EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: FWRD240621C00020000

View in yFinance: FWRD

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
2024-05-09	FWRD	FWRD240621C00020000	20.00	56.0	4.000	0.798	0.341	0.0	3.2	0.020	0.630	3.770	0.45	16.76	2024-06-21	CALL	Long	0.301	0.385	-0.221

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	FWRD	0.727	0.089	0.315	0.190	0.089	-0.057	32.09	0.122	0.0000	12.25	65.78	21	1y	36.42

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
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$1.63	3.62	$4.22	0.25	0.82	0.45	2.08	16.76	20.98	1.63	$163.00	45.00	40	1.0	567.000	4.22	2024-06-18
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$1.63	3.62	$4.74	0.28	0.33	0.45	2.08	16.76	21.50	1.63	$163.00	45.00	39	1.0	568.000	4.74	2024-06-17
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.35	0.78	$4.12	0.25	-0.08	0.45	0.80	16.76	20.88	0.35	$35.00	45.00	36	3.0	570.000	4.12	2024-06-14
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$2.60	5.78	$3.46	0.21	0.18	0.45	3.05	16.76	20.22	2.60	$260.00	45.00	35	7.0	570.000	3.46	2024-06-13
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$2.60	5.78	$4.24	0.25	0.69	0.45	3.05	16.76	21.00	2.60	$260.00	45.00	34	7.0	572.000	4.24	2024-06-12
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$2.55	5.67	$4.21	0.25	0.76	0.45	3.00	16.76	20.97	2.55	$255.00	45.00	33	7.0	572.000	4.21	2024-06-11
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$2.55	5.67	$4.95	0.30	0.14	0.45	3.00	16.76	21.71	2.55	$255.00	45.00	32	7.0	577.000	4.95	2024-06-10
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$1.45	3.22	$3.91	0.23	-0.20	0.45	1.90	16.76	20.67	1.45	$145.00	45.00	31	122.0	548.000	3.91	2024-06-09
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$1.55	3.44	$3.91	0.23	0.93	0.45	2.00	16.76	20.67	1.55	$155.00	45.00	29	120.0	548.000	3.91	2024-06-07
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.80	1.78	$2.59	0.15	-0.08	0.45	1.25	16.76	19.35	0.80	$80.00	45.00	28	100.0	448.000	2.59	2024-06-06
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$1.05	2.33	$2.48	0.15	-0.06	0.45	1.50	16.76	19.24	1.05	$105.00	45.00	27	338.0	360.000	2.48	2024-06-05
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.76	1.69	$1.91	0.11	0.29	0.45	1.21	16.76	18.67	0.76	$76.00	45.00	26	116.0	304.000	1.91	2024-06-04
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.37	0.82	$0.47	0.03	0.31	0.45	0.82	16.76	17.23	0.37	$37.00	45.00	25	29.0	266.000	0.47	2024-06-03
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.47	1.04	$0.04	0.00	0.37	0.45	0.92	16.76	16.80	0.47	$47.00	45.00	22	20.0	266.000	0.04	2024-05-31
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.40	0.89	$-0.02	-0.00	0.10	0.45	0.85	16.76	16.74	0.40	$40.00	45.00	21	44.0	223.000	-0.02	2024-05-30
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.19	-0.42	$-2.43	-0.14	0.51	0.45	0.26	16.76	14.33	-0.19	$-19.00	45.00	20	11.0	222.000	-2.43	2024-05-29
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.05	0.11	$-1.76	-0.11	0.51	0.45	0.50	16.76	15.00	0.05	$5.00	45.00	19	157.0	90.000	-1.76	2024-05-28
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.40	-0.89	$-4.43	-0.26	0.37	0.45	0.05	16.76	12.33	-0.40	$-40.00	45.00	18	1.0	90.000	-4.43	2024-05-27
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.40	-0.89	$-4.43	-0.26	0.26	0.45	0.05	16.76	12.33	-0.40	$-40.00	45.00	15	1.0	90.000	-4.43	2024-05-24
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.40	-0.89	$-4.26	-0.25	0.31	0.45	0.05	16.76	12.50	-0.40	$-40.00	45.00	14	1.0	89.000	-4.26	2024-05-23
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.32	-0.71	$-4.51	-0.27	0.23	0.45	0.13	16.76	12.25	-0.32	$-32.00	45.00	13	32.0	68.000	-4.51	2024-05-22
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.30	-0.67	$-4.20	-0.25	0.17	0.45	0.15	16.76	12.56	-0.30	$-30.00	45.00	12	1.0	68.000	-4.20	2024-05-21
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.35	-0.78	$-3.26	-0.19	-0.55	0.45	0.10	16.76	13.50	-0.35	$-35.00	45.00	11	15.0	0.000	-3.26	2024-05-20
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.25	-0.56	$-2.48	-0.15	0.02	0.45	0.20	16.76	14.28	-0.25	$-25.00	45.00	10	3.0	54.000	-2.48	2024-05-19
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.25	-0.56	$-2.48	-0.15	0.01	0.45	0.20	16.76	14.28	-0.25	$-25.00	45.00	9	3.0	54.000	-2.48	2024-05-18
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.25	-0.56	$-2.48	-0.15	0.00	0.45	0.20	16.76	14.28	-0.25	$-25.00	45.00	8	3.0	54.000	-2.48	2024-05-17
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.07	-0.16	$-2.35	-0.14	-0.04	0.45	0.38	16.76	14.41	-0.07	$-7.00	45.00	6	45.0	54.000	-2.35	2024-05-15
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$-0.07	-0.16	$-1.94	-0.12	-0.07	0.45	0.38	16.76	14.82	-0.07	$-7.00	45.00	5	45.0	57.000	-1.94	2024-05-14
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.17	0.38	$-0.60	-0.04	-0.05	0.45	0.62	16.76	16.16	0.17	$17.00	45.00	4	16.0	57.000	-0.60	2024-05-13
FWRD240621C00020000	FWRD	CALL	Long	20.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.25; Exit EQ PnL: -1.32	$-0.25	-0.56	$-1.32	-0.08	-0.55	0.45	0.20	16.76	15.44	-0.25	$-25.00	45.00	3	20.0	57.000	-1.32	2024-05-12
FWRD240621C00020000	FWRD	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	0.00	0.45	0.45	16.76	16.76	0.00	$0.00	45.00	0	56.0	4.000	0.00	2024-05-09

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