EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ICE241220C00155000

View in yFinance: ICE

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
2024-10-31	ICE	ICE241220C00155000	155.00	10.0	83.000	0.204	0.088	2.7	1.0	0.000	4.990	3.280	5.40	155.90	2024-12-20	CALL	Long	0.062	0.092	-0.064

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-5.30	-0.98	$-7.63	-0.05	0.33	5.40	0.10	155.90	148.27	-5.30	$-530.00	540.00	49	51.0	373.000	-7.63	2024-12-19
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-5.25	-0.97	$-6.32	-0.04	0.10	5.40	0.15	155.90	149.58	-5.25	$-525.00	540.00	48	49.0	346.000	-6.32	2024-12-18
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-4.95	-0.92	$-3.19	-0.02	0.02	5.40	0.45	155.90	152.71	-4.95	$-495.00	540.00	47	17.0	331.000	-3.19	2024-12-17
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-4.27	-0.79	$-1.31	-0.01	-0.02	5.40	1.13	155.90	154.59	-4.27	$-427.00	540.00	46	2.0	333.000	-1.31	2024-12-16
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-3.76	-0.70	$-0.32	-0.00	-0.07	5.40	1.64	155.90	155.58	-3.76	$-376.00	540.00	43	11.0	343.000	-0.32	2024-12-13
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-3.01	-0.56	$0.66	0.00	-0.05	5.40	2.39	155.90	156.56	-3.01	$-301.00	540.00	42	5.0	340.000	0.66	2024-12-12
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-2.00	-0.37	$2.28	0.01	-0.04	5.40	3.40	155.90	158.18	-2.00	$-200.00	540.00	41	4.0	344.000	2.28	2024-12-11
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-1.40	-0.26	$2.51	0.02	-0.05	5.40	4.00	155.90	158.41	-1.40	$-140.00	540.00	40	3.0	341.000	2.51	2024-12-10
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-2.95	-0.55	$0.17	0.00	-0.02	5.40	2.45	155.90	156.07	-2.95	$-295.00	540.00	39	1.0	340.000	0.17	2024-12-09
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-3.04	-0.56	$0.03	0.00	-0.02	5.40	2.36	155.90	155.93	-3.04	$-304.00	540.00	38	1.0	340.000	0.03	2024-12-08
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-3.04	-0.56	$0.02	0.00	-0.04	5.40	2.36	155.90	155.92	-3.04	$-304.00	540.00	36	1.0	340.000	0.02	2024-12-06
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-2.55	-0.47	$0.50	0.00	-0.02	5.40	2.85	155.90	156.40	-2.55	$-255.00	540.00	35	4.0	342.000	0.50	2024-12-05
ICE241220C00155000	ICE	CALL	Long	155.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.40	-0.44	$0.22	0.00	-0.04	5.40	3.00	155.90	156.12	-2.40	$-240.00	540.00	34	73.0	290.000	0.22	2024-12-04
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-2.00	-0.37	$0.36	0.00	-0.01	5.40	3.40	155.90	156.26	-2.00	$-200.00	540.00	33	1.0	291.000	0.36	2024-12-03
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-1.30	-0.24	$2.38	0.02	-0.04	5.40	4.10	155.90	158.28	-1.30	$-130.00	540.00	32	14.0	289.000	2.38	2024-12-02
ICE241220C00155000	ICE	CALL	Long	155.00	None	$1.58	0.29	$5.06	0.03	-0.20	5.40	6.98	155.90	160.96	1.58	$158.00	540.00	31	4.0	0.000	5.06	2024-12-01
ICE241220C00155000	ICE	CALL	Long	155.00	None	$1.58	0.29	$5.06	0.03	0.12	5.40	6.98	155.90	160.96	1.58	$158.00	540.00	30	4.0	290.000	5.06	2024-11-30
ICE241220C00155000	ICE	CALL	Long	155.00	None	$1.50	0.28	$5.29	0.03	0.09	5.40	6.90	155.90	161.19	1.50	$150.00	540.00	28	81.0	348.000	5.29	2024-11-28
ICE241220C00155000	ICE	CALL	Long	155.00	None	$1.90	0.35	$5.89	0.04	0.03	5.40	7.30	155.90	161.79	1.90	$190.00	540.00	27	8.0	348.000	5.89	2024-11-27
ICE241220C00155000	ICE	CALL	Long	155.00	None	$1.90	0.35	$4.60	0.03	0.04	5.40	7.30	155.90	160.50	1.90	$190.00	540.00	26	8.0	349.000	4.60	2024-11-26
ICE241220C00155000	ICE	CALL	Long	155.00	None	$0.49	0.09	$3.72	0.02	-0.02	5.40	5.89	155.90	159.62	0.49	$49.00	540.00	25	1.0	350.000	3.72	2024-11-25
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.10	-0.02	$3.39	0.02	0.06	5.40	5.30	155.90	159.29	-0.10	$-10.00	540.00	24	91.0	428.000	3.39	2024-11-24
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.10	-0.02	$3.39	0.02	0.05	5.40	5.30	155.90	159.29	-0.10	$-10.00	540.00	23	91.0	428.000	3.39	2024-11-23
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.10	-0.02	$3.41	0.02	0.01	5.40	5.30	155.90	159.31	-0.10	$-10.00	540.00	22	91.0	428.000	3.41	2024-11-22
ICE241220C00155000	ICE	CALL	Long	155.00	None	$0.10	0.02	$2.44	0.02	0.02	5.40	5.50	155.90	158.34	0.10	$10.00	540.00	21	24.0	460.000	2.44	2024-11-21
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-1.90	-0.35	$-0.13	-0.00	-0.02	5.40	3.50	155.90	155.77	-1.90	$-190.00	540.00	20	12.0	462.000	-0.13	2024-11-20
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.20	-0.04	$2.03	0.01	-0.00	5.40	5.20	155.90	157.93	-0.20	$-20.00	540.00	19	10.0	456.000	2.03	2024-11-19
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.90	-0.17	$1.78	0.01	-0.03	5.40	4.50	155.90	157.68	-0.90	$-90.00	540.00	18	27.0	428.000	1.78	2024-11-18
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.90	-0.17	$-0.35	-0.00	-0.01	5.40	4.50	155.90	155.55	-0.90	$-90.00	540.00	17	314.0	132.000	-0.35	2024-11-17
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.90	-0.17	$-0.35	-0.00	-0.01	5.40	4.50	155.90	155.55	-0.90	$-90.00	540.00	16	314.0	132.000	-0.35	2024-11-16
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.90	-0.17	$-0.35	-0.00	-0.02	5.40	4.50	155.90	155.55	-0.90	$-90.00	540.00	15	314.0	132.000	-0.35	2024-11-15
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-1.05	-0.19	$0.56	0.00	-0.01	5.40	4.35	155.90	156.46	-1.05	$-105.00	540.00	14	1.0	132.000	0.56	2024-11-14
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-1.43	-0.26	$-0.06	-0.00	-0.02	5.40	3.97	155.90	155.84	-1.43	$-143.00	540.00	13	3.0	131.000	-0.06	2024-11-13
ICE241220C00155000	ICE	CALL	Long	155.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.79	-0.15	$0.17	0.00	-0.00	5.40	4.61	155.90	156.07	-0.79	$-79.00	540.00	12	6.0	138.000	0.17	2024-11-12
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.60	-0.11	$1.22	0.01	-0.02	5.40	4.80	155.90	157.12	-0.60	$-60.00	540.00	11	6.0	138.000	1.22	2024-11-11
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.49	-0.09	$0.52	0.00	-0.01	5.40	4.91	155.90	156.42	-0.49	$-49.00	540.00	10	13.0	127.000	0.52	2024-11-10
ICE241220C00155000	ICE	CALL	Long	155.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.49	-0.09	$0.52	0.00	-0.01	5.40	4.91	155.90	156.42	-0.49	$-49.00	540.00	9	13.0	127.000	0.52	2024-11-09
ICE241220C00155000	ICE	CALL	Long	155.00	None	$0.60	0.11	$1.87	0.01	0.01	5.40	6.00	155.90	157.77	0.60	$60.00	540.00	8	4.0	127.000	1.87	2024-11-08
ICE241220C00155000	ICE	CALL	Long	155.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.90	-0.17	$0.21	0.00	-0.01	5.40	4.50	155.90	156.11	-0.90	$-90.00	540.00	7	12.0	119.000	0.21	2024-11-07
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.60	-0.11	$-0.08	-0.00	0.01	5.40	4.80	155.90	155.82	-0.60	$-60.00	540.00	6	82.0	94.000	-0.08	2024-11-06
ICE241220C00155000	ICE	CALL	Long	155.00	None	$0.72	0.13	$1.98	0.01	0.02	5.40	6.12	155.90	157.88	0.72	$72.00	540.00	5	6.0	93.000	1.98	2024-11-05
ICE241220C00155000	ICE	CALL	Long	155.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.70	-0.13	$-1.41	-0.01	0.02	5.40	4.70	155.90	154.49	-0.70	$-70.00	540.00	4	2.0	93.000	-1.41	2024-11-04
ICE241220C00155000	ICE	CALL	Long	155.00	None	$-0.44	-0.08	$-1.26	-0.01	0.04	5.40	4.96	155.90	154.64	-0.44	$-44.00	540.00	1	1.0	94.000	-1.26	2024-11-01
ICE241220C00155000	ICE	CALL	Long	155.00	None	$0.00	0.00	$0.00	0.00	0.00	5.40	5.40	155.90	155.90	0.00	$0.00	540.00	0	10.0	83.000	0.00	2024-10-31

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