EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: GH241220P00025000

View in yFinance: GH

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
2024-11-07	GH	GH241220P00025000	25.00	32.0	2.000	0.574	0.282	4.5	0.0	-0.010	4.950	0.510	0.50	29.31	2024-12-20	PUT	Long	0.271	0.299	0.130

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	GH	0.727	0.116	0.226	0.182	0.147	-0.066	34.84	-0.850	0.0000	16.07	38.11	21	1y	24.54

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
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-2.54	-0.09	2.10	0.80	0.05	28.59	31.13	-0.75	$-75.00	80.00	42	5.0	2523.000	-2.54	2024-12-19
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-3.77	-0.13	1.18	0.80	0.05	28.59	32.36	-0.75	$-75.00	80.00	41	5.0	2523.000	-3.77	2024-12-18
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-6.25	-0.22	1.68	0.80	0.05	28.59	34.84	-0.75	$-75.00	80.00	40	5.0	2523.000	-6.25	2024-12-17
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-7.03	-0.25	1.07	0.80	0.05	28.59	35.62	-0.75	$-75.00	80.00	39	5.0	2523.000	-7.03	2024-12-16
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-6.17	-0.22	0.46	0.80	0.05	28.59	34.76	-0.75	$-75.00	80.00	36	5.0	2523.000	-6.17	2024-12-13
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-6.35	-0.22	1.10	0.80	0.05	28.59	34.94	-0.75	$-75.00	80.00	35	5.0	2523.000	-6.35	2024-12-12
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-7.07	-0.25	1.08	0.80	0.05	28.59	35.66	-0.75	$-75.00	80.00	34	5.0	2523.000	-7.07	2024-12-11
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-6.94	-0.24	0.99	0.80	0.05	28.59	35.53	-0.75	$-75.00	80.00	33	5.0	2523.000	-6.94	2024-12-10
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-7.78	-0.27	1.10	0.80	0.05	28.59	36.37	-0.75	$-75.00	80.00	32	5.0	2523.000	-7.78	2024-12-09
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-8.28	-0.29	1.16	0.80	0.05	28.59	36.87	-0.75	$-75.00	80.00	31	5.0	2523.000	-8.28	2024-12-08
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-8.28	-0.29	0.86	0.80	0.05	28.59	36.87	-0.75	$-75.00	80.00	29	5.0	2523.000	-8.28	2024-12-06
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-8.52	-0.30	0.64	0.80	0.05	28.59	37.11	-0.75	$-75.00	80.00	28	5.0	2523.000	-8.52	2024-12-05
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.75	-0.94	$-9.52	-0.33	0.38	0.80	0.05	28.59	38.11	-0.75	$-75.00	80.00	27	15.0	2523.000	-9.52	2024-12-04
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.70	-0.88	$-7.19	-0.25	0.43	0.80	0.10	28.59	35.78	-0.70	$-70.00	80.00	26	1.0	2523.000	-7.19	2024-12-03
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.70	-0.88	$-6.93	-0.24	0.53	0.80	0.10	28.59	35.52	-0.70	$-70.00	80.00	25	7.0	2523.000	-6.93	2024-12-02
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.70	-0.88	$-7.02	-0.25	-0.08	0.80	0.10	28.59	35.61	-0.70	$-70.00	80.00	24	7.0	0.000	-7.02	2024-12-01
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.70	-0.88	$-7.02	-0.25	0.34	0.80	0.10	28.59	35.61	-0.70	$-70.00	80.00	23	7.0	0.000	-7.02	2024-11-30
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.70	-0.88	$-6.51	-0.23	0.62	0.80	0.10	28.59	35.10	-0.70	$-70.00	80.00	21	1.0	2523.000	-6.51	2024-11-28
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.70	-0.88	$-6.39	-0.22	0.54	0.80	0.10	28.59	34.98	-0.70	$-70.00	80.00	20	1.0	2523.000	-6.39	2024-11-27
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.70	-0.88	$-5.78	-0.20	0.14	0.80	0.10	28.59	34.37	-0.70	$-70.00	80.00	19	1.0	2523.000	-5.78	2024-11-26
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.62	-0.78	$-6.81	-0.24	0.36	0.80	0.18	28.59	35.40	-0.62	$-62.00	80.00	18	10.0	2523.000	-6.81	2024-11-25
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.62	-0.78	$-4.06	-0.14	0.12	0.80	0.18	28.59	32.65	-0.62	$-62.00	80.00	17	10.0	2533.000	-4.06	2024-11-24
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.62	-0.78	$-4.06	-0.14	0.09	0.80	0.18	28.59	32.65	-0.62	$-62.00	80.00	16	10.0	2533.000	-4.06	2024-11-23
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.62	-0.78	$-4.06	-0.14	0.10	0.80	0.18	28.59	32.65	-0.62	$-62.00	80.00	15	10.0	2533.000	-4.06	2024-11-22
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.50	-0.62	$-2.39	-0.08	0.03	0.80	0.30	28.59	30.98	-0.50	$-50.00	80.00	14	1000.0	2533.000	-2.39	2024-11-21
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.50	-0.62	$-2.09	-0.07	0.03	0.80	0.30	28.59	30.68	-0.50	$-50.00	80.00	13	1000.0	2533.000	-2.09	2024-11-20
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.45	-0.56	$-2.09	-0.07	0.05	0.80	0.35	28.59	30.68	-0.45	$-45.00	80.00	12	14.0	2523.000	-2.09	2024-11-19
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.25	-0.31	$-0.37	-0.01	-0.05	0.80	0.55	28.59	28.96	-0.25	$-25.00	80.00	11	491.0	3011.000	-0.37	2024-11-18
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.25	-0.31	$-0.52	-0.02	0.03	0.80	0.55	28.59	29.11	-0.25	$-25.00	80.00	10	8.0	3011.000	-0.52	2024-11-17
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.25	-0.31	$-0.52	-0.02	0.02	0.80	0.55	28.59	29.11	-0.25	$-25.00	80.00	9	8.0	3011.000	-0.52	2024-11-16
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.25	-0.31	$-0.52	-0.02	-0.01	0.80	0.55	28.59	29.11	-0.25	$-25.00	80.00	8	8.0	3011.000	-0.52	2024-11-15
GH241220P00025000	GH	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.50	-0.62	$-1.62	-0.06	-0.06	0.80	0.30	28.59	30.21	-0.50	$-50.00	80.00	7	5.0	3011.000	-1.62	2024-11-14
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.50	-0.62	$-3.02	-0.11	-0.00	0.80	0.30	28.59	31.61	-0.50	$-50.00	80.00	6	3.0	3011.000	-3.02	2024-11-13
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.19	-0.24	$-1.14	-0.04	0.06	0.80	0.61	28.59	29.73	-0.19	$-19.00	80.00	5	7.0	3011.000	-1.14	2024-11-12
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.05	-0.06	$-0.77	-0.03	0.09	0.80	0.75	28.59	29.36	-0.05	$-5.00	80.00	4	2000.0	1011.000	-0.77	2024-11-11
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.15	-0.19	$-0.02	-0.00	-0.02	0.80	0.65	28.59	28.61	-0.15	$-15.00	80.00	3	992.0	33.000	-0.02	2024-11-10
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.15	-0.19	$-0.02	-0.00	-0.03	0.80	0.65	28.59	28.61	-0.15	$-15.00	80.00	2	992.0	33.000	-0.02	2024-11-09
GH241220P00025000	GH	PUT	Long	25.00	None	$-0.13	-0.16	$-0.15	-0.01	-0.02	0.80	0.67	28.59	28.74	-0.13	$-13.00	80.00	1	841.0	33.000	-0.15	2024-11-08
GH241220P00025000	GH	PUT	Long	25.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	0.80	0.80	28.59	28.59	0.00	$0.00	80.00	0	36.0	2.000	-0.00	2024-11-07

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