EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: EXFY241018P00002500

View in yFinance: EXFY

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
2024-07-11	EXFY	EXFY241018P00002500	2.50	3.0	42.000	1.348	0.631	0.2	0.4	0.000	0.470	0.720	0.90	2.22	2024-10-18	PUT	Long	0.425	0.449	0.162
2024-08-09	EXFY	EXFY241018P00002500	2.50	34.0	60.000	0.980	0.562	0.1	0.4	-0.040	0.180	0.570	0.65	2.10	2024-10-18	PUT	Long	0.461	0.558	0.364

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	EXFY	0.636	0.098	0.401	0.240	0.175	-0.104	3.86	-0.275	0.0000	1.28	4.02	21	1y	2.10

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
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.20	-0.22	$0.33	0.15	0.84	0.90	0.70	2.22	1.89	-0.20	$-20.00	90.00	97	1.0	91.000	0.33	2024-10-16
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.20	-0.22	$0.44	0.20	0.28	0.90	0.70	2.22	1.78	-0.20	$-20.00	90.00	95	1.0	91.000	0.44	2024-10-14
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.15	-0.17	$0.40	0.18	0.96	0.90	0.75	2.22	1.82	-0.15	$-15.00	90.00	92	1.0	92.000	0.40	2024-10-11
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.15	-0.17	$0.41	0.18	0.75	0.90	0.75	2.22	1.81	-0.15	$-15.00	90.00	91	1.0	92.000	0.41	2024-10-10
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.15	-0.17	$0.36	0.16	0.22	0.90	0.75	2.22	1.86	-0.15	$-15.00	90.00	90	1.0	92.000	0.36	2024-10-09
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.15	-0.17	$0.38	0.17	-0.16	0.90	0.75	2.22	1.84	-0.15	$-15.00	90.00	88	1.0	92.000	0.38	2024-10-07
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.15	-0.17	$0.37	0.17	-1.35	0.90	0.75	2.22	1.85	-0.15	$-15.00	90.00	87	1.0	0.000	0.37	2024-10-06
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.15	-0.17	$0.37	0.17	-0.13	0.90	0.75	2.22	1.85	-0.15	$-15.00	90.00	86	1.0	92.000	0.37	2024-10-05
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.15	-0.17	$0.37	0.17	-0.85	0.90	0.75	2.22	1.85	-0.15	$-15.00	90.00	85	1.0	92.000	0.37	2024-10-04
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.15	-0.17	$0.41	0.18	-0.38	0.90	0.75	2.22	1.81	-0.15	$-15.00	90.00	84	1.0	93.000	0.41	2024-10-03
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.39	0.18	-0.54	0.90	0.35	2.22	1.83	-0.55	$-55.00	90.00	83	1.0	93.000	0.39	2024-10-02
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.31	0.14	1.12	0.90	0.35	2.22	1.91	-0.55	$-55.00	90.00	82	1.0	93.000	0.31	2024-10-01
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.26	0.12	-0.66	0.90	0.35	2.22	1.96	-0.55	$-55.00	90.00	81	1.0	93.000	0.26	2024-09-30
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.22	0.10	-1.35	0.90	0.35	2.22	2.00	-0.55	$-55.00	90.00	80	1.0	93.000	0.22	2024-09-29
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.22	0.10	-0.18	0.90	0.35	2.22	2.00	-0.55	$-55.00	90.00	79	1.0	93.000	0.22	2024-09-28
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.22	0.10	-0.21	0.90	0.35	2.22	2.00	-0.55	$-55.00	90.00	78	1.0	93.000	0.22	2024-09-27
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.20	0.09	-0.46	0.90	0.35	2.22	2.02	-0.55	$-55.00	90.00	77	1.0	93.000	0.20	2024-09-26
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.14	0.06	-0.50	0.90	0.35	2.22	2.08	-0.55	$-55.00	90.00	76	1.0	93.000	0.14	2024-09-25
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.55	-0.61	$0.08	0.04	-0.54	0.90	0.35	2.22	2.14	-0.55	$-55.00	90.00	75	1.0	92.000	0.08	2024-09-24
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$0.03	0.01	-0.05	0.90	0.42	2.22	2.19	-0.48	$-48.00	90.00	74	2.0	92.000	0.03	2024-09-23
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.02	-0.01	-1.35	0.90	0.42	2.22	2.24	-0.48	$-48.00	90.00	73	2.0	0.000	-0.02	2024-09-22
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.02	-0.01	0.49	0.90	0.42	2.22	2.24	-0.48	$-48.00	90.00	71	2.0	92.000	-0.02	2024-09-20
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.04	-0.02	-0.38	0.90	0.42	2.22	2.26	-0.48	$-48.00	90.00	70	2.0	92.000	-0.04	2024-09-19
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.02	-0.01	-0.05	0.90	0.42	2.22	2.24	-0.48	$-48.00	90.00	69	2.0	92.000	-0.02	2024-09-18
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.05	-0.02	-0.21	0.90	0.42	2.22	2.27	-0.48	$-48.00	90.00	68	2.0	92.000	-0.05	2024-09-17
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.03	-0.01	-0.25	0.90	0.42	2.22	2.25	-0.48	$-48.00	90.00	67	2.0	92.000	-0.03	2024-09-16
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.30	-0.14	-0.58	0.90	0.42	2.22	2.52	-0.48	$-48.00	90.00	65	2.0	92.000	-0.30	2024-09-14
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.30	-0.14	-0.60	0.90	0.42	2.22	2.52	-0.48	$-48.00	90.00	64	2.0	92.000	-0.30	2024-09-13
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.12	-0.05	-0.83	0.90	0.42	2.22	2.34	-0.48	$-48.00	90.00	63	2.0	92.000	-0.12	2024-09-12
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.21	-0.09	-0.28	0.90	0.42	2.22	2.43	-0.48	$-48.00	90.00	62	2.0	92.000	-0.21	2024-09-11
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.30	-0.14	-0.40	0.90	0.42	2.22	2.52	-0.48	$-48.00	90.00	61	2.0	92.000	-0.30	2024-09-10
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.34	-0.15	-0.66	0.90	0.42	2.22	2.56	-0.48	$-48.00	90.00	60	2.0	92.000	-0.34	2024-09-09
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.02	-0.01	-0.21	0.90	0.42	2.22	2.24	-0.48	$-48.00	90.00	59	2.0	92.000	-0.02	2024-09-08
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.02	-0.01	-0.25	0.90	0.42	2.22	2.24	-0.48	$-48.00	90.00	57	2.0	92.000	-0.02	2024-09-06
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.02	-0.01	-0.34	0.90	0.42	2.22	2.24	-0.48	$-48.00	90.00	56	2.0	92.000	-0.02	2024-09-05
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.04	-0.02	-0.24	0.90	0.42	2.22	2.26	-0.48	$-48.00	90.00	55	2.0	92.000	-0.04	2024-09-04
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.10	-0.05	-0.25	0.90	0.42	2.22	2.32	-0.48	$-48.00	90.00	51	2.0	92.000	-0.10	2024-08-31
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.10	-0.05	-0.35	0.90	0.42	2.22	2.32	-0.48	$-48.00	90.00	50	2.0	92.000	-0.10	2024-08-30
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$-0.23	-0.10	-0.67	0.90	0.42	2.22	2.45	-0.48	$-48.00	90.00	49	2.0	92.000	-0.23	2024-08-29
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.48	-0.53	$0.02	0.01	-0.41	0.90	0.42	2.22	2.20	-0.48	$-48.00	90.00	48	2.0	92.000	0.02	2024-08-28
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.30	-0.33	$-0.06	-0.03	-1.35	0.90	0.60	2.22	2.28	-0.30	$-30.00	90.00	47	1.0	92.000	-0.06	2024-08-27
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.30	-0.33	$-0.10	-0.05	-0.32	0.90	0.60	2.22	2.32	-0.30	$-30.00	90.00	46	1.0	92.000	-0.10	2024-08-26
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.30	-0.33	$-0.21	-0.09	0.50	0.90	0.60	2.22	2.43	-0.30	$-30.00	90.00	45	1.0	92.000	-0.21	2024-08-25
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.30	-0.33	$-0.21	-0.09	0.48	0.90	0.60	2.22	2.43	-0.30	$-30.00	90.00	44	1.0	92.000	-0.21	2024-08-24
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.30	-0.33	$-0.21	-0.09	-0.21	0.90	0.60	2.22	2.43	-0.30	$-30.00	90.00	43	1.0	92.000	-0.21	2024-08-23
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.30	-0.33	$-0.01	-0.00	-0.34	0.90	0.60	2.22	2.23	-0.30	$-30.00	90.00	42	1.0	92.000	-0.01	2024-08-22
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.30	-0.33	$-0.17	-0.08	-0.27	0.90	0.60	2.22	2.39	-0.30	$-30.00	90.00	41	1.0	92.000	-0.17	2024-08-21
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.30	-0.33	$-0.14	-0.06	-0.32	0.90	0.60	2.22	2.36	-0.30	$-30.00	90.00	40	1.0	92.000	-0.14	2024-08-20
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.41	-0.46	$-0.16	-0.07	0.15	0.90	0.49	2.22	2.38	-0.41	$-41.00	90.00	39	2.0	93.000	-0.16	2024-08-19
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.85	-0.94	$-0.19	-0.09	-0.72	0.90	0.05	2.22	2.41	-0.85	$-85.00	90.00	38	1.0	93.000	-0.19	2024-08-18
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.85	-0.94	$-0.19	-0.09	-0.73	0.90	0.05	2.22	2.41	-0.85	$-85.00	90.00	37	1.0	93.000	-0.19	2024-08-17
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.85	-0.94	$-0.19	-0.09	-0.36	0.90	0.05	2.22	2.41	-0.85	$-85.00	90.00	36	1.0	93.000	-0.19	2024-08-16
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.85	-0.94	$-0.14	-0.06	-0.61	0.90	0.05	2.22	2.36	-0.85	$-85.00	90.00	35	1.0	93.000	-0.14	2024-08-15
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.85	-0.94	$-0.06	-0.03	-0.66	0.90	0.05	2.22	2.28	-0.85	$-85.00	90.00	34	1.0	93.000	-0.06	2024-08-14
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.85	-0.94	$-0.03	-0.01	-0.58	0.90	0.05	2.22	2.25	-0.85	$-85.00	90.00	33	1.0	93.000	-0.03	2024-08-13
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.25	-0.28	$-0.08	-0.04	-0.77	0.90	0.65	2.22	2.30	-0.25	$-25.00	90.00	32	34.0	93.000	-0.08	2024-08-12
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.25	-0.28	$0.12	0.05	-0.37	0.90	0.65	2.22	2.10	-0.25	$-25.00	90.00	29	34.0	60.000	0.12	2024-08-09
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.68	0.31	0.41	0.90	0.90	2.22	1.54	0.00	$0.00	90.00	28	10.0	60.000	0.68	2024-08-08
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.71	0.32	0.33	0.90	0.90	2.22	1.51	0.00	$0.00	90.00	27	10.0	60.000	0.71	2024-08-07
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.70	0.32	0.53	0.90	0.90	2.22	1.52	0.00	$0.00	90.00	26	10.0	60.000	0.70	2024-08-06
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.28	0.13	-1.35	0.90	0.90	2.22	1.94	0.00	$0.00	90.00	18	1.0	50.000	0.28	2024-07-29
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.24	0.11	0.09	0.90	0.90	2.22	1.98	0.00	$0.00	90.00	15	1.0	50.000	0.24	2024-07-26
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.31	0.14	-0.02	0.90	0.90	2.22	1.91	0.00	$0.00	90.00	14	1.0	50.000	0.31	2024-07-25
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.32	0.14	-0.04	0.90	0.90	2.22	1.90	0.00	$0.00	90.00	13	1.0	50.000	0.32	2024-07-24
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.21	0.09	0.10	0.90	0.90	2.22	2.01	0.00	$0.00	90.00	12	1.0	50.000	0.21	2024-07-23
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$0.26	0.12	0.03	0.90	0.90	2.22	1.96	0.00	$0.00	90.00	11	1.0	50.000	0.26	2024-07-22
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.25	-0.28	$0.34	0.15	0.03	0.90	0.65	2.22	1.88	-0.25	$-25.00	90.00	8	8.0	50.000	0.34	2024-07-19
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.25	-0.28	$0.27	0.12	0.63	0.90	0.65	2.22	1.95	-0.25	$-25.00	90.00	7	8.0	50.000	0.27	2024-07-18
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.25	-0.28	$0.12	0.05	-0.20	0.90	0.65	2.22	2.10	-0.25	$-25.00	90.00	6	8.0	50.000	0.12	2024-07-17
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.25	-0.28	$0.14	0.06	0.01	0.90	0.65	2.22	2.08	-0.25	$-25.00	90.00	5	8.0	50.000	0.14	2024-07-16
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$-0.25	-0.28	$0.12	0.05	-0.09	0.90	0.65	2.22	2.10	-0.25	$-25.00	90.00	4	8.0	42.000	0.12	2024-07-15
EXFY241018P00002500	EXFY	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.07	$0.00	0.00	$-0.02	-0.01	-0.30	0.90	0.90	2.22	2.24	0.00	$0.00	90.00	1	3.0	42.000	-0.02	2024-07-12
EXFY241018P00002500	EXFY	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.90	0.90	2.22	2.22	0.00	$0.00	90.00	0	3.0	42.000	-0.00	2024-07-11

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