EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: FATE241220P00002000

View in yFinance: FATE

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
2024-11-18 FATE FATE241220P00002000 2.00 1275.0 3.000 1.398 0.343 0.3 0.0 0.000 0.520 0.210 0.25 2.31 2024-12-20 PUT Long 0.380 0.400 0.124

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 FATE 0.727 0.153 0.416 0.253 0.416 0.136 1.88 -2.533 0.0000 1.83 8.35 21 1y 2.64

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
FATE241220P00002000 FATE PUT Long 2.00 None $0.09 0.35 $0.61 0.27 2.02 0.26 0.35 2.27 1.66 0.09 $9.00 26.00 31 67.0 953.000 0.61 2024-12-19
FATE241220P00002000 FATE PUT Long 2.00 None $0.04 0.15 $0.59 0.26 0.09 0.26 0.30 2.27 1.68 0.04 $4.00 26.00 30 20.0 957.000 0.59 2024-12-18
FATE241220P00002000 FATE PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.08 -0.31 $0.39 0.17 -0.07 0.26 0.18 2.27 1.88 -0.08 $-8.00 26.00 29 61.0 1025.000 0.39 2024-12-17
FATE241220P00002000 FATE PUT Long 2.00 None $-0.06 -0.23 $0.27 0.12 0.52 0.26 0.20 2.27 2.00 -0.06 $-6.00 26.00 28 101.0 1083.000 0.27 2024-12-16
FATE241220P00002000 FATE PUT Long 2.00 None $-0.01 -0.04 $0.44 0.19 -0.27 0.26 0.25 2.27 1.83 -0.01 $-1.00 26.00 25 10.0 1073.000 0.44 2024-12-13
FATE241220P00002000 FATE PUT Long 2.00 None $-0.06 -0.23 $0.35 0.15 0.16 0.26 0.20 2.27 1.92 -0.06 $-6.00 26.00 24 270.0 964.000 0.35 2024-12-12
FATE241220P00002000 FATE PUT Long 2.00 None $-0.13 -0.50 $0.09 0.04 0.12 0.26 0.13 2.27 2.18 -0.13 $-13.00 26.00 23 21.0 990.000 0.09 2024-12-11
FATE241220P00002000 FATE PUT Long 2.00 None $-0.10 -0.38 $-0.01 -0.00 0.64 0.26 0.16 2.27 2.28 -0.10 $-10.00 26.00 22 43.0 986.000 -0.01 2024-12-10
FATE241220P00002000 FATE PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.05 -0.19 $-0.45 -0.20 1.12 0.26 0.21 2.27 2.72 -0.05 $-5.00 26.00 21 750.0 986.000 -0.45 2024-12-09
FATE241220P00002000 FATE PUT Long 2.00 None $-0.05 -0.19 $-0.38 -0.17 1.38 0.26 0.21 2.27 2.65 -0.05 $-5.00 26.00 20 750.0 986.000 -0.38 2024-12-08
FATE241220P00002000 FATE PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.05 -0.19 $-0.38 -0.17 0.76 0.26 0.21 2.27 2.65 -0.05 $-5.00 26.00 18 750.0 986.000 -0.38 2024-12-06
FATE241220P00002000 FATE PUT Long 2.00 None $-0.05 -0.19 $-0.11 -0.05 0.63 0.26 0.21 2.27 2.38 -0.05 $-5.00 26.00 17 750.0 1507.000 -0.11 2024-12-05
FATE241220P00002000 FATE PUT Long 2.00 None $-0.13 -0.50 $-0.29 -0.13 0.52 0.26 0.13 2.27 2.56 -0.13 $-13.00 26.00 16 248.0 1267.000 -0.29 2024-12-04
FATE241220P00002000 FATE PUT Long 2.00 None $-0.06 -0.23 $-0.36 -0.16 0.71 0.26 0.20 2.27 2.63 -0.06 $-6.00 26.00 15 97.0 1167.000 -0.36 2024-12-03
FATE241220P00002000 FATE PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.15 -0.58 $-0.69 -0.30 0.85 0.26 0.11 2.27 2.96 -0.15 $-15.00 26.00 14 52.0 1111.000 -0.69 2024-12-02
FATE241220P00002000 FATE PUT Long 2.00 None $-0.21 -0.81 $-0.90 -0.40 -0.85 0.26 0.05 2.27 3.17 -0.21 $-21.00 26.00 13 20.0 0.000 -0.90 2024-12-01
FATE241220P00002000 FATE PUT Long 2.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.21 -0.81 $-0.90 -0.40 0.43 0.26 0.05 2.27 3.17 -0.21 $-21.00 26.00 12 20.0 1091.000 -0.90 2024-11-30
FATE241220P00002000 FATE PUT Long 2.00 None $-0.21 -0.81 $-0.90 -0.40 0.38 0.26 0.05 2.27 3.17 -0.21 $-21.00 26.00 10 56.0 1071.000 -0.90 2024-11-28
FATE241220P00002000 FATE PUT Long 2.00 None $-0.04 -0.15 $-0.79 -0.35 0.83 0.26 0.22 2.27 3.06 -0.04 $-4.00 26.00 9 19.0 1071.000 -0.79 2024-11-27
FATE241220P00002000 FATE PUT Long 2.00 None $-0.04 -0.15 $-0.41 -0.18 0.58 0.26 0.22 2.27 2.68 -0.04 $-4.00 26.00 8 19.0 1057.000 -0.41 2024-11-26
FATE241220P00002000 FATE PUT Long 2.00 None $-0.01 -0.04 $-0.15 -0.07 0.61 0.26 0.25 2.27 2.42 -0.01 $-1.00 26.00 7 54.0 1031.000 -0.15 2024-11-25
FATE241220P00002000 FATE PUT Long 2.00 None $-0.01 -0.04 $-0.02 -0.01 0.44 0.26 0.25 2.27 2.29 -0.01 $-1.00 26.00 6 47.0 989.000 -0.02 2024-11-24
FATE241220P00002000 FATE PUT Long 2.00 None $-0.01 -0.04 $-0.02 -0.01 0.37 0.26 0.25 2.27 2.29 -0.01 $-1.00 26.00 5 47.0 989.000 -0.02 2024-11-23
FATE241220P00002000 FATE PUT Long 2.00 Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.01; Exit EQ PnL: -0.07 $-0.01 -0.04 $-0.02 -0.01 0.23 0.26 0.25 2.27 2.29 -0.01 $-1.00 26.00 4 16.0 989.000 -0.02 2024-11-22
FATE241220P00002000 FATE PUT Long 2.00 None $0.09 0.35 $0.20 0.09 0.09 0.26 0.35 2.27 2.07 0.09 $9.00 26.00 3 50.0 1037.000 0.20 2024-11-21
FATE241220P00002000 FATE PUT Long 2.00 None $0.04 0.15 $0.05 0.02 0.19 0.26 0.30 2.27 2.22 0.04 $4.00 26.00 2 3.0 1036.000 0.05 2024-11-20
FATE241220P00002000 FATE PUT Long 2.00 None $0.04 0.15 $0.09 0.04 0.24 0.26 0.30 2.27 2.18 0.04 $4.00 26.00 1 149.0 1036.000 0.09 2024-11-19
FATE241220P00002000 FATE PUT Long 2.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.26 0.26 2.27 2.27 0.00 $0.00 26.00 0 1280.0 3.000 -0.00 2024-11-18

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