EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: CLLS240216P00002500

View in yFinance: CLLS

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
2023-11-01	CLLS	CLLS240216P00002500	2.50	1.0	7.000	1.656	1.102	0.6	0.4	-1.330	0.850	0.680	0.85	2.64	2024-02-16	PUT	Long	0.287	1.060	1.722

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.42	-0.16	0.39	0.85	0.25	2.64	3.06	-0.60	$-60.00	85.00	100	1.0	63.000	-0.42	2024-02-09
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.45	-0.17	0.31	0.85	0.25	2.64	3.09	-0.60	$-60.00	85.00	99	1.0	63.000	-0.45	2024-02-08
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.37	-0.14	0.09	0.85	0.25	2.64	3.01	-0.60	$-60.00	85.00	98	1.0	63.000	-0.37	2024-02-07
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.36	-0.14	0.00	0.85	0.25	2.64	3.00	-0.60	$-60.00	85.00	97	1.0	63.000	-0.36	2024-02-06
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.26	-0.10	-0.15	0.85	0.25	2.64	2.90	-0.60	$-60.00	85.00	96	1.0	63.000	-0.26	2024-02-05
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.31	-0.12	-0.14	0.85	0.25	2.64	2.95	-0.60	$-60.00	85.00	95	1.0	63.000	-0.31	2024-02-04
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.31	-0.12	-0.30	0.85	0.25	2.64	2.95	-0.60	$-60.00	85.00	93	1.0	63.000	-0.31	2024-02-02
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.32	-0.12	-0.33	0.85	0.25	2.64	2.96	-0.60	$-60.00	85.00	92	1.0	63.000	-0.32	2024-02-01
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.35	-0.13	-0.34	0.85	0.25	2.64	2.99	-0.60	$-60.00	85.00	91	1.0	63.000	-0.35	2024-01-31
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.31	-0.12	-0.42	0.85	0.25	2.64	2.95	-0.60	$-60.00	85.00	90	1.0	63.000	-0.31	2024-01-30
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.36	-0.14	-0.39	0.85	0.25	2.64	3.00	-0.60	$-60.00	85.00	89	1.0	63.000	-0.36	2024-01-29
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.33	-0.12	-0.46	0.85	0.25	2.64	2.97	-0.60	$-60.00	85.00	88	1.0	63.000	-0.33	2024-01-28
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.33	-0.12	-0.48	0.85	0.25	2.64	2.97	-0.60	$-60.00	85.00	87	1.0	63.000	-0.33	2024-01-27
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.33	-0.12	-0.52	0.85	0.25	2.64	2.97	-0.60	$-60.00	85.00	86	1.0	63.000	-0.33	2024-01-26
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.14	-0.05	-0.75	0.85	0.25	2.64	2.78	-0.60	$-60.00	85.00	85	1.0	63.000	-0.14	2024-01-25
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.19	-0.07	-0.71	0.85	0.25	2.64	2.83	-0.60	$-60.00	85.00	84	1.0	63.000	-0.19	2024-01-24
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.15	-0.06	-0.77	0.85	0.25	2.64	2.79	-0.60	$-60.00	85.00	83	1.0	63.000	-0.15	2024-01-23
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.10	-0.04	-0.85	0.85	0.25	2.64	2.74	-0.60	$-60.00	85.00	82	1.0	63.000	-0.10	2024-01-22
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.05	-0.02	-0.94	0.85	0.25	2.64	2.69	-0.60	$-60.00	85.00	79	1.0	63.000	-0.05	2024-01-19
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.08	-0.03	-0.93	0.85	0.25	2.64	2.72	-0.60	$-60.00	85.00	78	1.0	63.000	-0.08	2024-01-18
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$0.02	0.01	-0.61	0.85	0.25	2.64	2.62	-0.60	$-60.00	85.00	77	1.0	63.000	0.02	2024-01-17
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.17	-0.06	-0.77	0.85	0.25	2.64	2.81	-0.60	$-60.00	85.00	76	1.0	63.000	-0.17	2024-01-16
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.25	-0.09	-0.83	0.85	0.25	2.64	2.89	-0.60	$-60.00	85.00	72	1.0	63.000	-0.25	2024-01-12
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.19	-0.07	-0.81	0.85	0.25	2.64	2.83	-0.60	$-60.00	85.00	71	1.0	63.000	-0.19	2024-01-11
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.26	-0.10	-0.84	0.85	0.25	2.64	2.90	-0.60	$-60.00	85.00	70	1.0	63.000	-0.26	2024-01-10
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.33	-0.12	-0.80	0.85	0.25	2.64	2.97	-0.60	$-60.00	85.00	69	1.0	63.000	-0.33	2024-01-09
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.37	-0.14	-0.68	0.85	0.25	2.64	3.01	-0.60	$-60.00	85.00	68	1.0	63.000	-0.37	2024-01-08
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.36	-0.14	-0.06	0.85	0.25	2.64	3.00	-0.60	$-60.00	85.00	65	1.0	63.000	-0.36	2024-01-05
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.41	-0.16	-1.41	0.85	0.25	2.64	3.05	-0.60	$-60.00	85.00	64	1.0	63.000	-0.41	2024-01-04
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.30	-0.11	-1.53	0.85	0.25	2.64	2.94	-0.60	$-60.00	85.00	63	1.0	63.000	-0.30	2024-01-03
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.43	-0.16	-1.41	0.85	0.25	2.64	3.07	-0.60	$-60.00	85.00	62	1.0	0.000	-0.43	2024-01-02
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.44	-0.17	-0.79	0.85	0.25	2.64	3.08	-0.60	$-60.00	85.00	61	1.0	63.000	-0.44	2024-01-01
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.44	-0.17	-0.81	0.85	0.25	2.64	3.08	-0.60	$-60.00	85.00	59	1.0	63.000	-0.44	2023-12-30
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.44	-0.17	-0.83	0.85	0.25	2.64	3.08	-0.60	$-60.00	85.00	58	1.0	63.000	-0.44	2023-12-29
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.75	-0.28	-0.65	0.85	0.25	2.64	3.39	-0.60	$-60.00	85.00	57	1.0	63.000	-0.75	2023-12-28
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.83	-0.31	-0.47	0.85	0.25	2.64	3.47	-0.60	$-60.00	85.00	56	1.0	63.000	-0.83	2023-12-27
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.85	-0.32	-0.40	0.85	0.25	2.64	3.49	-0.60	$-60.00	85.00	55	1.0	63.000	-0.85	2023-12-26
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.85	-0.32	-0.41	0.85	0.25	2.64	3.49	-0.60	$-60.00	85.00	54	1.0	63.000	-0.85	2023-12-25
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.85	-0.32	-0.43	0.85	0.25	2.64	3.49	-0.60	$-60.00	85.00	52	1.0	63.000	-0.85	2023-12-23
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.85	-0.32	-0.44	0.85	0.25	2.64	3.49	-0.60	$-60.00	85.00	51	1.0	63.000	-0.85	2023-12-22
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.73	-0.28	-0.52	0.85	0.25	2.64	3.37	-0.60	$-60.00	85.00	50	1.0	63.000	-0.73	2023-12-21
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-1.03	-0.39	-0.45	0.85	0.25	2.64	3.67	-0.60	$-60.00	85.00	49	1.0	63.000	-1.03	2023-12-20
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.60	-0.71	$-0.71	-0.27	-0.55	0.85	0.25	2.64	3.35	-0.60	$-60.00	85.00	48	1.0	63.000	-0.71	2023-12-19
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.67	-0.25	-0.63	0.85	0.35	2.64	3.31	-0.50	$-50.00	85.00	47	1.0	63.000	-0.67	2023-12-18
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.56	-0.21	-0.59	0.85	0.35	2.64	3.20	-0.50	$-50.00	85.00	45	1.0	63.000	-0.56	2023-12-16
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.56	-0.21	-0.59	0.85	0.35	2.64	3.20	-0.50	$-50.00	85.00	44	1.0	63.000	-0.56	2023-12-15
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.42	-0.16	-0.56	0.85	0.35	2.64	3.06	-0.50	$-50.00	85.00	43	1.0	63.000	-0.42	2023-12-14
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.32	-0.12	-0.81	0.85	0.35	2.64	2.96	-0.50	$-50.00	85.00	42	1.0	63.000	-0.32	2023-12-13
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.26	-0.10	-0.68	0.85	0.35	2.64	2.90	-0.50	$-50.00	85.00	41	1.0	0.000	-0.26	2023-12-12
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.36	-0.14	-0.67	0.85	0.35	2.64	3.00	-0.50	$-50.00	85.00	40	1.0	63.000	-0.36	2023-12-11
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.33	-0.12	-0.66	0.85	0.35	2.64	2.97	-0.50	$-50.00	85.00	37	1.0	63.000	-0.33	2023-12-08
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.17	-0.06	-0.60	0.85	0.35	2.64	2.81	-0.50	$-50.00	85.00	36	1.0	63.000	-0.17	2023-12-07
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.24	-0.09	-0.79	0.85	0.35	2.64	2.88	-0.50	$-50.00	85.00	35	0.0	63.000	-0.24	2023-12-06
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.21	-0.08	-0.82	0.85	0.35	2.64	2.85	-0.50	$-50.00	85.00	34	0.0	63.000	-0.21	2023-12-05
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.23	-0.09	-0.81	0.85	0.35	2.64	2.87	-0.50	$-50.00	85.00	33	0.0	63.000	-0.23	2023-12-04
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.40	-0.15	-0.71	0.85	0.35	2.64	3.04	-0.50	$-50.00	85.00	32	0.0	63.000	-0.40	2023-12-03
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.40	-0.15	-0.72	0.85	0.35	2.64	3.04	-0.50	$-50.00	85.00	31	0.0	63.000	-0.40	2023-12-02
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.40	-0.15	-0.72	0.85	0.35	2.64	3.04	-0.50	$-50.00	85.00	30	0.0	63.000	-0.40	2023-12-01
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.34	-0.13	-0.33	0.85	0.35	2.64	2.98	-0.50	$-50.00	85.00	29	0.0	63.000	-0.34	2023-11-30
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.41	-0.16	-0.67	0.85	0.35	2.64	3.05	-0.50	$-50.00	85.00	28	0.0	63.000	-0.41	2023-11-29
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.55	-0.21	-0.60	0.85	0.35	2.64	3.19	-0.50	$-50.00	85.00	27	0.0	63.000	-0.55	2023-11-28
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.31	-0.12	-0.63	0.85	0.35	2.64	2.95	-0.50	$-50.00	85.00	26	0.0	63.000	-0.31	2023-11-27
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.27	-0.10	-0.78	0.85	0.35	2.64	2.91	-0.50	$-50.00	85.00	23	0.0	0.000	-0.27	2023-11-24
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.18	-0.07	-1.59	0.85	0.35	2.64	2.82	-0.50	$-50.00	85.00	22	0.0	0.000	-0.18	2023-11-23
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.11	-0.04	-0.79	0.85	0.35	2.64	2.75	-0.50	$-50.00	85.00	21	0.0	63.000	-0.11	2023-11-22
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.22	-0.08	-0.73	0.85	0.35	2.64	2.86	-0.50	$-50.00	85.00	20	0.0	63.000	-0.22	2023-11-21
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.40	-0.47	$-0.46	-0.17	-0.80	0.85	0.45	2.64	3.10	-0.40	$-40.00	85.00	19	0.0	63.000	-0.46	2023-11-20
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.40	-0.47	$-0.29	-0.11	-0.80	0.85	0.45	2.64	2.93	-0.40	$-40.00	85.00	18	0.0	65.000	-0.29	2023-11-19
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.40	-0.47	$-0.29	-0.11	-0.80	0.85	0.45	2.64	2.93	-0.40	$-40.00	85.00	16	0.0	65.000	-0.29	2023-11-17
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$0.02	0.01	-0.86	0.85	0.35	2.64	2.62	-0.50	$-50.00	85.00	15	0.0	65.000	0.02	2023-11-16
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.50	-0.59	$-0.16	-0.06	-0.44	0.85	0.35	2.64	2.80	-0.50	$-50.00	85.00	14	0.0	65.000	-0.16	2023-11-15
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.35	-0.41	$0.08	0.03	-0.86	0.85	0.50	2.64	2.56	-0.35	$-35.00	85.00	13	0.0	65.000	0.08	2023-11-14
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.35	-0.41	$0.12	0.05	-0.90	0.85	0.50	2.64	2.52	-0.35	$-35.00	85.00	12	0.0	65.000	0.12	2023-11-13
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.35	-0.41	$0.13	0.05	-0.81	0.85	0.50	2.64	2.51	-0.35	$-35.00	85.00	9	0.0	64.000	0.13	2023-11-10
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.45	-0.53	$0.24	0.09	-1.66	0.85	0.40	2.64	2.40	-0.45	$-45.00	85.00	8	0.0	0.000	0.24	2023-11-09
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.45	-0.53	$0.24	0.09	-0.76	0.85	0.40	2.64	2.40	-0.45	$-45.00	85.00	7	0.0	64.000	0.24	2023-11-08
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.35	-0.41	$0.14	0.05	-0.84	0.85	0.50	2.64	2.50	-0.35	$-35.00	85.00	6	0.0	64.000	0.14	2023-11-07
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.35	-0.41	$-0.12	-0.05	-0.80	0.85	0.50	2.64	2.76	-0.35	$-35.00	85.00	5	0.0	40.000	-0.12	2023-11-06
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.35	-0.41	$-0.12	-0.05	-0.80	0.85	0.50	2.64	2.76	-0.35	$-35.00	85.00	4	0.0	40.000	-0.12	2023-11-05
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$-0.40	-0.47	$-0.22	-0.08	-0.81	0.85	0.45	2.64	2.86	-0.40	$-40.00	85.00	2	0.0	32.000	-0.22	2023-11-03
CLLS240216P00002500	CLLS	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.50; Exit EQ PnL: -0.37	$-0.50	-0.59	$-0.37	-0.14	-0.64	0.85	0.35	2.64	3.01	-0.50	$-50.00	85.00	1	0.0	7.000	-0.37	2023-11-02
CLLS240216P00002500	CLLS	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.85	0.85	2.64	2.64	0.00	$0.00	85.00	0	1.0	7.000	-0.00	2023-11-01

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