EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: CAN241129P00001000

View in yFinance: CAN

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
2024-10-29	CAN	CAN241129P00001000	1.00	22.0	96.000	1.656	0.337	0.3	0.0	-0.010	0.380	0.080	0.10	1.30	2024-11-29	PUT	Long	0.408	0.456	0.226

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	CAN	0.727	0.191	0.540	0.334	0.448	-0.092	2.97	-1.958	0.0000	0.75	3.19	21	1y	1.28

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
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.08	-0.80	$-0.52	-0.40	6.84	0.10	0.02	1.30	1.82	-0.08	$-8.00	10.00	30	1.0	160.000	-0.52	2024-11-28
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.08	-0.80	$-0.61	-0.47	3.59	0.10	0.02	1.30	1.91	-0.08	$-8.00	10.00	29	1.0	160.000	-0.61	2024-11-27
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.08	-0.80	$-0.50	-0.38	2.59	0.10	0.02	1.30	1.80	-0.08	$-8.00	10.00	28	1.0	160.000	-0.50	2024-11-26
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.08	-0.80	$-0.78	-0.60	2.72	0.10	0.02	1.30	2.08	-0.08	$-8.00	10.00	27	1.0	160.000	-0.78	2024-11-25
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.08	-0.80	$-0.67	-0.52	2.47	0.10	0.02	1.30	1.97	-0.08	$-8.00	10.00	26	1.0	160.000	-0.67	2024-11-24
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.08	-0.80	$-0.67	-0.52	1.84	0.10	0.02	1.30	1.97	-0.08	$-8.00	10.00	25	1.0	160.000	-0.67	2024-11-23
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.08	-0.80	$-0.67	-0.52	1.66	0.10	0.02	1.30	1.97	-0.08	$-8.00	10.00	24	1.0	160.000	-0.67	2024-11-22
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.52	-0.40	1.22	0.10	0.04	1.30	1.82	-0.06	$-6.00	10.00	23	1.0	160.000	-0.52	2024-11-21
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.37	-0.28	0.78	0.10	0.04	1.30	1.67	-0.06	$-6.00	10.00	22	1.0	160.000	-0.37	2024-11-20
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.29	-0.22	0.62	0.10	0.04	1.30	1.59	-0.06	$-6.00	10.00	21	2.0	160.000	-0.29	2024-11-19
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.23	-0.18	0.31	0.10	0.04	1.30	1.53	-0.06	$-6.00	10.00	20	2.0	160.000	-0.23	2024-11-18
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.35	-0.27	0.53	0.10	0.04	1.30	1.65	-0.06	$-6.00	10.00	19	2.0	160.000	-0.35	2024-11-17
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.35	-0.27	0.47	0.10	0.04	1.30	1.65	-0.06	$-6.00	10.00	18	2.0	160.000	-0.35	2024-11-16
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.35	-0.27	0.31	0.10	0.04	1.30	1.65	-0.06	$-6.00	10.00	17	2.0	160.000	-0.35	2024-11-15
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.18	-0.14	0.38	0.10	0.04	1.30	1.48	-0.06	$-6.00	10.00	16	1.0	160.000	-0.18	2024-11-14
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.21	-0.16	0.38	0.10	0.04	1.30	1.51	-0.06	$-6.00	10.00	15	1.0	160.000	-0.21	2024-11-13
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.06	-0.60	$-0.35	-0.27	0.12	0.10	0.04	1.30	1.65	-0.06	$-6.00	10.00	14	1.0	161.000	-0.35	2024-11-12
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.05	-0.50	$-0.48	-0.37	0.69	0.10	0.05	1.30	1.78	-0.05	$-5.00	10.00	13	20.0	141.000	-0.48	2024-11-11
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.05	-0.50	$0.04	0.03	-0.28	0.10	0.05	1.30	1.26	-0.05	$-5.00	10.00	12	15.0	126.000	0.04	2024-11-10
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.05	-0.50	$0.04	0.03	-0.31	0.10	0.05	1.30	1.26	-0.05	$-5.00	10.00	11	15.0	126.000	0.04	2024-11-09
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.05	-0.50	$0.01	0.01	-0.28	0.10	0.05	1.30	1.29	-0.05	$-5.00	10.00	10	10.0	126.000	0.01	2024-11-08
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.05	-0.50	$-0.14	-0.11	0.81	0.10	0.05	1.30	1.44	-0.05	$-5.00	10.00	9	2.0	126.000	-0.14	2024-11-07
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.05	-0.50	$-0.18	-0.14	0.00	0.10	0.05	1.30	1.48	-0.05	$-5.00	10.00	8	2.0	128.000	-0.18	2024-11-06
CAN241129P00001000	CAN	PUT	Long	1.00	None	$0.00	0.00	$-0.01	-0.01	-0.05	0.10	0.10	1.30	1.31	0.00	$0.00	10.00	7	1.0	128.000	-0.01	2024-11-05
CAN241129P00001000	CAN	PUT	Long	1.00	None	$0.00	0.00	$0.10	0.08	-0.33	0.10	0.10	1.30	1.20	0.00	$0.00	10.00	6	1.0	127.000	0.10	2024-11-04
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.03	-0.30	$0.05	0.04	-0.28	0.10	0.07	1.30	1.25	-0.03	$-3.00	10.00	3	10.0	127.000	0.05	2024-11-01
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.03	-0.30	$0.14	0.11	-0.28	0.10	0.07	1.30	1.16	-0.03	$-3.00	10.00	2	10.0	127.000	0.14	2024-10-31
CAN241129P00001000	CAN	PUT	Long	1.00	None	$-0.03	-0.30	$-0.06	-0.05	-0.12	0.10	0.07	1.30	1.36	-0.03	$-3.00	10.00	1	10.0	117.000	-0.06	2024-10-30
CAN241129P00001000	CAN	PUT	Long	1.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	1.30	1.30	0.00	$0.00	10.00	0	22.0	96.000	-0.00	2024-10-29

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