EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: HRTX240920C00002000

View in yFinance: HRTX

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
2024-08-07	HRTX	HRTX240920C00002000	2.00	74.0	289.000	0.984	0.466	0.1	0.1	0.020	0.240	0.230	0.25	2.00	2024-09-20	CALL	Long	0.413	0.504	-0.251

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	HRTX	0.636	0.163	0.399	0.272	0.392	-0.007	1.65	-0.870	0.0000	1.06	3.86	21	1y	1.69

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
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.13	-0.52	$0.02	0.01	-0.33	0.25	0.12	2.00	2.02	-0.13	$-13.00	25.00	43	70.0	1018.000	0.02	2024-09-19
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.20	-0.80	$-0.05	-0.02	-0.36	0.25	0.05	2.00	1.95	-0.20	$-20.00	25.00	42	3.0	1018.000	-0.05	2024-09-18
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.15	-0.60	$-0.10	-0.05	0.47	0.25	0.10	2.00	1.90	-0.15	$-15.00	25.00	41	3.0	0.000	-0.10	2024-09-17
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.15	-0.60	$-0.17	-0.08	0.64	0.25	0.10	2.00	1.83	-0.15	$-15.00	25.00	40	5.0	1014.000	-0.17	2024-09-16
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.20	-0.80	$-0.13	-0.06	0.61	0.25	0.05	2.00	1.87	-0.20	$-20.00	25.00	38	98.0	1046.000	-0.13	2024-09-14
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.20	-0.80	$-0.13	-0.06	-0.09	0.25	0.05	2.00	1.87	-0.20	$-20.00	25.00	37	98.0	1046.000	-0.13	2024-09-13
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.20	-0.80	$-0.16	-0.08	-0.05	0.25	0.05	2.00	1.84	-0.20	$-20.00	25.00	36	5.0	1046.000	-0.16	2024-09-12
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.20	-0.80	$-0.19	-0.10	-0.02	0.25	0.05	2.00	1.81	-0.20	$-20.00	25.00	35	5.0	1045.000	-0.19	2024-09-11
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.20	-0.80	$-0.18	-0.09	0.14	0.25	0.05	2.00	1.82	-0.20	$-20.00	25.00	34	230.0	1002.000	-0.18	2024-09-10
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.16	-0.64	$-0.19	-0.10	0.11	0.25	0.09	2.00	1.81	-0.16	$-16.00	25.00	33	1.0	1001.000	-0.19	2024-09-09
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.15	-0.60	$-0.20	-0.10	0.34	0.25	0.10	2.00	1.80	-0.15	$-15.00	25.00	32	2.0	1000.000	-0.20	2024-09-08
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.15	-0.60	$-0.20	-0.10	0.03	0.25	0.10	2.00	1.80	-0.15	$-15.00	25.00	30	2.0	1000.000	-0.20	2024-09-06
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.15	-0.60	$-0.20	-0.10	0.00	0.25	0.10	2.00	1.80	-0.15	$-15.00	25.00	29	1.0	999.000	-0.20	2024-09-05
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.20	-0.80	$-0.23	-0.12	0.03	0.25	0.05	2.00	1.77	-0.20	$-20.00	25.00	28	60.0	1057.000	-0.23	2024-09-04
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.07	-0.04	-0.12	0.25	0.20	2.00	1.93	-0.05	$-5.00	25.00	24	4.0	1055.000	-0.07	2024-08-31
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.07	-0.04	-0.16	0.25	0.20	2.00	1.93	-0.05	$-5.00	25.00	23	4.0	1055.000	-0.07	2024-08-30
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.07	-0.04	0.08	0.25	0.20	2.00	1.93	-0.05	$-5.00	25.00	22	4.0	1051.000	-0.07	2024-08-29
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.10	-0.40	$-0.07	-0.04	-0.07	0.25	0.15	2.00	1.93	-0.10	$-10.00	25.00	21	106.0	1051.000	-0.07	2024-08-28
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.03	-0.02	-0.95	0.25	0.20	2.00	1.97	-0.05	$-5.00	25.00	20	97.0	945.000	-0.03	2024-08-27
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.02	-0.01	0.01	0.25	0.20	2.00	1.98	-0.05	$-5.00	25.00	19	97.0	854.000	-0.02	2024-08-26
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.09	-0.36	$-0.05	-0.02	0.06	0.25	0.16	2.00	1.95	-0.09	$-9.00	25.00	18	65.0	793.000	-0.05	2024-08-25
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.09	-0.36	$-0.05	-0.02	0.05	0.25	0.16	2.00	1.95	-0.09	$-9.00	25.00	17	65.0	793.000	-0.05	2024-08-24
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.05	-0.02	0.03	0.25	0.20	2.00	1.95	-0.05	$-5.00	25.00	16	63.0	793.000	-0.05	2024-08-23
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.13	-0.06	0.08	0.25	0.20	2.00	1.87	-0.05	$-5.00	25.00	15	254.0	793.000	-0.13	2024-08-22
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.02	-0.01	0.03	0.25	0.20	2.00	1.98	-0.05	$-5.00	25.00	14	254.0	541.000	-0.02	2024-08-21
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.11	-0.06	0.00	0.25	0.20	2.00	1.89	-0.05	$-5.00	25.00	13	103.0	461.000	-0.11	2024-08-20
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.10	-0.40	$-0.02	-0.01	-0.10	0.25	0.15	2.00	1.98	-0.10	$-10.00	25.00	12	26.0	452.000	-0.02	2024-08-19
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.09	-0.36	$-0.07	-0.04	-0.01	0.25	0.16	2.00	1.93	-0.09	$-9.00	25.00	11	8.0	452.000	-0.07	2024-08-18
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.09	-0.36	$-0.07	-0.04	-0.02	0.25	0.16	2.00	1.93	-0.09	$-9.00	25.00	10	8.0	452.000	-0.07	2024-08-17
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.09	-0.36	$-0.07	-0.04	-0.03	0.25	0.16	2.00	1.93	-0.09	$-9.00	25.00	9	8.0	452.000	-0.07	2024-08-16
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.05	-0.02	0.12	0.25	0.20	2.00	1.95	-0.05	$-5.00	25.00	8	60.0	442.000	-0.05	2024-08-15
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$-0.05	-0.20	$-0.14	-0.07	0.19	0.25	0.20	2.00	1.86	-0.05	$-5.00	25.00	7	4.0	442.000	-0.14	2024-08-14
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$0.01	0.04	$0.04	0.02	-0.02	0.25	0.26	2.00	2.04	0.01	$1.00	25.00	6	102.0	366.000	0.04	2024-08-13
HRTX240920C00002000	HRTX	CALL	Long	2.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.05	0.02	0.05	0.25	0.25	2.00	2.05	0.00	$0.00	25.00	5	4.0	366.000	0.05	2024-08-12
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$0.00	0.00	$-0.02	-0.01	-0.12	0.25	0.25	2.00	1.98	0.00	$0.00	25.00	2	4.0	362.000	-0.02	2024-08-09
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$0.16	0.64	$0.13	0.06	-0.01	0.25	0.41	2.00	2.13	0.16	$16.00	25.00	1	2.0	360.000	0.13	2024-08-08
HRTX240920C00002000	HRTX	CALL	Long	2.00	None	$0.00	0.00	$0.00	0.00	0.00	0.25	0.25	2.00	2.00	0.00	$0.00	25.00	0	74.0	289.000	0.00	2024-08-07

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