EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: CDNA240315C00010000

View in yFinance: CDNA

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
2024-01-26	CDNA	CDNA240315C00010000	10.00	5.0	8.000	2.553	0.389	0.1	1.3	0.010	2.370	3.590	1.47	8.73	2024-03-15	CALL	Long	0.380	0.432	-0.173

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	CDNA	0.727	0.098	0.372	0.227	0.131	0.033	22.14	-0.679	0.0000	7.56	33.99	21	1y	22.90

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
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-1.15	-0.82	$0.95	0.11	0.01	1.40	0.25	9.02	9.97	-1.15	$-115.00	140.00	48	1.0	431.000	0.95	2024-03-14
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.47	-0.34	$1.51	0.17	0.67	1.40	0.93	9.02	10.53	-0.47	$-47.00	140.00	47	5.0	436.000	1.51	2024-03-13
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.80	0.57	$2.00	0.22	-0.68	1.40	2.20	9.02	11.02	0.80	$80.00	140.00	46	433.0	436.000	2.00	2024-03-12
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.80	0.57	$2.29	0.25	0.08	1.40	2.20	9.02	11.31	0.80	$80.00	140.00	45	433.0	436.000	2.29	2024-03-11
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.80	0.57	$2.77	0.31	-0.22	1.40	2.20	9.02	11.79	0.80	$80.00	140.00	42	433.0	869.000	2.77	2024-03-08
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.80	0.57	$2.92	0.32	-0.03	1.40	2.20	9.02	11.94	0.80	$80.00	140.00	41	433.0	511.000	2.92	2024-03-07
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.38	0.27	$2.70	0.30	-0.24	1.40	1.78	9.02	11.72	0.38	$38.00	140.00	40	23.0	536.000	2.70	2024-03-06
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.60	0.43	$2.48	0.27	-0.09	1.40	2.00	9.02	11.50	0.60	$60.00	140.00	39	1.0	537.000	2.48	2024-03-05
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.60	0.43	$3.06	0.34	-1.48	1.40	2.00	9.02	12.08	0.60	$60.00	140.00	38	1.0	0.000	3.06	2024-03-04
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$1.60	1.14	$2.99	0.33	-0.04	1.40	3.00	9.02	12.01	1.60	$160.00	140.00	37	8.0	544.000	2.99	2024-03-03
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$1.60	1.14	$2.99	0.33	-0.04	1.40	3.00	9.02	12.01	1.60	$160.00	140.00	36	8.0	544.000	2.99	2024-03-02
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.20	0.14	$3.29	0.36	-0.21	1.40	1.60	9.02	12.31	0.20	$20.00	140.00	35	3.0	544.000	3.29	2024-03-01
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.30	-0.21	$1.62	0.18	-0.44	1.40	1.10	9.02	10.64	-0.30	$-30.00	140.00	34	637.0	190.000	1.62	2024-02-29
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.45	-0.32	$0.70	0.08	-0.13	1.40	0.95	9.02	9.72	-0.45	$-45.00	140.00	33	71.0	176.000	0.70	2024-02-28
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.62	-0.44	$0.47	0.05	-0.16	1.40	0.78	9.02	9.49	-0.62	$-62.00	140.00	32	33.0	145.000	0.47	2024-02-27
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.85	-0.61	$-0.10	-0.01	-0.35	1.40	0.55	9.02	8.92	-0.85	$-85.00	140.00	31	12.0	133.000	-0.10	2024-02-26
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-1.05	-0.75	$-0.75	-0.08	-0.25	1.40	0.35	9.02	8.27	-1.05	$-105.00	140.00	30	18.0	115.000	-0.75	2024-02-25
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-1.05	-0.75	$-0.75	-0.08	-0.34	1.40	0.35	9.02	8.27	-1.05	$-105.00	140.00	28	18.0	115.000	-0.75	2024-02-23
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-1.10	-0.79	$-0.75	-0.08	-0.55	1.40	0.30	9.02	8.27	-1.10	$-110.00	140.00	27	2.0	115.000	-0.75	2024-02-22
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-1.10	-0.79	$-0.78	-0.09	-0.31	1.40	0.30	9.02	8.24	-1.10	$-110.00	140.00	26	2.0	113.000	-0.78	2024-02-21
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-1.05	-0.75	$-0.79	-0.09	-0.40	1.40	0.35	9.02	8.23	-1.05	$-105.00	140.00	25	16.0	98.000	-0.79	2024-02-20
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.97	-0.69	$-0.89	-0.10	-0.25	1.40	0.43	9.02	8.13	-0.97	$-97.00	140.00	24	29.0	79.000	-0.89	2024-02-19
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.75	-0.54	$-0.24	-0.03	0.20	1.40	0.65	9.02	8.78	-0.75	$-75.00	140.00	14	5.0	25.000	-0.24	2024-02-09
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.75	-0.54	$-0.20	-0.02	-0.54	1.40	0.65	9.02	8.82	-0.75	$-75.00	140.00	13	5.0	25.000	-0.20	2024-02-08
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.75	-0.54	$-0.32	-0.04	-0.42	1.40	0.65	9.02	8.70	-0.75	$-75.00	140.00	12	5.0	25.000	-0.32	2024-02-07
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.75	-0.54	$-0.02	-0.00	-0.46	1.40	0.65	9.02	9.00	-0.75	$-75.00	140.00	11	5.0	25.000	-0.02	2024-02-06
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.75	-0.54	$-0.46	-0.05	-1.36	1.40	0.65	9.02	8.56	-0.75	$-75.00	140.00	10	5.0	25.000	-0.46	2024-02-05
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.65	-0.46	$-0.30	-0.03	-1.36	1.40	0.75	9.02	8.72	-0.65	$-65.00	140.00	9	6.0	21.000	-0.30	2024-02-04
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.65	-0.46	$-0.30	-0.03	-0.42	1.40	0.75	9.02	8.72	-0.65	$-65.00	140.00	7	6.0	21.000	-0.30	2024-02-02
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.20	-0.14	$-0.14	-0.02	-0.39	1.40	1.20	9.02	8.88	-0.20	$-20.00	140.00	6	1.0	21.000	-0.14	2024-02-01
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.20	-0.14	$-0.46	-0.05	-0.35	1.40	1.20	9.02	8.56	-0.20	$-20.00	140.00	5	1.0	21.000	-0.46	2024-01-31
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.20	-0.14	$0.34	0.04	-0.34	1.40	1.20	9.02	9.36	-0.20	$-20.00	140.00	4	1.0	21.000	0.34	2024-01-30
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.05	0.04	$0.86	0.10	0.07	1.40	1.45	9.02	9.88	0.05	$5.00	140.00	3	3.0	19.000	0.86	2024-01-29
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$-0.23	-0.16	$0.00	0.00	0.07	1.40	1.17	9.02	9.02	-0.23	$-23.00	140.00	2	11.0	8.000	0.00	2024-01-28
CDNA240315C00010000	CDNA	CALL	Long	10.00	Exit OP PnL: $-0.23;Exit EQ PnL: 0.00; Position is Long and position continued to lose. Latest OP price is: $1.17 (EQ: $9.02). Initial OP price was: $1.40 (EQ: $9.02). Surpassed Stop Loss Percentage: -0.1642857142857142857142857143 < -0.16.	$-0.23	-0.16	$0.00	0.00	0.05	1.40	1.17	9.02	9.02	-0.23	$-23.00	140.00	1	11.0	8.000	0.00	2024-01-27
CDNA240315C00010000	CDNA	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	1.40	1.40	9.02	9.02	0.00	$0.00	140.00	0	1.0	8.000	0.00	2024-01-26

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