EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: CROX241129C00129000

View in yFinance: CROX

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
2024-10-29	CROX	CROX241129C00129000	129.00	12.0	1.000	0.554	0.244	0.0	17.0	0.020	1.420	18.420	0.80	111.58	2024-11-29	CALL	Long	0.201	0.294	-0.192

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	CROX	0.909	0.071	0.233	0.124	0.100	-0.126	111.55	0.200	0.0000	86.46	159.68	21	1y	114.12

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
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-5.98	-0.05	2.19	0.80	0.02	111.58	105.60	-0.78	$-78.00	80.00	30	1.0	18.000	-5.98	2024-11-28
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-5.18	-0.05	0.90	0.80	0.02	111.58	106.40	-0.78	$-78.00	80.00	29	1.0	18.000	-5.18	2024-11-27
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-7.52	-0.07	0.92	0.80	0.02	111.58	104.06	-0.78	$-78.00	80.00	28	1.0	18.000	-7.52	2024-11-26
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-3.05	-0.03	0.42	0.80	0.02	111.58	108.53	-0.78	$-78.00	80.00	27	1.0	18.000	-3.05	2024-11-25
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-5.50	-0.05	0.52	0.80	0.02	111.58	106.08	-0.78	$-78.00	80.00	26	1.0	18.000	-5.50	2024-11-24
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-5.50	-0.05	0.35	0.80	0.02	111.58	106.08	-0.78	$-78.00	80.00	25	1.0	18.000	-5.50	2024-11-23
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-5.50	-0.05	0.29	0.80	0.02	111.58	106.08	-0.78	$-78.00	80.00	24	1.0	18.000	-5.50	2024-11-22
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-9.77	-0.09	0.27	0.80	0.02	111.58	101.81	-0.78	$-78.00	80.00	23	1.0	18.000	-9.77	2024-11-21
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.78	-0.98	$-12.99	-0.12	0.16	0.80	0.02	111.58	98.59	-0.78	$-78.00	80.00	22	1.0	19.000	-12.99	2024-11-20
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-13.60	-0.12	0.51	0.80	0.23	111.58	97.98	-0.57	$-57.00	80.00	21	4.0	19.000	-13.60	2024-11-19
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-15.07	-0.14	0.14	0.80	0.23	111.58	96.51	-0.57	$-57.00	80.00	20	4.0	19.000	-15.07	2024-11-18
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-13.80	-0.12	0.26	0.80	0.23	111.58	97.78	-0.57	$-57.00	80.00	19	4.0	19.000	-13.80	2024-11-17
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-13.80	-0.12	0.23	0.80	0.23	111.58	97.78	-0.57	$-57.00	80.00	18	4.0	19.000	-13.80	2024-11-16
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-13.80	-0.12	0.18	0.80	0.23	111.58	97.78	-0.57	$-57.00	80.00	17	4.0	19.000	-13.80	2024-11-15
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-11.72	-0.11	0.11	0.80	0.23	111.58	99.86	-0.57	$-57.00	80.00	16	4.0	19.000	-11.72	2024-11-14
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-12.62	-0.11	0.18	0.80	0.23	111.58	98.96	-0.57	$-57.00	80.00	15	4.0	19.000	-12.62	2024-11-13
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-9.60	-0.09	0.14	0.80	0.23	111.58	101.98	-0.57	$-57.00	80.00	14	4.0	19.000	-9.60	2024-11-12
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-8.73	-0.08	0.02	0.80	0.23	111.58	102.85	-0.57	$-57.00	80.00	13	4.0	19.000	-8.73	2024-11-11
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-10.28	-0.09	-0.03	0.80	0.23	111.58	101.30	-0.57	$-57.00	80.00	12	4.0	19.000	-10.28	2024-11-10
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-10.28	-0.09	-0.04	0.80	0.23	111.58	101.30	-0.57	$-57.00	80.00	11	4.0	19.000	-10.28	2024-11-09
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-11.34	-0.10	-0.04	0.80	0.23	111.58	100.24	-0.57	$-57.00	80.00	10	4.0	19.000	-11.34	2024-11-08
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-9.72	-0.09	-0.05	0.80	0.23	111.58	101.86	-0.57	$-57.00	80.00	9	4.0	19.000	-9.72	2024-11-07
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-8.84	-0.08	0.01	0.80	0.23	111.58	102.74	-0.57	$-57.00	80.00	8	4.0	19.000	-8.84	2024-11-06
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-6.36	-0.06	-0.03	0.80	0.23	111.58	105.22	-0.57	$-57.00	80.00	7	4.0	19.000	-6.36	2024-11-05
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.57	-0.71	$-5.29	-0.05	-0.11	0.80	0.23	111.58	106.29	-0.57	$-57.00	80.00	6	4.0	15.000	-5.29	2024-11-04
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.47	-0.59	$-5.37	-0.05	-0.13	0.80	0.33	111.58	106.21	-0.47	$-47.00	80.00	3	1.0	14.000	-5.37	2024-11-01
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.20	-0.25	$-3.76	-0.03	-0.14	0.80	0.60	111.58	107.82	-0.20	$-20.00	80.00	2	1.0	14.000	-3.76	2024-10-31
CROX241129C00129000	CROX	CALL	Long	129.00	None	$-0.20	-0.25	$-2.58	-0.02	-0.15	0.80	0.60	111.58	109.00	-0.20	$-20.00	80.00	1	1.0	13.000	-2.58	2024-10-30
CROX241129C00129000	CROX	CALL	Long	129.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.80	0.80	111.58	111.58	0.00	$0.00	80.00	0	12.0	1.000	0.00	2024-10-29

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