EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: IART240920C00025000

View in yFinance: IART

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
2024-07-29	IART	IART240920C00025000	25.00	318.0	11.000	0.788	0.259	1.2	0.6	0.010	2.900	2.340	2.26	25.42	2024-09-20	CALL	Long	0.281	0.354	-0.191

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	IART	0.818	0.078	0.272	0.138	0.078	-0.193	23.03	0.044	0.0000	16.95	45.20	21	1y	21.79

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
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-9.05	-0.34	1.82	1.95	0.25	26.52	17.47	-1.70	$-170.00	195.00	52	20.0	205.000	-9.05	2024-09-19
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-8.99	-0.34	1.37	1.95	0.25	26.52	17.53	-1.70	$-170.00	195.00	51	20.0	205.000	-8.99	2024-09-18
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-9.32	-0.35	2.18	1.95	0.25	26.52	17.20	-1.70	$-170.00	195.00	50	20.0	205.000	-9.32	2024-09-17
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-9.20	-0.35	2.14	1.95	0.25	26.52	17.32	-1.70	$-170.00	195.00	49	20.0	205.000	-9.20	2024-09-16
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-9.05	-0.34	1.66	1.95	0.25	26.52	17.47	-1.70	$-170.00	195.00	47	20.0	205.000	-9.05	2024-09-14
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-9.05	-0.34	1.37	1.95	0.25	26.52	17.47	-1.70	$-170.00	195.00	46	20.0	205.000	-9.05	2024-09-13
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-8.87	-0.33	0.56	1.95	0.25	26.52	17.65	-1.70	$-170.00	195.00	45	20.0	205.000	-8.87	2024-09-12
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-8.93	-0.34	1.10	1.95	0.25	26.52	17.59	-1.70	$-170.00	195.00	44	20.0	205.000	-8.93	2024-09-11
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-8.80	-0.33	0.44	1.95	0.25	26.52	17.72	-1.70	$-170.00	195.00	43	20.0	205.000	-8.80	2024-09-10
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-8.95	-0.34	0.42	1.95	0.25	26.52	17.57	-1.70	$-170.00	195.00	42	20.0	205.000	-8.95	2024-09-09
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-8.02	-0.30	0.53	1.95	0.25	26.52	18.50	-1.70	$-170.00	195.00	41	20.0	205.000	-8.02	2024-09-08
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-8.02	-0.30	0.59	1.95	0.25	26.52	18.50	-1.70	$-170.00	195.00	39	20.0	205.000	-8.02	2024-09-06
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-7.33	-0.28	0.45	1.95	0.25	26.52	19.19	-1.70	$-170.00	195.00	38	20.0	205.000	-7.33	2024-09-05
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-7.19	-0.27	0.40	1.95	0.25	26.52	19.33	-1.70	$-170.00	195.00	37	20.0	205.000	-7.19	2024-09-04
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-6.18	-0.23	0.35	1.95	0.25	26.52	20.34	-1.70	$-170.00	195.00	33	20.0	205.000	-6.18	2024-08-31
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-6.18	-0.23	0.31	1.95	0.25	26.52	20.34	-1.70	$-170.00	195.00	32	20.0	205.000	-6.18	2024-08-30
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-5.81	-0.22	0.19	1.95	0.25	26.52	20.71	-1.70	$-170.00	195.00	31	20.0	205.000	-5.81	2024-08-29
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-6.17	-0.23	0.09	1.95	0.25	26.52	20.35	-1.70	$-170.00	195.00	30	20.0	205.000	-6.17	2024-08-28
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-5.64	-0.21	-0.39	1.95	0.25	26.52	20.88	-1.70	$-170.00	195.00	29	20.0	205.000	-5.64	2024-08-27
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-5.56	-0.21	0.17	1.95	0.25	26.52	20.96	-1.70	$-170.00	195.00	28	20.0	0.000	-5.56	2024-08-26
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-5.45	-0.21	0.58	1.95	0.25	26.52	21.07	-1.70	$-170.00	195.00	27	20.0	185.000	-5.45	2024-08-25
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-5.45	-0.21	0.56	1.95	0.25	26.52	21.07	-1.70	$-170.00	195.00	26	20.0	185.000	-5.45	2024-08-24
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.70	-0.87	$-5.45	-0.21	0.54	1.95	0.25	26.52	21.07	-1.70	$-170.00	195.00	25	20.0	185.000	-5.45	2024-08-23
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.77	-0.91	$-6.15	-0.23	0.63	1.95	0.18	26.52	20.37	-1.77	$-177.00	195.00	24	8.0	185.000	-6.15	2024-08-22
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.77	-0.91	$-5.49	-0.21	1.02	1.95	0.18	26.52	21.03	-1.77	$-177.00	195.00	23	8.0	185.000	-5.49	2024-08-21
IART240920C00025000	IART	CALL	Long	25.00	None	$-1.77	-0.91	$-5.67	-0.21	-0.00	1.95	0.18	26.52	20.85	-1.77	$-177.00	195.00	22	8.0	177.000	-5.67	2024-08-20
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.44	-0.23	$-4.97	-0.19	0.02	1.95	1.51	26.52	21.55	-0.44	$-44.00	195.00	21	1.0	177.000	-4.97	2024-08-19
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.44	-0.23	$-4.96	-0.19	0.86	1.95	1.51	26.52	21.56	-0.44	$-44.00	195.00	20	1.0	177.000	-4.96	2024-08-18
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.44	-0.23	$-4.96	-0.19	0.84	1.95	1.51	26.52	21.56	-0.44	$-44.00	195.00	19	1.0	177.000	-4.96	2024-08-17
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.44	-0.23	$-4.96	-0.19	0.82	1.95	1.51	26.52	21.56	-0.44	$-44.00	195.00	18	1.0	177.000	-4.96	2024-08-16
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.44	-0.23	$-4.66	-0.18	0.42	1.95	1.51	26.52	21.86	-0.44	$-44.00	195.00	17	1.0	177.000	-4.66	2024-08-15
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.44	-0.23	$-5.22	-0.20	0.83	1.95	1.51	26.52	21.30	-0.44	$-44.00	195.00	16	1.0	178.000	-5.22	2024-08-14
IART240920C00025000	IART	CALL	Long	25.00	None	$0.10	0.05	$-4.85	-0.18	0.73	1.95	2.05	26.52	21.67	0.10	$10.00	195.00	15	1.0	178.000	-4.85	2024-08-13
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.95	-0.49	$-5.23	-0.20	0.80	1.95	1.00	26.52	21.29	-0.95	$-95.00	195.00	14	3.0	178.000	-5.23	2024-08-12
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.95	-0.49	$-4.72	-0.18	0.74	1.95	1.00	26.52	21.80	-0.95	$-95.00	195.00	11	3.0	178.000	-4.72	2024-08-09
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.95	-0.49	$-4.74	-0.18	-0.11	1.95	1.00	26.52	21.78	-0.95	$-95.00	195.00	10	3.0	178.000	-4.74	2024-08-08
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.95	-0.49	$-4.82	-0.18	0.24	1.95	1.00	26.52	21.70	-0.95	$-95.00	195.00	9	3.0	178.000	-4.82	2024-08-07
IART240920C00025000	IART	CALL	Long	25.00	None	$-0.95	-0.49	$-3.74	-0.14	0.03	1.95	1.00	26.52	22.78	-0.95	$-95.00	195.00	8	3.0	178.000	-3.74	2024-08-06
IART240920C00025000	IART	CALL	Long	25.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.50; Exit EQ PnL: -1.71	$-0.50	-0.26	$-1.71	-0.06	-0.51	1.95	1.45	26.52	24.81	-0.50	$-50.00	195.00	2	20.0	175.000	-1.71	2024-07-31
IART240920C00025000	IART	CALL	Long	25.00	None	$0.00	0.00	$0.00	0.00	0.00	1.95	1.95	26.52	26.52	0.00	$0.00	195.00	0	31.0	11.000	0.00	2024-07-29

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