EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: CERS240315P00002000

View in yFinance: CERS

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
2024-02-06	CERS	CERS240315P00002000	2.00	5.0	9.000	0.703	0.386	0.3	0.0	-0.010	0.310	0.070	0.25	2.23	2024-03-15	PUT	Long	0.407	0.441	0.186

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	CERS	0.545	0.165	0.282	0.219	0.165	-0.072	1.69	-0.240	0.0000	1.52	2.42	21	1y	1.72

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
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.09	-0.36	$0.25	0.11	-0.05	0.25	0.16	2.23	1.98	-0.09	$-9.00	25.00	37	12.0	27.000	0.25	2024-03-14
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.09	-0.36	$0.20	0.09	0.36	0.25	0.16	2.23	2.03	-0.09	$-9.00	25.00	36	12.0	27.000	0.20	2024-03-13
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.09	-0.36	$0.09	0.04	0.84	0.25	0.16	2.23	2.14	-0.09	$-9.00	25.00	35	12.0	27.000	0.09	2024-03-12
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.09	-0.36	$0.04	0.02	2.48	0.25	0.16	2.23	2.19	-0.09	$-9.00	25.00	34	12.0	27.000	0.04	2024-03-11
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.09	-0.36	$-0.03	-0.01	1.80	0.25	0.16	2.23	2.26	-0.09	$-9.00	25.00	31	12.0	27.000	-0.03	2024-03-08
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.09	-0.36	$-0.15	-0.07	2.94	0.25	0.16	2.23	2.38	-0.09	$-9.00	25.00	30	12.0	27.000	-0.15	2024-03-07
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.09	-0.36	$-0.19	-0.09	2.45	0.25	0.16	2.23	2.42	-0.09	$-9.00	25.00	29	12.0	27.000	-0.19	2024-03-06
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.24	0.11	-0.02	0.25	0.06	2.23	1.99	-0.19	$-19.00	25.00	28	10.0	27.000	0.24	2024-03-05
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.11	0.05	-0.58	0.25	0.06	2.23	2.12	-0.19	$-19.00	25.00	27	10.0	0.000	0.11	2024-03-04
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.05	0.02	0.42	0.25	0.06	2.23	2.18	-0.19	$-19.00	25.00	26	10.0	27.000	0.05	2024-03-03
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.05	0.02	0.42	0.25	0.06	2.23	2.18	-0.19	$-19.00	25.00	25	10.0	27.000	0.05	2024-03-02
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.01	0.00	-0.45	0.25	0.06	2.23	2.22	-0.19	$-19.00	25.00	24	10.0	27.000	0.01	2024-03-01
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.05	0.02	2.88	0.25	0.06	2.23	2.18	-0.19	$-19.00	25.00	23	10.0	27.000	0.05	2024-02-29
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.03	0.01	0.34	0.25	0.06	2.23	2.20	-0.19	$-19.00	25.00	22	10.0	27.000	0.03	2024-02-28
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$-0.05	-0.02	0.09	0.25	0.06	2.23	2.28	-0.19	$-19.00	25.00	21	10.0	27.000	-0.05	2024-02-27
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.02	0.01	0.27	0.25	0.06	2.23	2.21	-0.19	$-19.00	25.00	20	10.0	27.000	0.02	2024-02-26
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.02	0.01	0.27	0.25	0.06	2.23	2.21	-0.19	$-19.00	25.00	19	10.0	17.000	0.02	2024-02-25
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$0.02	0.01	0.20	0.25	0.06	2.23	2.21	-0.19	$-19.00	25.00	17	10.0	17.000	0.02	2024-02-23
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.18	-0.72	$0.01	0.00	1.97	0.25	0.07	2.23	2.22	-0.18	$-18.00	25.00	16	1.0	17.000	0.01	2024-02-22
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.18	-0.72	$-0.01	-0.00	0.21	0.25	0.07	2.23	2.24	-0.18	$-18.00	25.00	15	1.0	16.000	-0.01	2024-02-21
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.17	-0.68	$-0.08	-0.04	0.15	0.25	0.08	2.23	2.31	-0.17	$-17.00	25.00	14	4.0	12.000	-0.08	2024-02-20
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.19	-0.76	$-0.13	-0.06	0.21	0.25	0.06	2.23	2.36	-0.19	$-19.00	25.00	13	2.0	12.000	-0.13	2024-02-19
CERS240315P00002000	CERS	PUT	Long	2.00	None	$-0.20	-0.80	$-0.13	-0.06	0.06	0.25	0.05	2.23	2.36	-0.20	$-20.00	25.00	3	1.0	9.000	-0.13	2024-02-09
CERS240315P00002000	CERS	PUT	Long	2.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.08	$0.00	0.00	$-0.07	-0.03	0.10	0.25	0.25	2.23	2.30	0.00	$0.00	25.00	2	5.0	9.000	-0.07	2024-02-08
CERS240315P00002000	CERS	PUT	Long	2.00	None	$0.00	0.00	$0.03	0.01	-0.02	0.25	0.25	2.23	2.20	0.00	$0.00	25.00	1	5.0	9.000	0.03	2024-02-07
CERS240315P00002000	CERS	PUT	Long	2.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.25	0.25	2.23	2.23	0.00	$0.00	25.00	0	5.0	9.000	-0.00	2024-02-06

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