EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: BMRA240119P00002500

View in yFinance: BMRA

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
2023-12-18	BMRA	BMRA240119P00002500	2.50	35.0	1.000	1.758	0.611	0.0	0.8	-0.160	0.090	0.930	0.95	1.65	2024-01-19	PUT	Long	0.431	0.673	0.667

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	BMRA	0.909	0.188	0.420	0.262	0.373	0.147	0.31	-1.104	0.0000	0.28	1.65	21	1y	0.35

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
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.74	0.45	5.49	0.95	1.62	1.65	0.91	0.67	$67.00	95.00	31	4.0	27.000	0.74	2024-01-18
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.69	0.42	8.56	0.95	1.62	1.65	0.96	0.67	$67.00	95.00	30	4.0	27.000	0.69	2024-01-17
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.73	0.44	7.87	0.95	1.62	1.65	0.92	0.67	$67.00	95.00	29	4.0	27.000	0.73	2024-01-16
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.71	0.43	8.06	0.95	1.62	1.65	0.94	0.67	$67.00	95.00	25	4.0	27.000	0.71	2024-01-12
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.66	0.40	13.43	0.95	1.62	1.65	0.99	0.67	$67.00	95.00	24	4.0	27.000	0.66	2024-01-11
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.64	0.39	1.24	0.95	1.62	1.65	1.01	0.67	$67.00	95.00	23	4.0	27.000	0.64	2024-01-10
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.58	0.35	4.74	0.95	1.62	1.65	1.07	0.67	$67.00	95.00	22	4.0	27.000	0.58	2024-01-09
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.55	0.33	9.06	0.95	1.62	1.65	1.10	0.67	$67.00	95.00	21	4.0	27.000	0.55	2024-01-08
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.60	0.36	1.37	0.95	1.62	1.65	1.05	0.67	$67.00	95.00	20	4.0	27.000	0.60	2024-01-07
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.60	0.36	1.06	0.95	1.62	1.65	1.05	0.67	$67.00	95.00	18	4.0	27.000	0.60	2024-01-05
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.66	0.40	-1.76	0.95	1.62	1.65	0.99	0.67	$67.00	95.00	17	4.0	27.000	0.66	2024-01-04
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.67	0.71	$0.74	0.45	-1.76	0.95	1.62	1.65	0.91	0.67	$67.00	95.00	16	4.0	27.000	0.74	2024-01-03
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.40	0.42	$0.39	0.24	-1.76	0.95	1.35	1.65	1.26	0.40	$40.00	95.00	15	1.0	26.000	0.39	2024-01-02
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.40	0.42	$0.40	0.24	0.77	0.95	1.35	1.65	1.25	0.40	$40.00	95.00	14	1.0	26.000	0.40	2024-01-01
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.40	0.42	$0.40	0.24	0.63	0.95	1.35	1.65	1.25	0.40	$40.00	95.00	12	1.0	26.000	0.40	2023-12-30
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.40	0.42	$0.40	0.24	0.52	0.95	1.35	1.65	1.25	0.40	$40.00	95.00	11	1.0	26.000	0.40	2023-12-29
BMRA240119P00002500	BMRA	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.37	$0.47	0.28	-0.26	0.95	1.30	1.65	1.18	0.35	$35.00	95.00	10	2.0	26.000	0.47	2023-12-28
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.35	0.37	$0.45	0.27	0.18	0.95	1.30	1.65	1.20	0.35	$35.00	95.00	9	2.0	26.000	0.45	2023-12-27
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.35	0.37	$0.45	0.27	1.91	0.95	1.30	1.65	1.20	0.35	$35.00	95.00	8	2.0	26.000	0.45	2023-12-26
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.35	0.37	$0.43	0.26	1.51	0.95	1.30	1.65	1.22	0.35	$35.00	95.00	7	2.0	27.000	0.43	2023-12-25
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.35	0.37	$0.43	0.26	1.40	0.95	1.30	1.65	1.22	0.35	$35.00	95.00	5	2.0	27.000	0.43	2023-12-23
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.35	0.37	$0.43	0.26	0.18	0.95	1.30	1.65	1.22	0.35	$35.00	95.00	4	2.0	27.000	0.43	2023-12-22
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.25	0.26	$0.45	0.27	0.56	0.95	1.20	1.65	1.20	0.25	$25.00	95.00	3	2.0	27.000	0.45	2023-12-21
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.35	0.37	$0.38	0.23	0.07	0.95	1.30	1.65	1.27	0.35	$35.00	95.00	2	5.0	30.000	0.38	2023-12-20
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.25	0.26	$0.22	0.13	0.44	0.95	1.20	1.65	1.43	0.25	$25.00	95.00	1	3.0	29.000	0.22	2023-12-19
BMRA240119P00002500	BMRA	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.95	0.95	1.65	1.65	0.00	$0.00	95.00	0	35.0	1.000	-0.00	2023-12-18

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