EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: BZFD240920P00003000

View in yFinance: BZFD

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
2024-08-13	BZFD	BZFD240920P00003000	3.00	66.0	418.000	1.137	0.427	0.1	0.3	-0.010	0.320	0.490	0.65	2.82	2024-09-20	PUT	Long	0.473	0.526	0.259

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	BZFD	0.636	0.137	0.507	0.300	0.427	0.146	3.08	-0.351	0.0000	0.67	5.36	21	1y	2.68

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
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.47	-0.72	$-0.04	-0.01	0.83	0.65	0.18	2.82	2.86	-0.47	$-47.00	65.00	37	21.0	3528.000	-0.04	2024-09-19
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.35	-0.54	$0.07	0.02	0.22	0.65	0.30	2.82	2.75	-0.35	$-35.00	65.00	36	2.0	3529.000	0.07	2024-09-18
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.27	-0.42	$0.05	0.02	0.63	0.65	0.38	2.82	2.77	-0.27	$-27.00	65.00	35	3.0	3532.000	0.05	2024-09-17
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.30	-0.46	$0.05	0.02	0.68	0.65	0.35	2.82	2.77	-0.30	$-30.00	65.00	34	105.0	3633.000	0.05	2024-09-16
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.30	-0.46	$0.15	0.05	0.60	0.65	0.35	2.82	2.67	-0.30	$-30.00	65.00	32	112.0	3530.000	0.15	2024-09-14
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.30	-0.46	$0.15	0.05	0.19	0.65	0.35	2.82	2.67	-0.30	$-30.00	65.00	31	112.0	3530.000	0.15	2024-09-13
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$0.05	0.08	$0.31	0.11	-0.06	0.65	0.70	2.82	2.51	0.05	$5.00	65.00	30	4.0	3530.000	0.31	2024-09-12
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$0.05	0.08	$0.35	0.12	-0.22	0.65	0.70	2.82	2.47	0.05	$5.00	65.00	29	4.0	3530.000	0.35	2024-09-11
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$0.05	0.08	$0.41	0.15	0.22	0.65	0.70	2.82	2.41	0.05	$5.00	65.00	28	4.0	3530.000	0.41	2024-09-10
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$0.05	0.08	$0.39	0.14	-0.14	0.65	0.70	2.82	2.43	0.05	$5.00	65.00	27	11.0	3530.000	0.39	2024-09-09
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$0.05	0.08	$0.49	0.17	0.46	0.65	0.70	2.82	2.33	0.05	$5.00	65.00	26	11.0	3530.000	0.49	2024-09-08
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$0.05	0.08	$0.49	0.17	-0.11	0.65	0.70	2.82	2.33	0.05	$5.00	65.00	24	11.0	3530.000	0.49	2024-09-06
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$0.05	0.08	$0.46	0.16	0.07	0.65	0.70	2.82	2.36	0.05	$5.00	65.00	23	11.0	3530.000	0.46	2024-09-05
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.04	-0.06	$0.47	0.17	-0.25	0.65	0.61	2.82	2.35	-0.04	$-4.00	65.00	22	10.0	3522.000	0.47	2024-09-04
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.11	-0.17	$0.23	0.08	-0.21	0.65	0.54	2.82	2.59	-0.11	$-11.00	65.00	18	9.0	3522.000	0.23	2024-08-31
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.11	-0.17	$0.23	0.08	-0.25	0.65	0.54	2.82	2.59	-0.11	$-11.00	65.00	17	9.0	3522.000	0.23	2024-08-30
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.11	-0.17	$0.20	0.07	-0.18	0.65	0.54	2.82	2.62	-0.11	$-11.00	65.00	16	9.0	3522.000	0.20	2024-08-29
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.11	-0.17	$0.26	0.09	-0.16	0.65	0.54	2.82	2.56	-0.11	$-11.00	65.00	15	9.0	3523.000	0.26	2024-08-28
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.25	-0.38	$0.12	0.04	-1.14	0.65	0.40	2.82	2.70	-0.25	$-25.00	65.00	14	8.0	3523.000	0.12	2024-08-27
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.25	-0.38	$0.09	0.03	-0.25	0.65	0.40	2.82	2.73	-0.25	$-25.00	65.00	13	8.0	3523.000	0.09	2024-08-26
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.23	-0.35	$0.08	0.03	-0.25	0.65	0.42	2.82	2.74	-0.23	$-23.00	65.00	12	30.0	3543.000	0.08	2024-08-25
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.23	-0.35	$0.08	0.03	-0.26	0.65	0.42	2.82	2.74	-0.23	$-23.00	65.00	11	30.0	3543.000	0.08	2024-08-24
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.20	-0.31	$0.08	0.03	-0.28	0.65	0.45	2.82	2.74	-0.20	$-20.00	65.00	10	20.0	3543.000	0.08	2024-08-23
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.25	-0.38	$0.02	0.01	-0.26	0.65	0.40	2.82	2.80	-0.25	$-25.00	65.00	9	10.0	3538.000	0.02	2024-08-22
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.33	-0.51	$-0.15	-0.05	-0.10	0.65	0.32	2.82	2.97	-0.33	$-33.00	65.00	8	9.0	3535.000	-0.15	2024-08-21
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.30	-0.46	$-0.09	-0.03	-0.19	0.65	0.35	2.82	2.91	-0.30	$-30.00	65.00	7	3107.0	428.000	-0.09	2024-08-20
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.25	-0.38	$-0.09	-0.03	-0.07	0.65	0.40	2.82	2.91	-0.25	$-25.00	65.00	6	36.0	437.000	-0.09	2024-08-19
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.22	-0.34	$-0.01	-0.00	-0.12	0.65	0.43	2.82	2.83	-0.22	$-22.00	65.00	5	7.0	432.000	-0.01	2024-08-18
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.22	-0.34	$-0.01	-0.00	-0.14	0.65	0.43	2.82	2.83	-0.22	$-22.00	65.00	4	7.0	432.000	-0.01	2024-08-17
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.22	-0.34	$-0.01	-0.00	-0.15	0.65	0.43	2.82	2.83	-0.22	$-22.00	65.00	3	7.0	432.000	-0.01	2024-08-16
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$-0.15	-0.23	$-0.01	-0.00	-0.16	0.65	0.50	2.82	2.83	-0.15	$-15.00	65.00	2	25.0	434.000	-0.01	2024-08-15
BZFD240920P00003000	BZFD	PUT	Long	3.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.09	-0.14	$0.10	0.04	-0.06	0.65	0.56	2.82	2.72	-0.09	$-9.00	65.00	1	23.0	420.000	0.10	2024-08-14
BZFD240920P00003000	BZFD	PUT	Long	3.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.65	0.65	2.82	2.82	0.00	$0.00	65.00	0	66.0	418.000	-0.00	2024-08-13

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