EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: GOSS240719P00001500

View in yFinance: GOSS

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
2024-06-17	GOSS	GOSS240719P00001500	1.50	5.0	0.000	2.250	0.307	0.0	0.9	-0.010	0.030	0.930	0.93	0.60	2024-07-19	PUT	Long	0.303	0.303	0.000
2024-06-18	GOSS	GOSS240719P00001500	1.50	5.0	0.000	2.719	0.296	0.0	0.9	-0.010	0.060	0.960	0.93	0.59	2024-07-19	PUT	Long	0.302	0.308	0.043

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	GOSS	0.818	0.110	0.410	0.213	0.297	0.187	0.87	0.000	0.0000	0.51	1.51	21	1y	0.88

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
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.53	-1.02	1.88	0.93	0.55	0.52	1.05	-0.38	$-38.00	93.00	31	3.0	3.000	-0.53	2024-07-18
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.57	-1.10	1.75	0.93	0.55	0.52	1.09	-0.38	$-38.00	93.00	30	3.0	3.000	-0.57	2024-07-17
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.73	-1.40	-3.00	0.93	0.55	0.52	1.25	-0.38	$-38.00	93.00	29	3.0	3.000	-0.73	2024-07-16
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.66	-1.27	2.53	0.93	0.55	0.52	1.18	-0.38	$-38.00	93.00	28	3.0	3.000	-0.66	2024-07-15
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.65	-1.25	2.66	0.93	0.55	0.52	1.17	-0.38	$-38.00	93.00	25	3.0	3.000	-0.65	2024-07-12
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.71	-1.37	-2.69	0.93	0.55	0.52	1.23	-0.38	$-38.00	93.00	24	3.0	3.000	-0.71	2024-07-11
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.65	-1.25	2.00	0.93	0.55	0.52	1.17	-0.38	$-38.00	93.00	23	3.0	3.000	-0.65	2024-07-10
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.68	-1.31	-3.00	0.93	0.55	0.52	1.20	-0.38	$-38.00	93.00	22	3.0	3.000	-0.68	2024-07-09
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.64	-1.23	1.47	0.93	0.55	0.52	1.16	-0.38	$-38.00	93.00	21	3.0	3.000	-0.64	2024-07-08
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.56	-1.08	1.69	0.93	0.55	0.52	1.08	-0.38	$-38.00	93.00	18	3.0	3.000	-0.56	2024-07-05
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.51	-0.98	1.88	0.93	0.55	0.52	1.03	-0.38	$-38.00	93.00	17	3.0	0.000	-0.51	2024-07-04
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.51	-0.98	1.70	0.93	0.55	0.52	1.03	-0.38	$-38.00	93.00	16	3.0	0.000	-0.51	2024-07-03
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.44	-0.85	1.22	0.93	0.55	0.52	0.96	-0.38	$-38.00	93.00	15	3.0	3.000	-0.44	2024-07-02
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.43	-0.83	1.59	0.93	0.55	0.52	0.95	-0.38	$-38.00	93.00	14	3.0	3.000	-0.43	2024-07-01
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.38	-0.73	-1.81	0.93	0.55	0.52	0.90	-0.38	$-38.00	93.00	11	3.0	3.000	-0.38	2024-06-28
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$-0.38	-0.41	$-0.43	-0.83	1.16	0.93	0.55	0.52	0.95	-0.38	$-38.00	93.00	10	3.0	3.000	-0.43	2024-06-27
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$0.07	0.08	$-0.52	-1.00	1.33	0.93	1.00	0.52	1.04	0.07	$7.00	93.00	8	3.0	3.000	-0.52	2024-06-25
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$0.00	0.00	$-0.31	-0.60	-0.34	0.93	0.93	0.52	0.83	0.00	$0.00	93.00	7	5.0	0.000	-0.31	2024-06-24
GOSS240719P00001500	GOSS	PUT	Long	1.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.06	$0.00	0.00	$-0.02	-0.04	5.69	0.93	0.93	0.52	0.54	0.00	$0.00	93.00	1	5.0	0.000	-0.02	2024-06-18
GOSS240719P00001500	GOSS	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.93	0.93	0.52	0.52	0.00	$0.00	93.00	0	5.0	0.000	-0.00	2024-06-17

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