EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: DNA240621P00000500

View in yFinance: DNA

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
2024-05-10	DNA	DNA240621P00000500	0.50	2.0	294.000	1.250	0.420	0.2	0.0	0.010	0.260	0.020	0.05	0.74	2024-06-21	PUT	Short	0.467	0.504	-0.178

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	DNA	0.636	0.181	0.427	0.284	0.324	0.042	9.60	-3.551	0.0000	5.36	71.60	21	1y	8.19

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
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.34	-0.45	2.25	0.05	0.05	0.76	0.42	-0.00	$-0.00	50.00	37	35.0	1083.000	-0.34	2024-06-18
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.05	-1.00	$-0.33	-0.43	0.75	0.05	0.10	0.76	0.43	-0.05	$-5.00	50.00	36	36.0	1093.000	-0.33	2024-06-17
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.01	-0.20	$-0.31	-0.41	1.12	0.05	0.06	0.76	0.45	-0.01	$-1.00	50.00	33	78.0	1301.000	-0.31	2024-06-14
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.30	-0.39	0.38	0.05	0.05	0.76	0.46	-0.00	$-0.00	50.00	32	17.0	1284.000	-0.30	2024-06-13
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.25	-0.33	0.38	0.05	0.05	0.76	0.51	-0.00	$-0.00	50.00	31	2.0	1283.000	-0.25	2024-06-12
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.24	-0.32	-0.38	0.05	0.05	0.76	0.52	-0.00	$-0.00	50.00	30	4.0	1279.000	-0.24	2024-06-11
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.25	-0.33	0.31	0.05	0.05	0.76	0.51	-0.00	$-0.00	50.00	29	1.0	1278.000	-0.25	2024-06-10
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.25	-0.33	0.38	0.05	0.05	0.76	0.51	-0.00	$-0.00	50.00	28	1.0	1277.000	-0.25	2024-06-09
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.24	-0.32	0.31	0.05	0.05	0.76	0.52	-0.00	$-0.00	50.00	26	1.0	1277.000	-0.24	2024-06-07
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.22	-0.29	0.48	0.05	0.05	0.76	0.54	-0.00	$-0.00	50.00	25	41.0	1277.000	-0.22	2024-06-06
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.24	-0.32	0.28	0.05	0.05	0.76	0.52	-0.00	$-0.00	50.00	24	41.0	1236.000	-0.24	2024-06-05
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.23	-0.30	0.31	0.05	0.05	0.76	0.53	-0.00	$-0.00	50.00	23	2.0	1234.000	-0.23	2024-06-04
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.22	-0.29	0.38	0.05	0.05	0.76	0.54	-0.00	$-0.00	50.00	22	19.0	1215.000	-0.22	2024-06-03
DNA240621P00000500	DNA	PUT	Short	0.50	None	$0.04	0.80	$-0.23	-0.30	0.22	0.05	0.01	0.76	0.53	0.04	$4.00	50.00	19	10.0	1210.000	-0.23	2024-05-31
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.20	-0.26	-0.25	0.05	0.05	0.76	0.56	-0.00	$-0.00	50.00	18	21.0	1210.000	-0.20	2024-05-30
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.20	-0.26	0.41	0.05	0.05	0.76	0.56	-0.00	$-0.00	50.00	17	21.0	1189.000	-0.20	2024-05-29
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.14	-0.18	1.25	0.05	0.05	0.76	0.62	-0.00	$-0.00	50.00	16	711.0	479.000	-0.14	2024-05-28
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.10	-0.13	0.81	0.05	0.05	0.76	0.66	-0.00	$-0.00	50.00	15	59.0	479.000	-0.10	2024-05-27
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.10	-0.13	0.75	0.05	0.05	0.76	0.66	-0.00	$-0.00	50.00	12	59.0	479.000	-0.10	2024-05-24
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.10	-0.13	0.75	0.05	0.05	0.76	0.66	-0.00	$-0.00	50.00	11	59.0	420.000	-0.10	2024-05-23
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.06	-0.08	0.88	0.05	0.05	0.76	0.70	-0.00	$-0.00	50.00	10	82.0	338.000	-0.06	2024-05-22
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$-0.03	-0.04	0.91	0.05	0.05	0.76	0.73	-0.00	$-0.00	50.00	9	10.0	338.000	-0.03	2024-05-21
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$0.01	0.01	0.00	0.05	0.05	0.76	0.77	-0.00	$-0.00	50.00	8	10.0	0.000	0.01	2024-05-20
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$0.05	0.07	1.06	0.05	0.05	0.76	0.81	-0.00	$-0.00	50.00	7	1.0	327.000	0.05	2024-05-19
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$0.05	0.07	1.06	0.05	0.05	0.76	0.81	-0.00	$-0.00	50.00	6	1.0	327.000	0.05	2024-05-18
DNA240621P00000500	DNA	PUT	Short	0.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$-0.00	-0.00	$0.05	0.07	1.03	0.05	0.05	0.76	0.81	-0.00	$-0.00	50.00	5	1.0	327.000	0.05	2024-05-17
DNA240621P00000500	DNA	PUT	Short	0.50	None	$0.02	0.40	$0.08	0.11	1.06	0.05	0.03	0.76	0.84	0.02	$2.00	50.00	3	20.0	327.000	0.08	2024-05-15
DNA240621P00000500	DNA	PUT	Short	0.50	None	$0.02	0.40	$0.10	0.13	1.09	0.05	0.03	0.76	0.86	0.02	$2.00	50.00	2	20.0	307.000	0.10	2024-05-14
DNA240621P00000500	DNA	PUT	Short	0.50	None	$0.04	0.80	$0.08	0.11	1.00	0.05	0.01	0.76	0.84	0.04	$4.00	50.00	1	12.0	296.000	0.08	2024-05-13
DNA240621P00000500	DNA	PUT	Short	0.50	None	$-0.00	-0.00	$0.00	0.00	0.00	0.05	0.05	0.76	0.76	-0.00	$-0.00	50.00	0	10.0	296.000	0.00	2024-05-12

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