EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: IFF241220C00090000

View in yFinance: IFF

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
2024-11-06	IFF	IFF241220C00090000	90.00	59.0	81.000	0.292	0.136	0.8	2.6	0.010	2.550	4.260	2.80	87.84	2024-12-20	CALL	Long	0.075	0.147	-0.117

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
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-2.20	-0.96	$-1.59	-0.02	0.31	2.30	0.10	87.53	85.94	-2.20	$-220.00	230.00	43	1.0	252.000	-1.59	2024-12-19
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-2.24	-0.97	$-2.12	-0.02	0.63	2.30	0.06	87.53	85.41	-2.24	$-224.00	230.00	42	1.0	252.000	-2.12	2024-12-18
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.90	-0.83	$-0.78	-0.01	0.04	2.30	0.40	87.53	86.75	-1.90	$-190.00	230.00	41	2.0	252.000	-0.78	2024-12-17
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.90	-0.83	$-0.36	-0.00	0.02	2.30	0.40	87.53	87.17	-1.90	$-190.00	230.00	40	2.0	252.000	-0.36	2024-12-16
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.90	-0.83	$-0.15	-0.00	-0.05	2.30	0.40	87.53	87.38	-1.90	$-190.00	230.00	37	2.0	252.000	-0.15	2024-12-13
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.90	-0.83	$0.57	0.01	-0.04	2.30	0.40	87.53	88.10	-1.90	$-190.00	230.00	36	2.0	252.000	0.57	2024-12-12
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.85	-0.80	$0.31	0.00	-0.04	2.30	0.45	87.53	87.84	-1.85	$-185.00	230.00	35	2.0	252.000	0.31	2024-12-11
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.65	-0.72	$1.02	0.01	-0.04	2.30	0.65	87.53	88.55	-1.65	$-165.00	230.00	34	21.0	259.000	1.02	2024-12-10
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.25	-0.54	$1.62	0.02	-0.01	2.30	1.05	87.53	89.15	-1.25	$-125.00	230.00	33	24.0	230.000	1.62	2024-12-09
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-0.90	-0.39	$1.39	0.02	0.19	2.30	1.40	87.53	88.92	-0.90	$-90.00	230.00	32	4.0	226.000	1.39	2024-12-08
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-0.90	-0.39	$1.43	0.02	-0.04	2.30	1.40	87.53	88.96	-0.90	$-90.00	230.00	30	4.0	226.000	1.43	2024-12-06
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.05	-0.46	$1.46	0.02	-0.03	2.30	1.25	87.53	88.99	-1.05	$-105.00	230.00	29	12.0	221.000	1.46	2024-12-05
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.15	-0.50	$1.75	0.02	-0.06	2.30	1.15	87.53	89.28	-1.15	$-115.00	230.00	28	25.0	226.000	1.75	2024-12-04
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-0.65	-0.28	$2.63	0.03	-0.03	2.30	1.65	87.53	90.16	-0.65	$-65.00	230.00	27	2.0	226.000	2.63	2024-12-03
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.10	0.04	$3.71	0.04	-0.03	2.30	2.40	87.53	91.24	0.10	$10.00	230.00	26	10.0	226.000	3.71	2024-12-02
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.10	0.04	$3.83	0.04	-0.26	2.30	2.40	87.53	91.36	0.10	$10.00	230.00	25	10.0	0.000	3.83	2024-12-01
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.10	0.04	$3.83	0.04	0.13	2.30	2.40	87.53	91.36	0.10	$10.00	230.00	24	10.0	236.000	3.83	2024-11-30
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.50	0.22	$3.29	0.04	-0.02	2.30	2.80	87.53	90.82	0.50	$50.00	230.00	22	3.0	236.000	3.29	2024-11-28
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.35	0.15	$3.79	0.04	0.01	2.30	2.65	87.53	91.32	0.35	$35.00	230.00	21	19.0	236.000	3.79	2024-11-27
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.35	0.15	$3.41	0.04	-0.06	2.30	2.65	87.53	90.94	0.35	$35.00	230.00	20	19.0	232.000	3.41	2024-11-26
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.70	0.30	$3.33	0.04	-0.00	2.30	3.00	87.53	90.86	0.70	$70.00	230.00	19	10.0	222.000	3.33	2024-11-25
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.05	0.02	$3.28	0.04	-0.00	2.30	2.35	87.53	90.81	0.05	$5.00	230.00	18	15.0	225.000	3.28	2024-11-24
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.05	0.02	$3.28	0.04	-0.01	2.30	2.35	87.53	90.81	0.05	$5.00	230.00	17	15.0	225.000	3.28	2024-11-23
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.05	0.02	$3.28	0.04	-0.05	2.30	2.35	87.53	90.81	0.05	$5.00	230.00	16	15.0	225.000	3.28	2024-11-22
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-0.10	-0.04	$2.25	0.03	-0.01	2.30	2.20	87.53	89.78	-0.10	$-10.00	230.00	15	4.0	228.000	2.25	2024-11-21
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-0.50	-0.22	$1.29	0.01	-0.01	2.30	1.80	87.53	88.82	-0.50	$-50.00	230.00	14	4.0	227.000	1.29	2024-11-20
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-0.20	-0.09	$1.40	0.02	-0.01	2.30	2.10	87.53	88.93	-0.20	$-20.00	230.00	13	72.0	195.000	1.40	2024-11-19
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.41	-0.61	$-0.91	-0.01	-0.04	2.30	0.89	87.53	86.62	-1.41	$-141.00	230.00	12	13.0	175.000	-0.91	2024-11-18
IFF241220C00090000	IFF	CALL	Long	90.00	None	$-1.10	-0.48	$-1.39	-0.02	0.00	2.30	1.20	87.53	86.14	-1.10	$-110.00	230.00	11	26.0	173.000	-1.39	2024-11-17
IFF241220C00090000	IFF	CALL	Long	90.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.10	-0.48	$-1.39	-0.02	-0.00	2.30	1.20	87.53	86.14	-1.10	$-110.00	230.00	10	26.0	173.000	-1.39	2024-11-16
IFF241220C00090000	IFF	CALL	Long	90.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.10	-0.48	$-1.39	-0.02	-0.01	2.30	1.20	87.53	86.14	-1.10	$-110.00	230.00	9	26.0	173.000	-1.39	2024-11-15
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.20	0.09	$1.84	0.02	0.00	2.30	2.50	87.53	89.37	0.20	$20.00	230.00	8	37.0	179.000	1.84	2024-11-14
IFF241220C00090000	IFF	CALL	Long	90.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	0.15	$2.32	0.03	-0.02	2.30	2.65	87.53	89.85	0.35	$35.00	230.00	7	38.0	158.000	2.32	2024-11-13
IFF241220C00090000	IFF	CALL	Long	90.00	None	$0.35	0.15	$1.91	0.02	-0.01	2.30	2.65	87.53	89.44	0.35	$35.00	230.00	6	48.0	131.000	1.91	2024-11-12
IFF241220C00090000	IFF	CALL	Long	90.00	None	$1.60	0.70	$3.69	0.04	-0.00	2.30	3.90	87.53	91.22	1.60	$160.00	230.00	5	17.0	131.000	3.69	2024-11-11
IFF241220C00090000	IFF	CALL	Long	90.00	None	$1.60	0.70	$4.75	0.05	0.01	2.30	3.90	87.53	92.28	1.60	$160.00	230.00	4	17.0	125.000	4.75	2024-11-10
IFF241220C00090000	IFF	CALL	Long	90.00	None	$1.60	0.70	$4.75	0.05	0.01	2.30	3.90	87.53	92.28	1.60	$160.00	230.00	3	17.0	125.000	4.75	2024-11-09
IFF241220C00090000	IFF	CALL	Long	90.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$1.90	0.83	$4.40	0.05	0.01	2.30	4.20	87.53	91.93	1.90	$190.00	230.00	2	11.0	125.000	4.40	2024-11-08
IFF241220C00090000	IFF	CALL	Long	90.00	None	$1.40	0.61	$3.43	0.04	0.05	2.30	3.70	87.53	90.96	1.40	$140.00	230.00	1	42.0	140.000	3.43	2024-11-07
IFF241220C00090000	IFF	CALL	Long	90.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	2.30	2.30	87.53	87.53	0.00	$0.00	230.00	0	91.0	81.000	0.00	2024-11-06

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