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$-0.10	-0.10	$0.04	0.02	-0.68	1.00	0.90	1.93	1.89	-0.10	$-10.00	100.00	1	153.0	424.000	0.04	2024-03-02
BIVI240419P00002500	BIVI	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.00	1.00	1.93	1.93	0.00	$0.00	100.00	0	151.0	424.000	-0.00	2024-03-01

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