EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: HOUS240920P00005000

View in yFinance: HOUS

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
2024-07-11 HOUS HOUS240920P00005000 5.00 2.0 1305.000 0.535 0.379 0.0 1.1 -0.010 0.070 1.120 1.50 3.90 2024-09-20 PUT Long 0.242 0.306 0.194

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 HOUS 0.727 0.124 0.210 0.174 0.160 -0.007 4.18 -0.017 0.0000 3.14 8.35 21 1y 3.99

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
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.45 -0.97 $-1.90 -0.49 0.96 1.50 0.05 3.90 5.80 -1.45 $-145.00 150.00 70 101.0 4450.000 -1.90 2024-09-19
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.45 -0.97 $-1.66 -0.43 0.43 1.50 0.05 3.90 5.56 -1.45 $-145.00 150.00 69 101.0 4450.000 -1.66 2024-09-18
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.45 -0.97 $-1.53 -0.39 0.15 1.50 0.05 3.90 5.43 -1.45 $-145.00 150.00 68 101.0 4450.000 -1.53 2024-09-17
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.45 -0.97 $-1.45 -0.37 0.17 1.50 0.05 3.90 5.35 -1.45 $-145.00 150.00 67 61.0 4448.000 -1.45 2024-09-16
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.43 -0.95 $-1.56 -0.40 0.22 1.50 0.07 3.90 5.46 -1.43 $-143.00 150.00 65 100.0 4448.000 -1.56 2024-09-14
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.43 -0.95 $-1.56 -0.40 0.12 1.50 0.07 3.90 5.46 -1.43 $-143.00 150.00 64 100.0 4448.000 -1.56 2024-09-13
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-0.99 -0.25 0.25 1.50 0.32 3.90 4.89 -1.18 $-118.00 150.00 63 20.0 4448.000 -0.99 2024-09-12
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-0.89 -0.23 0.01 1.50 0.32 3.90 4.79 -1.18 $-118.00 150.00 62 20.0 4448.000 -0.89 2024-09-11
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-0.91 -0.23 0.03 1.50 0.32 3.90 4.81 -1.18 $-118.00 150.00 61 20.0 4448.000 -0.91 2024-09-10
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-1.06 -0.27 0.04 1.50 0.32 3.90 4.96 -1.18 $-118.00 150.00 60 20.0 4448.000 -1.06 2024-09-09
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-0.84 -0.22 0.10 1.50 0.32 3.90 4.74 -1.18 $-118.00 150.00 57 20.0 4448.000 -0.84 2024-09-06
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-0.75 -0.19 -0.03 1.50 0.32 3.90 4.65 -1.18 $-118.00 150.00 56 20.0 4448.000 -0.75 2024-09-05
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-0.83 -0.21 0.04 1.50 0.32 3.90 4.73 -1.18 $-118.00 150.00 55 20.0 4448.000 -0.83 2024-09-04
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-0.99 -0.25 -0.01 1.50 0.32 3.90 4.89 -1.18 $-118.00 150.00 51 20.0 4468.000 -0.99 2024-08-31
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.18 -0.79 $-1.00 -0.26 0.03 1.50 0.32 3.90 4.90 -1.18 $-118.00 150.00 50 20.0 4468.000 -1.00 2024-08-30
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.25 -0.83 $-1.11 -0.28 -0.03 1.50 0.25 3.90 5.01 -1.25 $-125.00 150.00 49 14.0 4468.000 -1.11 2024-08-29
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.25 -0.83 $-1.28 -0.33 0.00 1.50 0.25 3.90 5.18 -1.25 $-125.00 150.00 48 14.0 4468.000 -1.28 2024-08-28
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.25 -0.83 $-1.51 -0.39 -0.41 1.50 0.25 3.90 5.41 -1.25 $-125.00 150.00 47 14.0 4468.000 -1.51 2024-08-27
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.25 -0.83 $-1.59 -0.41 0.07 1.50 0.25 3.90 5.49 -1.25 $-125.00 150.00 46 14.0 4468.000 -1.59 2024-08-26
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.25 -0.83 $-1.22 -0.31 0.02 1.50 0.25 3.90 5.12 -1.25 $-125.00 150.00 45 14.0 4464.000 -1.22 2024-08-25
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.25 -0.83 $-1.22 -0.31 0.01 1.50 0.25 3.90 5.12 -1.25 $-125.00 150.00 44 14.0 4464.000 -1.22 2024-08-24
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.25 -0.83 $-1.21 -0.31 0.00 1.50 0.25 3.90 5.11 -1.25 $-125.00 150.00 43 14.0 4464.000 -1.21 2024-08-23
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.10 -0.73 $-0.88 -0.23 -0.04 1.50 0.40 3.90 4.78 -1.10 $-110.00 150.00 42 1000.0 3592.000 -0.88 2024-08-22
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.10 -0.73 $-0.94 -0.24 0.01 1.50 0.40 3.90 4.84 -1.10 $-110.00 150.00 41 1649.0 2124.000 -0.94 2024-08-21
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.10 -0.73 $-1.08 -0.28 0.00 1.50 0.40 3.90 4.98 -1.10 $-110.00 150.00 40 474.0 1657.000 -1.08 2024-08-20
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.10 -0.73 $-1.03 -0.26 -0.01 1.50 0.40 3.90 4.93 -1.10 $-110.00 150.00 39 1002.0 1315.000 -1.03 2024-08-19
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.60 -0.40 $-0.83 -0.21 0.06 1.50 0.90 3.90 4.73 -0.60 $-60.00 150.00 38 10.0 1315.000 -0.83 2024-08-18
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.60 -0.40 $-0.83 -0.21 0.05 1.50 0.90 3.90 4.73 -0.60 $-60.00 150.00 37 10.0 1315.000 -0.83 2024-08-17
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.60 -0.40 $-0.82 -0.21 0.03 1.50 0.90 3.90 4.72 -0.60 $-60.00 150.00 36 10.0 1315.000 -0.82 2024-08-16
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.60 -0.40 $-0.87 -0.22 0.07 1.50 0.90 3.90 4.77 -0.60 $-60.00 150.00 35 10.0 1315.000 -0.87 2024-08-15
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.60 -0.40 $-0.59 -0.15 0.48 1.50 0.90 3.90 4.49 -0.60 $-60.00 150.00 34 10.0 1315.000 -0.59 2024-08-14
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.60 -0.40 $-0.49 -0.13 0.07 1.50 0.90 3.90 4.39 -0.60 $-60.00 150.00 33 10.0 1315.000 -0.49 2024-08-13
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.60 -0.40 $-0.25 -0.06 0.11 1.50 0.90 3.90 4.15 -0.60 $-60.00 150.00 32 10.0 1315.000 -0.25 2024-08-12
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.69 -0.46 $-0.34 -0.09 0.07 1.50 0.81 3.90 4.24 -0.69 $-69.00 150.00 29 25.0 1315.000 -0.34 2024-08-09
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.69 -0.46 $-0.30 -0.08 0.26 1.50 0.81 3.90 4.20 -0.69 $-69.00 150.00 28 25.0 1315.000 -0.30 2024-08-08
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.69 -0.46 $-0.28 -0.07 0.22 1.50 0.81 3.90 4.18 -0.69 $-69.00 150.00 27 25.0 1315.000 -0.28 2024-08-07
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.69 -0.46 $-0.59 -0.15 0.14 1.50 0.81 3.90 4.49 -0.69 $-69.00 150.00 26 25.0 1315.000 -0.59 2024-08-06
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.69 -0.46 $-0.86 -0.22 0.19 1.50 0.81 3.90 4.76 -0.69 $-69.00 150.00 18 25.0 1315.000 -0.86 2024-07-29
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.69 -0.46 $-0.86 -0.22 0.14 1.50 0.81 3.90 4.76 -0.69 $-69.00 150.00 15 25.0 1315.000 -0.86 2024-07-26
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.69 -0.46 $-0.64 -0.16 0.04 1.50 0.81 3.90 4.54 -0.69 $-69.00 150.00 14 25.0 1315.000 -0.64 2024-07-25
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.05 -0.70 $-0.51 -0.13 0.32 1.50 0.45 3.90 4.41 -1.05 $-105.00 150.00 13 10.0 1315.000 -0.51 2024-07-24
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.05 -0.70 $-0.71 -0.18 0.15 1.50 0.45 3.90 4.61 -1.05 $-105.00 150.00 12 10.0 1315.000 -0.71 2024-07-23
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.05 -0.70 $-0.60 -0.15 0.06 1.50 0.45 3.90 4.50 -1.05 $-105.00 150.00 11 10.0 1315.000 -0.60 2024-07-22
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.05 -0.70 $-0.68 -0.17 0.31 1.50 0.45 3.90 4.58 -1.05 $-105.00 150.00 8 10.0 1315.000 -0.68 2024-07-19
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.05 -0.70 $-0.63 -0.16 0.10 1.50 0.45 3.90 4.53 -1.05 $-105.00 150.00 7 10.0 1315.000 -0.63 2024-07-18
HOUS240920P00005000 HOUS PUT Long 5.00 None $-1.05 -0.70 $-0.74 -0.19 0.14 1.50 0.45 3.90 4.64 -1.05 $-105.00 150.00 6 10.0 1315.000 -0.74 2024-07-17
HOUS240920P00005000 HOUS PUT Long 5.00 None $-0.70 -0.47 $-0.64 -0.16 0.13 1.50 0.80 3.90 4.54 -0.70 $-70.00 150.00 5 10.0 1305.000 -0.64 2024-07-16
HOUS240920P00005000 HOUS PUT Long 5.00 None $0.00 0.00 $-0.33 -0.08 0.39 1.50 1.50 3.90 4.23 0.00 $0.00 150.00 4 2.0 1305.000 -0.33 2024-07-15
HOUS240920P00005000 HOUS PUT Long 5.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $-0.06 -0.02 0.39 1.50 1.50 3.90 3.96 0.00 $0.00 150.00 2 2.0 1305.000 -0.06 2024-07-13
HOUS240920P00005000 HOUS PUT Long 5.00 None $0.00 0.00 $-0.06 -0.02 -0.01 1.50 1.50 3.90 3.96 0.00 $0.00 150.00 1 2.0 1305.000 -0.06 2024-07-12
HOUS240920P00005000 HOUS PUT Long 5.00 None $0.00 0.00 $-0.00 -0.00 0.00 1.50 1.50 3.90 3.90 0.00 $0.00 150.00 0 2.0 1305.000 -0.00 2024-07-11

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