EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: CCK240920P00077500

View in yFinance: CCK

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
2024-07-23	CCK	CCK240920P00077500	77.50	2.0	16.000	0.251	0.146	7.8	0.1	0.000	8.510	0.800	0.95	84.56	2024-09-20	PUT	Long	0.093	0.127	0.090

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	CCK	0.909	0.036	0.151	0.063	0.048	-0.003	85.37	0.037	0.0000	71.52	97.75	21	1y	94.07

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
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.90	-0.95	$-10.01	-0.12	1.57	0.95	0.05	84.41	94.42	-0.90	$-90.00	95.00	58	225.0	236.000	-10.01	2024-09-19
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.90	-0.95	$-8.70	-0.10	1.64	0.95	0.05	84.41	93.11	-0.90	$-90.00	95.00	57	225.0	236.000	-8.70	2024-09-18
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.90	-0.95	$-8.09	-0.10	0.69	0.95	0.05	84.41	92.50	-0.90	$-90.00	95.00	56	225.0	236.000	-8.09	2024-09-17
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.90	-0.95	$-8.04	-0.10	0.47	0.95	0.05	84.41	92.45	-0.90	$-90.00	95.00	55	225.0	16.000	-8.04	2024-09-16
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-6.93	-0.08	0.37	0.95	0.15	84.41	91.34	-0.80	$-80.00	95.00	53	15.0	16.000	-6.93	2024-09-14
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-6.93	-0.08	0.28	0.95	0.15	84.41	91.34	-0.80	$-80.00	95.00	52	15.0	16.000	-6.93	2024-09-13
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.74	-0.07	0.28	0.95	0.15	84.41	90.15	-0.80	$-80.00	95.00	51	15.0	16.000	-5.74	2024-09-12
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.49	-0.07	0.24	0.95	0.15	84.41	89.90	-0.80	$-80.00	95.00	50	15.0	16.000	-5.49	2024-09-11
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.45	-0.06	0.26	0.95	0.15	84.41	89.86	-0.80	$-80.00	95.00	49	15.0	16.000	-5.45	2024-09-10
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-6.49	-0.08	0.26	0.95	0.15	84.41	90.90	-0.80	$-80.00	95.00	48	15.0	16.000	-6.49	2024-09-09
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-6.95	-0.08	0.31	0.95	0.15	84.41	91.36	-0.80	$-80.00	95.00	47	15.0	16.000	-6.95	2024-09-08
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-6.97	-0.08	0.25	0.95	0.15	84.41	91.38	-0.80	$-80.00	95.00	45	15.0	16.000	-6.97	2024-09-06
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.94	-0.07	0.21	0.95	0.15	84.41	90.35	-0.80	$-80.00	95.00	44	15.0	16.000	-5.94	2024-09-05
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.92	-0.07	0.19	0.95	0.15	84.41	90.33	-0.80	$-80.00	95.00	43	15.0	16.000	-5.92	2024-09-04
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-6.00	-0.07	0.16	0.95	0.15	84.41	90.41	-0.80	$-80.00	95.00	39	15.0	16.000	-6.00	2024-08-31
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-6.05	-0.07	0.16	0.95	0.15	84.41	90.46	-0.80	$-80.00	95.00	38	15.0	16.000	-6.05	2024-08-30
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-4.74	-0.06	0.14	0.95	0.15	84.41	89.15	-0.80	$-80.00	95.00	37	15.0	16.000	-4.74	2024-08-29
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-4.90	-0.06	0.13	0.95	0.15	84.41	89.31	-0.80	$-80.00	95.00	36	15.0	16.000	-4.90	2024-08-28
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-4.88	-0.06	-0.13	0.95	0.15	84.41	89.29	-0.80	$-80.00	95.00	35	15.0	16.000	-4.88	2024-08-27
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.78	-0.07	0.15	0.95	0.15	84.41	90.19	-0.80	$-80.00	95.00	34	15.0	16.000	-5.78	2024-08-26
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.14	-0.06	0.14	0.95	0.15	84.41	89.55	-0.80	$-80.00	95.00	33	15.0	16.000	-5.14	2024-08-25
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.14	-0.06	0.14	0.95	0.15	84.41	89.55	-0.80	$-80.00	95.00	32	15.0	16.000	-5.14	2024-08-24
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.15	-0.06	0.13	0.95	0.15	84.41	89.56	-0.80	$-80.00	95.00	31	15.0	16.000	-5.15	2024-08-23
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-5.39	-0.06	0.13	0.95	0.15	84.41	89.80	-0.80	$-80.00	95.00	30	15.0	16.000	-5.39	2024-08-22
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-4.94	-0.06	0.14	0.95	0.15	84.41	89.35	-0.80	$-80.00	95.00	29	15.0	16.000	-4.94	2024-08-21
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-3.37	-0.04	0.00	0.95	0.15	84.41	87.78	-0.80	$-80.00	95.00	28	15.0	16.000	-3.37	2024-08-20
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-4.74	-0.06	0.12	0.95	0.15	84.41	89.15	-0.80	$-80.00	95.00	27	15.0	16.000	-4.74	2024-08-19
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-3.56	-0.04	0.08	0.95	0.15	84.41	87.97	-0.80	$-80.00	95.00	26	15.0	16.000	-3.56	2024-08-18
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-3.56	-0.04	0.07	0.95	0.15	84.41	87.97	-0.80	$-80.00	95.00	25	15.0	16.000	-3.56	2024-08-17
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-3.56	-0.04	0.12	0.95	0.15	84.41	87.97	-0.80	$-80.00	95.00	24	15.0	16.000	-3.56	2024-08-16
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.80	-0.84	$-3.50	-0.04	0.02	0.95	0.15	84.41	87.91	-0.80	$-80.00	95.00	23	15.0	16.000	-3.50	2024-08-15
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.70	-0.74	$-2.28	-0.03	0.01	0.95	0.25	84.41	86.69	-0.70	$-70.00	95.00	22	3.0	16.000	-2.28	2024-08-14
CCK240920P00077500	CCK	PUT	Long	77.50	None	$-0.70	-0.74	$-1.78	-0.02	0.01	0.95	0.25	84.41	86.19	-0.70	$-70.00	95.00	21	3.0	19.000	-1.78	2024-08-13
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-1.19	-0.01	0.01	0.95	0.95	84.41	85.60	0.00	$0.00	95.00	20	14.0	19.000	-1.19	2024-08-12
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-1.41	-0.02	0.02	0.95	0.95	84.41	85.82	0.00	$0.00	95.00	17	14.0	19.000	-1.41	2024-08-09
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-1.73	-0.02	0.26	0.95	0.95	84.41	86.14	0.00	$0.00	95.00	16	14.0	19.000	-1.73	2024-08-08
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-1.54	-0.02	0.06	0.95	0.95	84.41	85.95	0.00	$0.00	95.00	15	14.0	19.000	-1.54	2024-08-07
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-0.88	-0.01	0.02	0.95	0.95	84.41	85.29	0.00	$0.00	95.00	14	14.0	19.000	-0.88	2024-08-06
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-2.24	-0.03	0.03	0.95	0.95	84.41	86.65	0.00	$0.00	95.00	6	2.0	16.000	-2.24	2024-07-29
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-1.25	-0.01	0.07	0.95	0.95	84.41	85.66	0.00	$0.00	95.00	3	2.0	16.000	-1.25	2024-07-26
CCK240920P00077500	CCK	PUT	Long	77.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.49	-0.01	-0.01	0.95	0.95	84.41	84.90	0.00	$0.00	95.00	2	2.0	16.000	-0.49	2024-07-25
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-0.59	-0.01	0.19	0.95	0.95	84.41	85.00	0.00	$0.00	95.00	1	2.0	16.000	-0.59	2024-07-24
CCK240920P00077500	CCK	PUT	Long	77.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.95	0.95	84.41	84.41	0.00	$0.00	95.00	0	2.0	16.000	-0.00	2024-07-23

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