EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: DOCN240920P00032500

View in yFinance: DOCN

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
2024-08-09	DOCN	DOCN240920P00032500	32.50	27.0	61.000	0.530	0.265	1.8	0.6	-0.010	2.830	1.550	2.05	33.63	2024-09-20	PUT	Long	0.244	0.270	0.119

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	DOCN	0.727	0.074	0.207	0.138	0.103	-0.087	37.76	0.028	0.0000	27.27	44.00	21	1y	39.67

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
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-9.66	-0.30	2.39	2.05	0.07	32.57	42.23	-1.98	$-198.00	205.00	41	1.0	3235.000	-9.66	2024-09-19
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-8.21	-0.25	1.64	2.05	0.07	32.57	40.78	-1.98	$-198.00	205.00	40	1.0	3235.000	-8.21	2024-09-18
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-8.37	-0.26	0.88	2.05	0.07	32.57	40.94	-1.98	$-198.00	205.00	39	1.0	3235.000	-8.37	2024-09-17
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-7.92	-0.24	0.39	2.05	0.07	32.57	40.49	-1.98	$-198.00	205.00	38	1.0	3235.000	-7.92	2024-09-16
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-7.76	-0.24	0.52	2.05	0.07	32.57	40.33	-1.98	$-198.00	205.00	36	1.0	3235.000	-7.76	2024-09-14
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-7.76	-0.24	0.38	2.05	0.07	32.57	40.33	-1.98	$-198.00	205.00	35	1.0	3235.000	-7.76	2024-09-13
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-7.60	-0.23	0.27	2.05	0.07	32.57	40.17	-1.98	$-198.00	205.00	34	1.0	3235.000	-7.60	2024-09-12
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-7.13	-0.22	0.20	2.05	0.07	32.57	39.70	-1.98	$-198.00	205.00	33	1.0	3235.000	-7.13	2024-09-11
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.92	-0.94	$-5.19	-0.16	0.06	2.05	0.13	32.57	37.76	-1.92	$-192.00	205.00	32	5.0	3240.000	-5.19	2024-09-10
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.98	-0.97	$-6.31	-0.19	0.08	2.05	0.07	32.57	38.88	-1.98	$-198.00	205.00	31	4.0	3244.000	-6.31	2024-09-09
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.75	-0.85	$-3.83	-0.12	0.05	2.05	0.30	32.57	36.40	-1.75	$-175.00	205.00	30	4.0	3244.000	-3.83	2024-09-08
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.75	-0.85	$-3.87	-0.12	0.01	2.05	0.30	32.57	36.44	-1.75	$-175.00	205.00	28	4.0	3244.000	-3.87	2024-09-06
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.75	-0.85	$-3.60	-0.11	0.00	2.05	0.30	32.57	36.17	-1.75	$-175.00	205.00	27	4.0	3242.000	-3.60	2024-09-05
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.60	-0.78	$-3.31	-0.10	0.01	2.05	0.45	32.57	35.88	-1.60	$-160.00	205.00	26	11.0	3232.000	-3.31	2024-09-04
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.85	-0.90	$-4.86	-0.15	0.01	2.05	0.20	32.57	37.43	-1.85	$-185.00	205.00	22	3.0	3227.000	-4.86	2024-08-31
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.85	-0.90	$-4.89	-0.15	-0.02	2.05	0.20	32.57	37.46	-1.85	$-185.00	205.00	21	3.0	3227.000	-4.89	2024-08-30
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.85	-0.90	$-4.77	-0.15	-0.03	2.05	0.20	32.57	37.34	-1.85	$-185.00	205.00	20	3.0	3227.000	-4.77	2024-08-29
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.68	-0.82	$-3.69	-0.11	-0.04	2.05	0.37	32.57	36.26	-1.68	$-168.00	205.00	19	5.0	3227.000	-3.69	2024-08-28
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.85	-0.90	$-4.88	-0.15	-0.38	2.05	0.20	32.57	37.45	-1.85	$-185.00	205.00	18	6.0	3227.000	-4.88	2024-08-27
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.85	-0.90	$-4.88	-0.15	-0.03	2.05	0.20	32.57	37.45	-1.85	$-185.00	205.00	17	6.0	0.000	-4.88	2024-08-26
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.85	-0.90	$-5.43	-0.17	-0.06	2.05	0.20	32.57	38.00	-1.85	$-185.00	205.00	16	6.0	3227.000	-5.43	2024-08-25
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.85	-0.90	$-5.43	-0.17	-0.07	2.05	0.20	32.57	38.00	-1.85	$-185.00	205.00	15	6.0	3227.000	-5.43	2024-08-24
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.85	-0.90	$-5.40	-0.17	-0.08	2.05	0.20	32.57	37.97	-1.85	$-185.00	205.00	14	6.0	3227.000	-5.40	2024-08-23
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.65	-0.80	$-4.03	-0.12	-0.05	2.05	0.40	32.57	36.60	-1.65	$-165.00	205.00	13	50.0	3178.000	-4.03	2024-08-22
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.64	-0.80	$-4.78	-0.15	-0.01	2.05	0.41	32.57	37.35	-1.64	$-164.00	205.00	12	4.0	3175.000	-4.78	2024-08-21
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.70	-0.83	$-4.79	-0.15	-0.02	2.05	0.35	32.57	37.36	-1.70	$-170.00	205.00	11	22.0	3153.000	-4.79	2024-08-20
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.75	-0.85	$-5.41	-0.17	-0.06	2.05	0.30	32.57	37.98	-1.75	$-175.00	205.00	10	41.0	3150.000	-5.41	2024-08-19
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.66	-0.81	$-4.98	-0.15	-0.04	2.05	0.39	32.57	37.55	-1.66	$-166.00	205.00	9	3028.0	184.000	-4.98	2024-08-18
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.66	-0.81	$-4.98	-0.15	-0.05	2.05	0.39	32.57	37.55	-1.66	$-166.00	205.00	8	3028.0	184.000	-4.98	2024-08-17
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.66	-0.81	$-4.98	-0.15	-0.04	2.05	0.39	32.57	37.55	-1.66	$-166.00	205.00	7	3028.0	184.000	-4.98	2024-08-16
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.55	-0.76	$-4.06	-0.12	-0.03	2.05	0.50	32.57	36.63	-1.55	$-155.00	205.00	6	3.0	186.000	-4.06	2024-08-15
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.30	-0.63	$-3.72	-0.11	-0.03	2.05	0.75	32.57	36.29	-1.30	$-130.00	205.00	5	15.0	0.000	-3.72	2024-08-14
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$-1.10	-0.54	$-3.35	-0.10	0.00	2.05	0.95	32.57	35.92	-1.10	$-110.00	205.00	4	44.0	131.000	-3.35	2024-08-13
DOCN240920P00032500	DOCN	PUT	Long	32.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -1.45	$-0.35	-0.17	$-1.35	-0.04	-0.00	2.05	1.70	32.57	33.92	-0.35	$-35.00	205.00	3	80.0	78.000	-1.35	2024-08-12
DOCN240920P00032500	DOCN	PUT	Long	32.50	None	$0.00	0.00	$-0.00	-0.00	0.00	2.05	2.05	32.57	32.57	0.00	$0.00	205.00	0	51.0	61.000	-0.00	2024-08-09

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