EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: GME231229P00015500

View in yFinance: GME

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
2023-11-29	GME	GME231229P00015500	15.50	23.0	5.000	1.367	0.281	0.6	0.3	-0.010	2.300	1.960	2.01	15.79	2023-12-29	PUT	Long	0.288	0.346	0.205

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	GME	0.909	0.105	0.965	0.294	0.192	0.019	31.27	0.001	0.0000	10.01	48.75	21	1y	23.29

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
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.29	-1.00	$-1.82	-0.11	-0.08	2.30	0.01	16.25	18.07	-2.29	$-229.00	230.00	29	135.0	1174.000	-1.82	2023-12-28
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.29	-1.00	$-2.11	-0.13	-0.38	2.30	0.01	16.25	18.36	-2.29	$-229.00	230.00	28	35.0	1183.000	-2.11	2023-12-27
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.27	-0.99	$-1.11	-0.07	-0.68	2.30	0.03	16.25	17.36	-2.27	$-227.00	230.00	27	588.0	881.000	-1.11	2023-12-26
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.23	-0.97	$-0.72	-0.04	-0.76	2.30	0.07	16.25	16.97	-2.23	$-223.00	230.00	26	135.0	797.000	-0.72	2023-12-25
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.23	-0.97	$-0.72	-0.04	-0.86	2.30	0.07	16.25	16.97	-2.23	$-223.00	230.00	24	135.0	797.000	-0.72	2023-12-23
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.23	-0.97	$-0.74	-0.05	-0.89	2.30	0.07	16.25	16.99	-2.23	$-223.00	230.00	23	125.0	797.000	-0.74	2023-12-22
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.16	-0.94	$-0.75	-0.05	-0.81	2.30	0.14	16.25	17.00	-2.16	$-216.00	230.00	22	178.0	729.000	-0.75	2023-12-21
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.22	-0.97	$-1.45	-0.09	-0.75	2.30	0.08	16.25	17.70	-2.22	$-222.00	230.00	21	1.0	602.000	-1.45	2023-12-20
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.20	-0.96	$-1.48	-0.09	-0.73	2.30	0.10	16.25	17.73	-2.20	$-220.00	230.00	20	168.0	497.000	-1.48	2023-12-19
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.18	-0.95	$-1.61	-0.10	-0.68	2.30	0.12	16.25	17.86	-2.18	$-218.00	230.00	19	111.0	410.000	-1.61	2023-12-18
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.03	-0.88	$-1.01	-0.06	-0.71	2.30	0.27	16.25	17.26	-2.03	$-203.00	230.00	17	35.0	394.000	-1.01	2023-12-16
GME231229P00015500	GME	PUT	Long	15.50	None	$-2.03	-0.88	$-1.02	-0.06	-0.73	2.30	0.27	16.25	17.27	-2.03	$-203.00	230.00	16	35.0	394.000	-1.02	2023-12-15
GME231229P00015500	GME	PUT	Long	15.50	None	$-1.99	-0.87	$-1.19	-0.07	-0.68	2.30	0.31	16.25	17.44	-1.99	$-199.00	230.00	15	85.0	349.000	-1.19	2023-12-14
GME231229P00015500	GME	PUT	Long	15.50	None	$-1.72	-0.75	$-0.44	-0.03	-0.60	2.30	0.58	16.25	16.69	-1.72	$-172.00	230.00	14	50.0	335.000	-0.44	2023-12-13
GME231229P00015500	GME	PUT	Long	15.50	None	$-1.21	-0.53	$1.02	0.06	-0.62	2.30	1.09	16.25	15.23	-1.21	$-121.00	230.00	13	5.0	333.000	1.02	2023-12-12
GME231229P00015500	GME	PUT	Long	15.50	None	$-0.95	-0.41	$1.18	0.07	-0.56	2.30	1.35	16.25	15.07	-0.95	$-95.00	230.00	12	263.0	83.000	1.18	2023-12-11
GME231229P00015500	GME	PUT	Long	15.50	None	$-1.02	-0.44	$0.70	0.04	-0.52	2.30	1.28	16.25	15.55	-1.02	$-102.00	230.00	9	65.0	78.000	0.70	2023-12-08
GME231229P00015500	GME	PUT	Long	15.50	None	$-0.75	-0.33	$-0.11	-0.01	-0.23	2.30	1.55	16.25	16.36	-0.75	$-75.00	230.00	8	48.0	72.000	-0.11	2023-12-07
GME231229P00015500	GME	PUT	Long	15.50	None	$-0.08	-0.03	$1.41	0.09	-0.09	2.30	2.22	16.25	14.84	-0.08	$-8.00	230.00	7	0.0	71.000	1.41	2023-12-06
GME231229P00015500	GME	PUT	Long	15.50	None	$-0.03	-0.01	$1.34	0.08	-0.15	2.30	2.27	16.25	14.91	-0.03	$-3.00	230.00	6	0.0	47.000	1.34	2023-12-05
GME231229P00015500	GME	PUT	Long	15.50	None	$-0.75	-0.33	$-0.75	-0.05	-0.12	2.30	1.55	16.25	17.00	-0.75	$-75.00	230.00	5	0.0	28.000	-0.75	2023-12-04
GME231229P00015500	GME	PUT	Long	15.50	None	$0.00	0.00	$0.95	0.06	-0.05	2.30	2.30	16.25	15.30	0.00	$0.00	230.00	4	0.0	29.000	0.95	2023-12-03
GME231229P00015500	GME	PUT	Long	15.50	None	$0.00	0.00	$0.95	0.06	-0.08	2.30	2.30	16.25	15.30	0.00	$0.00	230.00	3	0.0	29.000	0.95	2023-12-02
GME231229P00015500	GME	PUT	Long	15.50	None	$0.00	0.00	$0.95	0.06	-0.12	2.30	2.30	16.25	15.30	0.00	$0.00	230.00	2	0.0	29.000	0.95	2023-12-01
GME231229P00015500	GME	PUT	Long	15.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.21	0.09	$1.71	0.11	-0.19	2.30	2.51	16.25	14.54	0.21	$21.00	230.00	1	0.0	29.000	1.71	2023-11-30
GME231229P00015500	GME	PUT	Long	15.50	None	$0.00	0.00	$-0.00	-0.00	0.00	2.30	2.30	16.25	16.25	0.00	$0.00	230.00	0	0.0	5.000	-0.00	2023-11-29

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