EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: BROS241220P00041000

View in yFinance: BROS

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
2024-11-07	BROS	BROS241220P00041000	41.00	271.0	1.000	0.421	0.288	4.3	0.3	-0.040	4.830	0.850	0.94	44.77	2024-12-20	PUT	Long	0.180	0.306	0.281

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	BROS	0.818	0.075	0.275	0.141	0.105	-0.170	52.94	0.002	0.0000	25.75	55.14	21	1y	38.71

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
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.89	-0.95	$-7.57	-0.17	1.51	0.94	0.05	44.77	52.34	-0.89	$-89.00	94.00	42	4.0	349.000	-7.57	2024-12-19
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.89	-0.95	$-6.46	-0.14	0.69	0.94	0.05	44.77	51.23	-0.89	$-89.00	94.00	41	4.0	349.000	-6.46	2024-12-18
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.89	-0.95	$-8.17	-0.18	0.66	0.94	0.05	44.77	52.94	-0.89	$-89.00	94.00	40	4.0	349.000	-8.17	2024-12-17
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.89	-0.95	$-9.17	-0.20	1.04	0.94	0.05	44.77	53.94	-0.89	$-89.00	94.00	39	4.0	349.000	-9.17	2024-12-16
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.89	-0.95	$-7.30	-0.16	0.29	0.94	0.05	44.77	52.07	-0.89	$-89.00	94.00	36	4.0	349.000	-7.30	2024-12-13
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-7.78	-0.17	0.28	0.94	0.23	44.77	52.55	-0.71	$-71.00	94.00	35	1.0	349.000	-7.78	2024-12-12
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-8.13	-0.18	0.50	0.94	0.23	44.77	52.90	-0.71	$-71.00	94.00	34	1.0	349.000	-8.13	2024-12-11
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-7.21	-0.16	0.46	0.94	0.23	44.77	51.98	-0.71	$-71.00	94.00	33	1.0	349.000	-7.21	2024-12-10
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-8.48	-0.19	0.21	0.94	0.23	44.77	53.25	-0.71	$-71.00	94.00	32	1.0	349.000	-8.48	2024-12-09
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-10.37	-0.23	0.58	0.94	0.23	44.77	55.14	-0.71	$-71.00	94.00	31	1.0	349.000	-10.37	2024-12-08
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-10.35	-0.23	0.47	0.94	0.23	44.77	55.12	-0.71	$-71.00	94.00	29	1.0	349.000	-10.35	2024-12-06
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-9.21	-0.21	0.43	0.94	0.23	44.77	53.98	-0.71	$-71.00	94.00	28	1.0	349.000	-9.21	2024-12-05
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-9.48	-0.21	0.44	0.94	0.23	44.77	54.25	-0.71	$-71.00	94.00	27	1.0	349.000	-9.48	2024-12-04
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-9.62	-0.21	0.45	0.94	0.23	44.77	54.39	-0.71	$-71.00	94.00	26	1.0	349.000	-9.62	2024-12-03
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-9.74	-0.22	0.21	0.94	0.23	44.77	54.51	-0.71	$-71.00	94.00	25	1.0	349.000	-9.74	2024-12-02
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-8.96	-0.20	-0.19	0.94	0.23	44.77	53.73	-0.71	$-71.00	94.00	24	1.0	0.000	-8.96	2024-12-01
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-8.96	-0.20	0.21	0.94	0.23	44.77	53.73	-0.71	$-71.00	94.00	23	1.0	349.000	-8.96	2024-11-30
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.89	-0.95	$-8.38	-0.19	0.24	0.94	0.05	44.77	53.15	-0.89	$-89.00	94.00	21	2.0	351.000	-8.38	2024-11-28
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.84	-0.89	$-7.59	-0.17	0.28	0.94	0.10	44.77	52.36	-0.84	$-84.00	94.00	20	6.0	351.000	-7.59	2024-11-27
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.84	-0.89	$-8.20	-0.18	0.25	0.94	0.10	44.77	52.97	-0.84	$-84.00	94.00	19	6.0	351.000	-8.20	2024-11-26
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.84	-0.89	$-7.16	-0.16	0.06	0.94	0.10	44.77	51.93	-0.84	$-84.00	94.00	18	6.0	351.000	-7.16	2024-11-25
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.84	-0.89	$-6.43	-0.14	0.21	0.94	0.10	44.77	51.20	-0.84	$-84.00	94.00	17	6.0	355.000	-6.43	2024-11-24
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.84	-0.89	$-6.43	-0.14	0.18	0.94	0.10	44.77	51.20	-0.84	$-84.00	94.00	16	6.0	355.000	-6.43	2024-11-23
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.84	-0.89	$-6.43	-0.14	0.17	0.94	0.10	44.77	51.20	-0.84	$-84.00	94.00	15	6.0	355.000	-6.43	2024-11-22
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.74	-0.79	$-7.28	-0.16	0.15	0.94	0.20	44.77	52.05	-0.74	$-74.00	94.00	14	4.0	355.000	-7.28	2024-11-21
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.74	-0.79	$-7.85	-0.18	0.19	0.94	0.20	44.77	52.62	-0.74	$-74.00	94.00	13	4.0	355.000	-7.85	2024-11-20
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.74	-0.79	$-5.04	-0.11	0.02	0.94	0.20	44.77	49.81	-0.74	$-74.00	94.00	12	5.0	350.000	-5.04	2024-11-19
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-2.97	-0.07	-0.02	0.94	0.23	44.77	47.74	-0.71	$-71.00	94.00	11	4.0	346.000	-2.97	2024-11-18
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.54	-0.57	$-1.84	-0.04	0.11	0.94	0.40	44.77	46.61	-0.54	$-54.00	94.00	10	1.0	346.000	-1.84	2024-11-17
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.54	-0.57	$-1.84	-0.04	0.10	0.94	0.40	44.77	46.61	-0.54	$-54.00	94.00	9	1.0	346.000	-1.84	2024-11-16
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.54	-0.57	$-1.84	-0.04	-0.05	0.94	0.40	44.77	46.61	-0.54	$-54.00	94.00	8	1.0	346.000	-1.84	2024-11-15
BROS241220P00041000	BROS	PUT	Long	41.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.59	-0.63	$-2.15	-0.05	-0.04	0.94	0.35	44.77	46.92	-0.59	$-59.00	94.00	7	161.0	473.000	-2.15	2024-11-14
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.64	-0.68	$-2.68	-0.06	-0.05	0.94	0.30	44.77	47.45	-0.64	$-64.00	94.00	6	330.0	586.000	-2.68	2024-11-13
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.71	-0.76	$-4.02	-0.09	-0.02	0.94	0.23	44.77	48.79	-0.71	$-71.00	94.00	5	650.0	1124.000	-4.02	2024-11-12
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.60	-0.64	$-3.69	-0.08	-0.02	0.94	0.34	44.77	48.46	-0.60	$-60.00	94.00	4	402.0	422.000	-3.69	2024-11-11
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.52	-0.55	$-2.41	-0.05	-0.04	0.94	0.42	44.77	47.18	-0.52	$-52.00	94.00	3	218.0	212.000	-2.41	2024-11-10
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.52	-0.55	$-2.41	-0.05	-0.04	0.94	0.42	44.77	47.18	-0.52	$-52.00	94.00	2	218.0	212.000	-2.41	2024-11-09
BROS241220P00041000	BROS	PUT	Long	41.00	None	$-0.44	-0.47	$-2.34	-0.05	-0.04	0.94	0.50	44.77	47.11	-0.44	$-44.00	94.00	1	15.0	212.000	-2.34	2024-11-08
BROS241220P00041000	BROS	PUT	Long	41.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.94	0.94	44.77	44.77	0.00	$0.00	94.00	0	271.0	1.000	-0.00	2024-11-07

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