EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: CGC240419P00004000

View in yFinance: CGC

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
2024-03-18 CGC CGC240419P00004000 4.00 37.0 611.000 1.332 0.360 0.1 0.3 -0.010 0.490 0.660 0.71 3.82 2024-04-19 PUT Long 0.393 0.440 0.205

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 CGC 0.909 0.153 0.817 0.312 0.153 -0.220 3.05 -2.212 0.0000 2.77 14.88 21 1y 4.66

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
CGC240419P00004000 CGC PUT Long 4.00 None $-0.70 -0.99 $-4.12 -1.11 2.72 0.71 0.01 3.71 7.83 -0.70 $-70.00 71.00 31 1301.0 2449.000 -4.12 2024-04-18
CGC240419P00004000 CGC PUT Long 4.00 None $-0.70 -0.99 $-2.78 -0.75 1.22 0.71 0.01 3.71 6.49 -0.70 $-70.00 71.00 30 1301.0 1802.000 -2.78 2024-04-17
CGC240419P00004000 CGC PUT Long 4.00 None $-0.69 -0.97 $-2.99 -0.81 1.03 0.71 0.02 3.71 6.70 -0.69 $-69.00 71.00 29 12.0 1802.000 -2.99 2024-04-16
CGC240419P00004000 CGC PUT Long 4.00 None $-0.69 -0.97 $-3.27 -0.88 1.16 0.71 0.02 3.71 6.98 -0.69 $-69.00 71.00 28 12.0 1805.000 -3.27 2024-04-15
CGC240419P00004000 CGC PUT Long 4.00 None $-0.70 -0.99 $-4.09 -1.10 0.97 0.71 0.01 3.71 7.80 -0.70 $-70.00 71.00 25 1.0 1804.000 -4.09 2024-04-12
CGC240419P00004000 CGC PUT Long 4.00 None $-0.69 -0.97 $-4.44 -1.20 0.91 0.71 0.02 3.71 8.15 -0.69 $-69.00 71.00 24 11.0 1814.000 -4.44 2024-04-11
CGC240419P00004000 CGC PUT Long 4.00 None $-0.70 -0.99 $-5.41 -1.46 1.09 0.71 0.01 3.71 9.12 -0.70 $-70.00 71.00 23 4.0 1810.000 -5.41 2024-04-10
CGC240419P00004000 CGC PUT Long 4.00 None $-0.70 -0.99 $-5.45 -1.47 0.78 0.71 0.01 3.71 9.16 -0.70 $-70.00 71.00 22 14.0 1809.000 -5.45 2024-04-09
CGC240419P00004000 CGC PUT Long 4.00 None $-0.69 -0.97 $-6.42 -1.73 0.91 0.71 0.02 3.71 10.13 -0.69 $-69.00 71.00 21 1.0 1810.000 -6.42 2024-04-08
CGC240419P00004000 CGC PUT Long 4.00 None $-0.69 -0.97 $-6.47 -1.74 0.97 0.71 0.02 3.71 10.18 -0.69 $-69.00 71.00 18 348.0 1595.000 -6.47 2024-04-05
CGC240419P00004000 CGC PUT Long 4.00 None $-0.68 -0.96 $-6.07 -1.64 1.12 0.71 0.03 3.71 9.78 -0.68 $-68.00 71.00 17 4.0 1595.000 -6.07 2024-04-04
CGC240419P00004000 CGC PUT Long 4.00 None $-0.69 -0.97 $-7.18 -1.94 1.12 0.71 0.02 3.71 10.89 -0.69 $-69.00 71.00 16 84.0 1617.000 -7.18 2024-04-03
CGC240419P00004000 CGC PUT Long 4.00 None $-0.61 -0.86 $-4.64 -1.25 0.91 0.71 0.10 3.71 8.35 -0.61 $-61.00 71.00 15 30.0 1629.000 -4.64 2024-04-02
CGC240419P00004000 CGC PUT Long 4.00 None $-0.58 -0.82 $-3.82 -1.03 -0.66 0.71 0.13 3.71 7.53 -0.58 $-58.00 71.00 14 88.0 1629.000 -3.82 2024-04-01
CGC240419P00004000 CGC PUT Long 4.00 None $-0.62 -0.87 $-4.92 -1.33 1.33 0.71 0.09 3.71 8.63 -0.62 $-62.00 71.00 13 120.0 1594.000 -4.92 2024-03-31
CGC240419P00004000 CGC PUT Long 4.00 None $-0.62 -0.87 $-4.92 -1.33 1.20 0.71 0.09 3.71 8.63 -0.62 $-62.00 71.00 12 120.0 1594.000 -4.92 2024-03-30
CGC240419P00004000 CGC PUT Long 4.00 None $-0.62 -0.87 $-4.92 -1.33 1.15 0.71 0.09 3.71 8.63 -0.62 $-62.00 71.00 11 120.0 1594.000 -4.92 2024-03-29
CGC240419P00004000 CGC PUT Long 4.00 None $-0.63 -0.89 $-4.92 -1.33 1.10 0.71 0.08 3.71 8.63 -0.63 $-63.00 71.00 10 110.0 1594.000 -4.92 2024-03-28
CGC240419P00004000 CGC PUT Long 4.00 None $-0.63 -0.89 $-5.84 -1.57 1.02 0.71 0.08 3.71 9.55 -0.63 $-63.00 71.00 9 60.0 1589.000 -5.84 2024-03-27
CGC240419P00004000 CGC PUT Long 4.00 None $-0.56 -0.79 $-3.52 -0.95 0.78 0.71 0.15 3.71 7.23 -0.56 $-56.00 71.00 8 1184.0 1076.000 -3.52 2024-03-26
CGC240419P00004000 CGC PUT Long 4.00 None $-0.37 -0.52 $-2.49 -0.67 0.91 0.71 0.34 3.71 6.20 -0.37 $-37.00 71.00 7 515.0 1294.000 -2.49 2024-03-25
CGC240419P00004000 CGC PUT Long 4.00 None $-0.54 -0.76 $-3.98 -1.07 0.81 0.71 0.17 3.71 7.69 -0.54 $-54.00 71.00 4 1666.0 692.000 -3.98 2024-03-22
CGC240419P00004000 CGC PUT Long 4.00 None $-0.32 -0.45 $-0.85 -0.23 0.09 0.71 0.39 3.71 4.56 -0.32 $-32.00 71.00 3 8.0 692.000 -0.85 2024-03-21
CGC240419P00004000 CGC PUT Long 4.00 None $-0.31 -0.44 $-0.83 -0.22 0.10 0.71 0.40 3.71 4.54 -0.31 $-31.00 71.00 2 101.0 600.000 -0.83 2024-03-20
CGC240419P00004000 CGC PUT Long 4.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.09; Exit EQ PnL: -0.15 $-0.02 -0.03 $-0.12 -0.03 0.36 0.71 0.69 3.71 3.83 -0.02 $-2.00 71.00 1 6.0 603.000 -0.12 2024-03-19
CGC240419P00004000 CGC PUT Long 4.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.71 0.71 3.71 3.71 0.00 $0.00 71.00 0 37.0 611.000 -0.00 2024-03-18

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