EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: GDRX231215C00005000

View in yFinance: GDRX

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
2023-11-09	GDRX	GDRX231215C00005000	5.00	88.0	52.000	0.617	0.261	0.0	0.6	0.020	0.120	0.660	0.13	4.44	2023-12-15	CALL	Long	0.209	0.292	-0.188

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	GDRX	0.727	0.071	0.257	0.172	0.165	-0.062	4.46	-0.012	0.0000	4.15	9.05	21	1y	5.78

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
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$1.15	8.85	$1.86	0.42	0.38	0.13	1.28	4.44	6.30	1.15	$115.00	13.00	35	8.0	222.000	1.86	2023-12-14
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.92	7.08	$1.64	0.37	1.28	0.13	1.05	4.44	6.08	0.92	$92.00	13.00	34	10.0	222.000	1.64	2023-12-13
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.62	4.77	$1.28	0.29	0.91	0.13	0.75	4.44	5.72	0.62	$62.00	13.00	33	40.0	189.000	1.28	2023-12-12
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.72	5.54	$1.37	0.31	1.09	0.13	0.85	4.44	5.81	0.72	$72.00	13.00	32	2.0	189.000	1.37	2023-12-11
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.78	6.00	$1.53	0.34	0.77	0.13	0.91	4.44	5.97	0.78	$78.00	13.00	29	3.0	190.000	1.53	2023-12-08
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.82	6.31	$1.50	0.34	0.78	0.13	0.95	4.44	5.94	0.82	$82.00	13.00	28	2.0	190.000	1.50	2023-12-07
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.57	4.38	$1.56	0.35	1.61	0.13	0.70	4.44	6.00	0.57	$57.00	13.00	27	0.0	190.000	1.56	2023-12-06
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.57	4.38	$1.65	0.37	0.73	0.13	0.70	4.44	6.09	0.57	$57.00	13.00	26	0.0	196.000	1.65	2023-12-05
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$1.56	12.00	$2.06	0.46	1.11	0.13	1.69	4.44	6.50	1.56	$156.00	13.00	25	0.0	197.000	2.06	2023-12-04
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$1.27	9.77	$1.93	0.43	1.02	0.13	1.40	4.44	6.37	1.27	$127.00	13.00	24	0.0	202.000	1.93	2023-12-03
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$1.27	9.77	$1.93	0.43	0.98	0.13	1.40	4.44	6.37	1.27	$127.00	13.00	23	0.0	202.000	1.93	2023-12-02
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$1.27	9.77	$1.93	0.43	0.94	0.13	1.40	4.44	6.37	1.27	$127.00	13.00	22	0.0	202.000	1.93	2023-12-01
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.97	7.46	$1.55	0.35	0.75	0.13	1.10	4.44	5.99	0.97	$97.00	13.00	21	0.0	201.000	1.55	2023-11-30
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.72	5.54	$1.36	0.31	0.62	0.13	0.85	4.44	5.80	0.72	$72.00	13.00	20	0.0	201.000	1.36	2023-11-29
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.88	6.77	$1.53	0.34	0.67	0.13	1.01	4.44	5.97	0.88	$88.00	13.00	19	0.0	201.000	1.53	2023-11-28
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.77	5.92	$1.39	0.31	0.87	0.13	0.90	4.44	5.83	0.77	$77.00	13.00	18	0.0	201.000	1.39	2023-11-27
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.77	5.92	$1.45	0.33	0.59	0.13	0.90	4.44	5.89	0.77	$77.00	13.00	15	0.0	0.000	1.45	2023-11-24
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.72	5.54	$1.40	0.32	-0.12	0.13	0.85	4.44	5.84	0.72	$72.00	13.00	14	0.0	0.000	1.40	2023-11-23
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.87	6.69	$1.39	0.31	0.48	0.13	1.00	4.44	5.83	0.87	$87.00	13.00	13	0.0	196.000	1.39	2023-11-22
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.58	4.46	$1.15	0.26	0.41	0.13	0.71	4.44	5.59	0.58	$58.00	13.00	12	0.0	199.000	1.15	2023-11-21
GDRX231215C00005000	GDRX	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.62	4.77	$1.32	0.30	0.49	0.13	0.75	4.44	5.76	0.62	$62.00	13.00	11	0.0	195.000	1.32	2023-11-20
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.32	2.46	$0.79	0.18	0.46	0.13	0.45	4.44	5.23	0.32	$32.00	13.00	10	0.0	190.000	0.79	2023-11-19
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.32	2.46	$0.79	0.18	0.44	0.13	0.45	4.44	5.23	0.32	$32.00	13.00	8	0.0	190.000	0.79	2023-11-17
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.19	1.46	$0.76	0.17	0.38	0.13	0.32	4.44	5.20	0.19	$19.00	13.00	7	0.0	178.000	0.76	2023-11-16
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.29	2.23	$0.84	0.19	0.46	0.13	0.42	4.44	5.28	0.29	$29.00	13.00	6	0.0	168.000	0.84	2023-11-15
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.17	1.31	$0.55	0.12	0.44	0.13	0.30	4.44	4.99	0.17	$17.00	13.00	5	0.0	167.000	0.55	2023-11-14
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.12	0.92	$0.27	0.06	0.43	0.13	0.25	4.44	4.71	0.12	$12.00	13.00	4	0.0	158.000	0.27	2023-11-13
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.02	0.15	$0.35	0.08	0.42	0.13	0.15	4.44	4.79	0.02	$2.00	13.00	1	0.0	58.000	0.35	2023-11-10
GDRX231215C00005000	GDRX	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.13	0.13	4.44	4.44	0.00	$0.00	13.00	0	0.0	0.000	0.00	2023-11-09

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