EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ETNB231117C00010000

View in yFinance: ETNB

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
2023-10-10	ETNB	ETNB231117C00010000	10.00	134.0	24.000	1.033	0.511	0.5	0.7	0.100	1.050	1.240	1.30	9.77	2023-11-17	CALL	Long	0.242	0.523	-0.371

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	ETNB	0.727	0.120	0.287	0.188	0.156	-0.113	7.98	0.000	0.0000	7.16	13.77	21	1y	8.71

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
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.27	-0.98	$-2.31	-0.24	2.22	1.30	0.03	9.77	7.46	-1.27	$-127.00	130.00	37	0.0	313.000	-2.31	2023-11-16
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.27	-0.98	$-2.16	-0.22	1.12	1.30	0.03	9.77	7.61	-1.27	$-127.00	130.00	36	0.0	312.000	-2.16	2023-11-15
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.25	-0.96	$-2.14	-0.22	-0.53	1.30	0.05	9.77	7.63	-1.25	$-125.00	130.00	35	0.0	362.000	-2.14	2023-11-14
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.20	-0.92	$-2.49	-0.25	0.51	1.30	0.10	9.77	7.28	-1.20	$-120.00	130.00	34	0.0	362.000	-2.49	2023-11-13
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.20	-0.92	$-2.31	-0.24	0.96	1.30	0.10	9.77	7.46	-1.20	$-120.00	130.00	31	0.0	362.000	-2.31	2023-11-10
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.20	-0.92	$-2.13	-0.22	-0.53	1.30	0.10	9.77	7.64	-1.20	$-120.00	130.00	30	0.0	0.000	-2.13	2023-11-09
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.20	-0.92	$-2.13	-0.22	0.44	1.30	0.10	9.77	7.64	-1.20	$-120.00	130.00	29	0.0	362.000	-2.13	2023-11-08
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.14	-0.88	$-1.11	-0.11	-0.17	1.30	0.16	9.77	8.66	-1.14	$-114.00	130.00	28	0.0	353.000	-1.11	2023-11-07
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.15	-0.88	$-1.48	-0.15	-0.07	1.30	0.15	9.77	8.29	-1.15	$-115.00	130.00	27	0.0	353.000	-1.48	2023-11-06
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.15	-0.88	$-1.48	-0.15	-0.07	1.30	0.15	9.77	8.29	-1.15	$-115.00	130.00	26	0.0	353.000	-1.48	2023-11-05
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.15	-0.88	$-1.36	-0.14	-0.14	1.30	0.15	9.77	8.41	-1.15	$-115.00	130.00	24	0.0	370.000	-1.36	2023-11-03
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.23	-0.95	$-1.83	-0.19	-0.15	1.30	0.07	9.77	7.94	-1.23	$-123.00	130.00	23	0.0	370.000	-1.83	2023-11-02
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.20	-0.92	$-1.86	-0.19	-0.12	1.30	0.10	9.77	7.91	-1.20	$-120.00	130.00	22	0.0	368.000	-1.86	2023-11-01
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.20	-0.92	$-2.37	-0.24	-0.01	1.30	0.10	9.77	7.40	-1.20	$-120.00	130.00	21	0.0	367.000	-2.37	2023-10-31
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.25	-0.96	$-2.74	-0.28	-0.01	1.30	0.05	9.77	7.03	-1.25	$-125.00	130.00	20	0.0	367.000	-2.74	2023-10-30
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.25	-0.96	$-3.07	-0.31	0.04	1.30	0.05	9.77	6.70	-1.25	$-125.00	130.00	17	0.0	367.000	-3.07	2023-10-27
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.25	-0.96	$-2.93	-0.30	-0.53	1.30	0.05	9.77	6.84	-1.25	$-125.00	130.00	16	0.0	367.000	-2.93	2023-10-26
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.21	-0.93	$-2.76	-0.28	-0.14	1.30	0.09	9.77	7.01	-1.21	$-121.00	130.00	15	0.0	369.000	-2.76	2023-10-25
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.21	-0.93	$-2.75	-0.28	-0.07	1.30	0.09	9.77	7.02	-1.21	$-121.00	130.00	14	0.0	348.000	-2.75	2023-10-24
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.21	-0.93	$-3.11	-0.32	0.04	1.30	0.09	9.77	6.66	-1.21	$-121.00	130.00	13	0.0	330.000	-3.11	2023-10-23
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.15	-0.88	$-2.91	-0.30	0.04	1.30	0.15	9.77	6.86	-1.15	$-115.00	130.00	9	0.0	311.000	-2.91	2023-10-19
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.15	-0.88	$-2.69	-0.28	-0.07	1.30	0.15	9.77	7.08	-1.15	$-115.00	130.00	8	0.0	311.000	-2.69	2023-10-18
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.18	-0.91	$-2.56	-0.26	-0.12	1.30	0.12	9.77	7.21	-1.18	$-118.00	130.00	7	0.0	318.000	-2.56	2023-10-17
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.05	-0.81	$-2.53	-0.26	-0.03	1.30	0.25	9.77	7.24	-1.05	$-105.00	130.00	6	0.0	323.000	-2.53	2023-10-16
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.00	-0.77	$-2.15	-0.22	-0.01	1.30	0.30	9.77	7.62	-1.00	$-100.00	130.00	4	0.0	267.000	-2.15	2023-10-14
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$-1.00	-0.77	$-2.15	-0.22	-0.01	1.30	0.30	9.77	7.62	-1.00	$-100.00	130.00	3	0.0	267.000	-2.15	2023-10-13
ETNB231117C00010000	ETNB	CALL	Long	10.00	Manually triggered. Moving in unfavorable direction.	$-0.70	-0.54	$-1.27	-0.13	0.02	1.30	0.60	9.77	8.50	-0.70	$-70.00	130.00	1	0.0	130.000	-1.27	2023-10-11
ETNB231117C00010000	ETNB	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	1.30	1.30	9.77	9.77	0.00	$0.00	130.00	0	134.0	24.000	0.00	2023-10-10

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