EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: GFS241220P00040000

View in yFinance: GFS

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
2024-11-05	GFS	GFS241220P00040000	40.00	9.0	72.000	0.507	0.233	2.3	0.5	-0.010	3.640	1.850	2.26	41.53	2024-12-20	PUT	Long	0.205	0.250	0.149

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	GFS	1.000	0.087	0.230	0.119	0.087	-0.143	43.86	0.138	0.0000	36.01	62.24	21	1y	40.69

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
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.10	-0.93	$0.07	0.00	-0.08	2.25	0.15	41.37	41.30	-2.10	$-210.00	225.00	44	3.0	588.000	0.07	2024-12-19
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.16	-0.96	$-1.02	-0.02	0.08	2.25	0.09	41.37	42.39	-2.16	$-216.00	225.00	43	2.0	588.000	-1.02	2024-12-18
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.16	-0.96	$-2.49	-0.06	0.08	2.25	0.09	41.37	43.86	-2.16	$-216.00	225.00	42	2.0	588.000	-2.49	2024-12-17
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.16	-0.96	$-2.56	-0.06	0.07	2.25	0.09	41.37	43.93	-2.16	$-216.00	225.00	41	2.0	588.000	-2.56	2024-12-16
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.16	-0.96	$-2.51	-0.06	-0.06	2.25	0.09	41.37	43.88	-2.16	$-216.00	225.00	38	2.0	588.000	-2.51	2024-12-13
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.15	-0.96	$-2.61	-0.06	-0.07	2.25	0.10	41.37	43.98	-2.15	$-215.00	225.00	37	1.0	588.000	-2.61	2024-12-12
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.15	-0.96	$-2.48	-0.06	-0.10	2.25	0.10	41.37	43.85	-2.15	$-215.00	225.00	36	1.0	588.000	-2.48	2024-12-11
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.15	-0.96	$-2.83	-0.07	-0.06	2.25	0.10	41.37	44.20	-2.15	$-215.00	225.00	35	1.0	588.000	-2.83	2024-12-10
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.22	-0.99	$-3.67	-0.09	-0.02	2.25	0.03	41.37	45.04	-2.22	$-222.00	225.00	34	7.0	589.000	-3.67	2024-12-09
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.10	-0.93	$-3.51	-0.08	-0.03	2.25	0.15	41.37	44.88	-2.10	$-210.00	225.00	33	4.0	593.000	-3.51	2024-12-08
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.10	-0.93	$-3.51	-0.08	-0.08	2.25	0.15	41.37	44.88	-2.10	$-210.00	225.00	31	4.0	593.000	-3.51	2024-12-06
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.05	-0.91	$-2.91	-0.07	-0.10	2.25	0.20	41.37	44.28	-2.05	$-205.00	225.00	30	2.0	594.000	-2.91	2024-12-05
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.05	-0.91	$-3.01	-0.07	-0.08	2.25	0.20	41.37	44.38	-2.05	$-205.00	225.00	29	2.0	592.000	-3.01	2024-12-04
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.03	-0.90	$-3.26	-0.08	-0.07	2.25	0.22	41.37	44.63	-2.03	$-203.00	225.00	28	1.0	592.000	-3.26	2024-12-03
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.03	-0.90	$-3.75	-0.09	-0.06	2.25	0.22	41.37	45.12	-2.03	$-203.00	225.00	27	11.0	595.000	-3.75	2024-12-02
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.80	-0.80	$-1.88	-0.05	-0.44	2.25	0.45	41.37	43.25	-1.80	$-180.00	225.00	26	11.0	0.000	-1.88	2024-12-01
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.80	-0.80	$-1.88	-0.05	-0.09	2.25	0.45	41.37	43.25	-1.80	$-180.00	225.00	25	11.0	0.000	-1.88	2024-11-30
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.80	-0.80	$-1.48	-0.04	0.02	2.25	0.45	41.37	42.85	-1.80	$-180.00	225.00	23	9.0	583.000	-1.48	2024-11-28
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.95	-0.87	$-2.74	-0.07	-0.10	2.25	0.30	41.37	44.11	-1.95	$-195.00	225.00	22	2.0	583.000	-2.74	2024-11-27
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.95	-0.87	$-2.74	-0.07	-0.11	2.25	0.30	41.37	44.11	-1.95	$-195.00	225.00	21	2.0	581.000	-2.74	2024-11-26
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-2.00	-0.89	$-3.58	-0.09	-0.09	2.25	0.25	41.37	44.95	-2.00	$-200.00	225.00	20	14.0	588.000	-3.58	2024-11-25
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.60	-0.71	$-1.43	-0.03	-0.09	2.25	0.65	41.37	42.80	-1.60	$-160.00	225.00	19	7.0	588.000	-1.43	2024-11-24
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.60	-0.71	$-1.43	-0.03	-0.10	2.25	0.65	41.37	42.80	-1.60	$-160.00	225.00	18	7.0	588.000	-1.43	2024-11-23
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.60	-0.71	$-1.43	-0.03	-0.10	2.25	0.65	41.37	42.80	-1.60	$-160.00	225.00	17	7.0	588.000	-1.43	2024-11-22
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.45	-0.64	$-0.63	-0.02	-0.12	2.25	0.80	41.37	42.00	-1.45	$-145.00	225.00	16	28.0	592.000	-0.63	2024-11-21
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.00	-0.44	$-0.29	-0.01	-0.12	2.25	1.25	41.37	41.66	-1.00	$-100.00	225.00	15	4.0	588.000	-0.29	2024-11-20
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.30	-0.58	$-1.01	-0.02	-0.11	2.25	0.95	41.37	42.38	-1.30	$-130.00	225.00	14	4.0	592.000	-1.01	2024-11-19
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.30	-0.58	$-1.04	-0.03	-0.11	2.25	0.95	41.37	42.41	-1.30	$-130.00	225.00	13	19.0	583.000	-1.04	2024-11-18
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-0.90	-0.40	$0.08	0.00	-0.10	2.25	1.35	41.37	41.29	-0.90	$-90.00	225.00	12	23.0	577.000	0.08	2024-11-17
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-0.90	-0.40	$0.08	0.00	-0.10	2.25	1.35	41.37	41.29	-0.90	$-90.00	225.00	11	23.0	577.000	0.08	2024-11-16
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-0.90	-0.40	$0.08	0.00	-0.12	2.25	1.35	41.37	41.29	-0.90	$-90.00	225.00	10	23.0	577.000	0.08	2024-11-15
GFS241220P00040000	GFS	PUT	Long	40.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.35	-0.60	$-1.38	-0.03	-0.11	2.25	0.90	41.37	42.75	-1.35	$-135.00	225.00	9	47.0	554.000	-1.38	2024-11-14
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.20	-0.53	$-1.04	-0.03	-0.12	2.25	1.05	41.37	42.41	-1.20	$-120.00	225.00	8	25.0	533.000	-1.04	2024-11-13
GFS241220P00040000	GFS	PUT	Long	40.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.10	-0.49	$-0.72	-0.02	-0.10	2.25	1.15	41.37	42.09	-1.10	$-110.00	225.00	7	31.0	513.000	-0.72	2024-11-12
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.20	-0.53	$-1.33	-0.03	-0.11	2.25	1.05	41.37	42.70	-1.20	$-120.00	225.00	6	116.0	402.000	-1.33	2024-11-11
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.30	-0.58	$-2.61	-0.06	-0.09	2.25	0.95	41.37	43.98	-1.30	$-130.00	225.00	5	284.0	181.000	-2.61	2024-11-10
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.30	-0.58	$-2.61	-0.06	-0.09	2.25	0.95	41.37	43.98	-1.30	$-130.00	225.00	4	284.0	181.000	-2.61	2024-11-09
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.30	-0.58	$-2.09	-0.05	-0.09	2.25	0.95	41.37	43.46	-1.30	$-130.00	225.00	3	283.0	181.000	-2.09	2024-11-08
GFS241220P00040000	GFS	PUT	Long	40.00	None	$-1.60	-0.71	$-3.90	-0.09	-0.09	2.25	0.65	41.37	45.27	-1.60	$-160.00	225.00	2	251.0	45.000	-3.90	2024-11-07
GFS241220P00040000	GFS	PUT	Long	40.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.75	-0.78	$-5.42	-0.13	-0.07	2.25	0.50	41.37	46.79	-1.75	$-175.00	225.00	1	61.0	71.000	-5.42	2024-11-06
GFS241220P00040000	GFS	PUT	Long	40.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.25	2.25	41.37	41.37	0.00	$0.00	225.00	0	13.0	72.000	-0.00	2024-11-05

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