EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: FROG240621C00032500

View in yFinance: FROG

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	FROG	FROG240621C00032500	32.50	157.0	15.000	0.420	0.243	1.3	0.7	0.010	1.970	1.320	2.00	33.01	2024-06-21	CALL	Long	0.323	0.386	-0.187

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	FROG	0.909	0.076	0.360	0.158	0.092	-0.020	31.21	-0.175	0.0000	24.68	47.64	21	1y	30.42

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
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.65	-0.82	$-0.57	-0.02	0.46	2.00	0.35	33.01	32.44	-1.65	$-165.00	200.00	37	76.0	1184.000	-0.57	2024-06-18
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.50	-0.25	$0.70	0.02	0.58	2.00	1.50	33.01	33.71	-0.50	$-50.00	200.00	36	12.0	1181.000	0.70	2024-06-17
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.80	-0.40	$0.65	0.02	0.43	2.00	1.20	33.01	33.66	-0.80	$-80.00	200.00	33	1.0	1180.000	0.65	2024-06-14
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.16	0.08	$0.96	0.03	0.42	2.00	2.16	33.01	33.97	0.16	$16.00	200.00	32	105.0	1180.000	0.96	2024-06-13
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.16	0.08	$1.29	0.04	0.43	2.00	2.16	33.01	34.30	0.16	$16.00	200.00	31	105.0	1231.000	1.29	2024-06-12
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.65	-0.32	$0.28	0.01	0.40	2.00	1.35	33.01	33.29	-0.65	$-65.00	200.00	30	7.0	1235.000	0.28	2024-06-11
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.20	-0.60	$-0.22	-0.01	0.34	2.00	0.80	33.01	32.79	-1.20	$-120.00	200.00	29	10.0	1239.000	-0.22	2024-06-10
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.10	-0.55	$-0.53	-0.02	0.45	2.00	0.90	33.01	32.48	-1.10	$-110.00	200.00	28	43.0	1205.000	-0.53	2024-06-09
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.10	-0.55	$-0.53	-0.02	0.38	2.00	0.90	33.01	32.48	-1.10	$-110.00	200.00	26	43.0	1205.000	-0.53	2024-06-07
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.00	-0.50	$-0.05	-0.00	0.39	2.00	1.00	33.01	32.96	-1.00	$-100.00	200.00	25	76.0	1247.000	-0.05	2024-06-06
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.10	-0.55	$-0.74	-0.02	0.42	2.00	0.90	33.01	32.27	-1.10	$-110.00	200.00	24	12.0	1244.000	-0.74	2024-06-05
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.51	-0.76	$-2.23	-0.07	0.44	2.00	0.49	33.01	30.78	-1.51	$-151.00	200.00	23	24.0	1258.000	-2.23	2024-06-04
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.50	-0.75	$-1.95	-0.06	0.41	2.00	0.50	33.01	31.06	-1.50	$-150.00	200.00	22	309.0	1118.000	-1.95	2024-06-03
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.05	-0.52	$-0.84	-0.03	0.40	2.00	0.95	33.01	32.17	-1.05	$-105.00	200.00	19	112.0	1040.000	-0.84	2024-05-31
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.45	-0.22	$-0.29	-0.01	0.44	2.00	1.55	33.01	32.72	-0.45	$-45.00	200.00	18	46.0	985.000	-0.29	2024-05-30
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.33	0.16	$1.21	0.04	0.44	2.00	2.33	33.01	34.22	0.33	$33.00	200.00	17	190.0	1010.000	1.21	2024-05-29
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.55	-0.28	$-0.43	-0.01	0.41	2.00	1.45	33.01	32.58	-0.55	$-55.00	200.00	16	170.0	875.000	-0.43	2024-05-28
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.45	-0.22	$-0.07	-0.00	0.42	2.00	1.55	33.01	32.94	-0.45	$-45.00	200.00	15	45.0	878.000	-0.07	2024-05-27
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.45	-0.22	$-0.07	-0.00	0.40	2.00	1.55	33.01	32.94	-0.45	$-45.00	200.00	12	45.0	878.000	-0.07	2024-05-24
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.25	-0.12	$0.24	0.01	0.41	2.00	1.75	33.01	33.25	-0.25	$-25.00	200.00	11	116.0	767.000	0.24	2024-05-23
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.25	0.12	$0.45	0.01	0.38	2.00	2.25	33.01	33.46	0.25	$25.00	200.00	10	181.0	709.000	0.45	2024-05-22
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-1.00	-0.50	$-0.57	-0.02	0.37	2.00	1.00	33.01	32.44	-1.00	$-100.00	200.00	9	261.0	475.000	-0.57	2024-05-21
FROG240621C00032500	FROG	CALL	Long	32.50	Exit OP PnL: $-0.35;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $1.65 (EQ: $32.98). Initial OP price was: $2.00 (EQ: $33.01). Surpassed Stop Loss Percentage: -0.175 < -0.16.	$-0.25	-0.12	$0.17	0.01	0.00	2.00	1.75	33.01	33.18	-0.25	$-25.00	200.00	8	101.0	0.000	0.17	2024-05-20
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.05	-0.02	$0.09	0.00	0.41	2.00	1.95	33.01	33.10	-0.05	$-5.00	200.00	7	101.0	296.000	0.09	2024-05-19
FROG240621C00032500	FROG	CALL	Long	32.50	None	$-0.05	-0.02	$0.09	0.00	0.40	2.00	1.95	33.01	33.10	-0.05	$-5.00	200.00	6	101.0	296.000	0.09	2024-05-18
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.03	0.02	$0.09	0.00	0.40	2.00	2.03	33.01	33.10	0.03	$3.00	200.00	5	57.0	296.000	0.09	2024-05-17
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.35	0.18	$0.97	0.03	0.61	2.00	2.35	33.01	33.98	0.35	$35.00	200.00	3	116.0	228.000	0.97	2024-05-15
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.01	0.00	$0.29	0.01	0.44	2.00	2.01	33.01	33.30	0.01	$1.00	200.00	2	110.0	149.000	0.29	2024-05-14
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.87	0.44	$1.09	0.03	0.51	2.00	2.87	33.01	34.10	0.87	$87.00	200.00	1	176.0	155.000	1.09	2024-05-13
FROG240621C00032500	FROG	CALL	Long	32.50	None	$0.00	0.00	$0.00	0.00	0.00	2.00	2.00	33.01	33.01	0.00	$0.00	200.00	0	1.0	155.000	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