EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: GEVO241018P00000500

View in yFinance: GEVO

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
2024-08-23	GEVO	GEVO241018P00000500	0.50	50.0	90.000	1.250	0.456	0.3	0.0	0.000	0.350	0.020	0.05	0.83	2024-10-18	PUT	Long	0.427	0.445	0.134
2024-08-26	GEVO	GEVO241018P00000500	0.50	20.0	90.000	1.469	0.473	0.5	0.0	0.000	0.470	0.020	0.05	0.94	2024-10-18	PUT	Long	0.447	0.451	0.066

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	GEVO	0.727	0.170	0.467	0.278	0.238	-0.195	1.57	-3.850	0.0000	0.50	3.29	21	1y	2.30

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
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-1.44	-1.76	9.53	0.05	0.02	0.82	2.26	-0.03	$-3.00	5.00	54	5.0	112.000	-1.44	2024-10-16
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-1.18	-1.44	6.66	0.05	0.02	0.82	2.00	-0.03	$-3.00	5.00	52	5.0	112.000	-1.18	2024-10-14
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-1.24	-1.51	5.16	0.05	0.02	0.82	2.06	-0.03	$-3.00	5.00	49	5.0	112.000	-1.24	2024-10-11
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-1.09	-1.33	4.53	0.05	0.02	0.82	1.91	-0.03	$-3.00	5.00	48	5.0	112.000	-1.09	2024-10-10
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-1.15	-1.40	4.28	0.05	0.02	0.82	1.97	-0.03	$-3.00	5.00	47	5.0	112.000	-1.15	2024-10-09
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-1.02	-1.24	3.66	0.05	0.02	0.82	1.84	-0.03	$-3.00	5.00	45	5.0	112.000	-1.02	2024-10-07
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.86	-1.05	3.09	0.05	0.02	0.82	1.68	-0.03	$-3.00	5.00	43	5.0	112.000	-0.86	2024-10-05
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.86	-1.05	2.97	0.05	0.02	0.82	1.68	-0.03	$-3.00	5.00	42	5.0	112.000	-0.86	2024-10-04
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.81	-0.99	2.75	0.05	0.02	0.82	1.63	-0.03	$-3.00	5.00	41	5.0	112.000	-0.81	2024-10-03
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.71	-0.87	2.53	0.05	0.02	0.82	1.53	-0.03	$-3.00	5.00	40	5.0	112.000	-0.71	2024-10-02
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.69	-0.84	2.41	0.05	0.02	0.82	1.51	-0.03	$-3.00	5.00	39	5.0	112.000	-0.69	2024-10-01
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.81	-0.99	2.41	0.05	0.02	0.82	1.63	-0.03	$-3.00	5.00	38	5.0	112.000	-0.81	2024-09-30
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.89	-1.09	-0.72	0.05	0.02	0.82	1.71	-0.03	$-3.00	5.00	37	5.0	112.000	-0.89	2024-09-29
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.89	-1.09	2.34	0.05	0.02	0.82	1.71	-0.03	$-3.00	5.00	36	5.0	112.000	-0.89	2024-09-28
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.89	-1.09	2.28	0.05	0.02	0.82	1.71	-0.03	$-3.00	5.00	35	5.0	112.000	-0.89	2024-09-27
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.64	-0.78	1.91	0.05	0.02	0.82	1.46	-0.03	$-3.00	5.00	34	5.0	112.000	-0.64	2024-09-26
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.56	-0.68	1.72	0.05	0.02	0.82	1.38	-0.03	$-3.00	5.00	33	5.0	112.000	-0.56	2024-09-25
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.60	-0.73	1.72	0.05	0.02	0.82	1.42	-0.03	$-3.00	5.00	32	5.0	112.000	-0.60	2024-09-24
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.65	-0.79	1.72	0.05	0.02	0.82	1.47	-0.03	$-3.00	5.00	31	5.0	112.000	-0.65	2024-09-23
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.52	-0.63	-0.72	0.05	0.02	0.82	1.34	-0.03	$-3.00	5.00	30	5.0	0.000	-0.52	2024-09-22
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.52	-0.63	1.41	0.05	0.02	0.82	1.34	-0.03	$-3.00	5.00	28	5.0	112.000	-0.52	2024-09-20
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.53	-0.65	1.41	0.05	0.02	0.82	1.35	-0.03	$-3.00	5.00	27	5.0	112.000	-0.53	2024-09-19
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.68	-0.83	1.53	0.05	0.02	0.82	1.50	-0.03	$-3.00	5.00	26	5.0	112.000	-0.68	2024-09-18
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.78	-0.95	1.59	0.05	0.02	0.82	1.60	-0.03	$-3.00	5.00	25	5.0	112.000	-0.78	2024-09-17
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.03	-0.60	$-0.56	-0.68	1.28	0.05	0.02	0.82	1.38	-0.03	$-3.00	5.00	24	5.0	112.000	-0.56	2024-09-16
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.02	-0.40	$-0.35	-0.43	1.00	0.05	0.03	0.82	1.17	-0.02	$-2.00	5.00	22	11.0	111.000	-0.35	2024-09-14
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.02	-0.40	$-0.35	-0.43	0.94	0.05	0.03	0.82	1.17	-0.02	$-2.00	5.00	21	11.0	111.000	-0.35	2024-09-13
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$-0.01	-0.20	$-0.10	-0.12	0.53	0.05	0.04	0.82	0.92	-0.01	$-1.00	5.00	20	1.0	111.000	-0.10	2024-09-12
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.08	0.10	0.09	0.05	0.05	0.82	0.74	0.00	$0.00	5.00	19	1.0	111.000	0.08	2024-09-11
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.13	0.16	-0.03	0.05	0.05	0.82	0.69	0.00	$0.00	5.00	18	1.0	111.000	0.13	2024-09-10
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.11	0.13	-0.03	0.05	0.05	0.82	0.71	0.00	$0.00	5.00	17	1.0	111.000	0.11	2024-09-09
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.09	0.11	0.00	0.05	0.05	0.82	0.73	0.00	$0.00	5.00	14	1.0	111.000	0.09	2024-09-06
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.08	0.10	0.00	0.05	0.05	0.82	0.74	0.00	$0.00	5.00	13	1.0	111.000	0.08	2024-09-05
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.10	0.12	-0.06	0.05	0.05	0.82	0.72	0.00	$0.00	5.00	12	1.0	111.000	0.10	2024-09-04
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.04	0.06	0.05	0.05	0.82	0.79	0.00	$0.00	5.00	8	1.0	111.000	0.03	2024-08-31
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.03	0.04	0.03	0.05	0.05	0.82	0.79	0.00	$0.00	5.00	7	1.0	111.000	0.03	2024-08-30
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$0.02	0.02	0.06	0.05	0.05	0.82	0.80	0.00	$0.00	5.00	6	1.0	111.000	0.02	2024-08-29
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.07	-0.09	0.22	0.05	0.05	0.82	0.89	0.00	$0.00	5.00	5	1.0	111.000	-0.07	2024-08-28
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.08	-0.10	-0.72	0.05	0.05	0.82	0.90	0.00	$0.00	5.00	4	20.0	110.000	-0.08	2024-08-27
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.05	-0.06	0.53	0.05	0.05	0.82	0.87	0.00	$0.00	5.00	3	20.0	90.000	-0.05	2024-08-26
GEVO241018P00000500	GEVO	PUT	Long	0.50	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.03	0.05	0.05	0.82	0.82	0.00	$0.00	5.00	2	50.0	90.000	-0.00	2024-08-25
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.03	0.05	0.05	0.82	0.82	0.00	$0.00	5.00	1	50.0	90.000	-0.00	2024-08-24
GEVO241018P00000500	GEVO	PUT	Long	0.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.05	0.05	0.82	0.82	0.00	$0.00	5.00	0	50.0	90.000	-0.00	2024-08-23

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