EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: JBI241220C00010000

View in yFinance: JBI

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
2024-10-29	JBI	JBI241220C00010000	10.00	31.0	11.000	0.617	0.380	0.0	2.7	0.060	0.040	2.750	0.08	7.24	2024-12-20	CALL	Long	0.236	0.422	-0.298

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	JBI	1.000	0.074	0.389	0.122	0.089	-0.300	7.68	0.127	0.0000	7.02	15.42	21	1y	8.25

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
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.23	0.03	1.66	0.08	0.05	7.24	7.47	-0.03	$-3.00	8.00	51	1.0	75.000	0.23	2024-12-19
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.23	0.03	1.24	0.08	0.05	7.24	7.47	-0.03	$-3.00	8.00	50	1.0	75.000	0.23	2024-12-18
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.44	0.06	0.87	0.08	0.05	7.24	7.68	-0.03	$-3.00	8.00	49	1.0	75.000	0.44	2024-12-17
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.69	0.10	0.57	0.08	0.05	7.24	7.93	-0.03	$-3.00	8.00	48	1.0	75.000	0.69	2024-12-16
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.67	0.09	0.61	0.08	0.05	7.24	7.91	-0.03	$-3.00	8.00	45	1.0	75.000	0.67	2024-12-13
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.50	0.07	0.62	0.08	0.05	7.24	7.74	-0.03	$-3.00	8.00	44	1.0	75.000	0.50	2024-12-12
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.59	0.08	0.52	0.08	0.05	7.24	7.83	-0.03	$-3.00	8.00	43	1.0	76.000	0.59	2024-12-11
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.36	0.05	0.56	0.08	0.10	7.24	7.60	0.02	$2.00	8.00	42	60.0	76.000	0.36	2024-12-10
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.24	0.03	0.56	0.08	0.10	7.24	7.48	0.02	$2.00	8.00	41	60.0	76.000	0.24	2024-12-09
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.11	0.02	0.62	0.08	0.10	7.24	7.35	0.02	$2.00	8.00	40	60.0	76.000	0.11	2024-12-08
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.11	0.02	0.49	0.08	0.10	7.24	7.35	0.02	$2.00	8.00	38	60.0	76.000	0.11	2024-12-06
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.17	0.02	0.43	0.08	0.10	7.24	7.41	0.02	$2.00	8.00	37	60.0	76.000	0.17	2024-12-05
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.41	0.06	0.32	0.08	0.10	7.24	7.65	0.02	$2.00	8.00	36	60.0	76.000	0.41	2024-12-04
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.50	0.07	0.26	0.08	0.10	7.24	7.74	0.02	$2.00	8.00	35	60.0	76.000	0.50	2024-12-03
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.33	0.05	0.29	0.08	0.10	7.24	7.57	0.02	$2.00	8.00	34	60.0	76.000	0.33	2024-12-02
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.24	0.03	-0.37	0.08	0.10	7.24	7.48	0.02	$2.00	8.00	33	60.0	0.000	0.24	2024-12-01
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.24	0.03	0.28	0.08	0.10	7.24	7.48	0.02	$2.00	8.00	32	60.0	76.000	0.24	2024-11-30
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.15	0.02	0.28	0.08	0.10	7.24	7.39	0.02	$2.00	8.00	30	60.0	76.000	0.15	2024-11-28
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.15	0.02	0.25	0.08	0.10	7.24	7.39	0.02	$2.00	8.00	29	60.0	76.000	0.15	2024-11-27
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.13	0.02	0.24	0.08	0.10	7.24	7.37	0.02	$2.00	8.00	28	60.0	76.000	0.13	2024-11-26
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.31	0.04	0.16	0.08	0.10	7.24	7.55	0.02	$2.00	8.00	27	60.0	76.000	0.31	2024-11-25
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.17	0.02	0.13	0.08	0.10	7.24	7.41	0.02	$2.00	8.00	26	60.0	17.000	0.17	2024-11-24
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.17	0.02	0.10	0.08	0.10	7.24	7.41	0.02	$2.00	8.00	25	60.0	17.000	0.17	2024-11-23
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.17	0.02	0.16	0.08	0.10	7.24	7.41	0.02	$2.00	8.00	24	60.0	17.000	0.17	2024-11-22
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$-0.04	-0.01	-0.37	0.08	0.10	7.24	7.20	0.02	$2.00	8.00	23	10.0	27.000	-0.04	2024-11-21
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$-0.13	-0.02	0.22	0.08	0.05	7.24	7.11	-0.03	$-3.00	8.00	22	15.0	27.000	-0.13	2024-11-20
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$-0.15	-0.02	0.29	0.08	0.05	7.24	7.09	-0.03	$-3.00	8.00	21	15.0	27.000	-0.15	2024-11-19
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$-0.07	-0.01	0.11	0.08	0.05	7.24	7.17	-0.03	$-3.00	8.00	20	15.0	27.000	-0.07	2024-11-18
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$-0.07	-0.01	0.70	0.08	0.05	7.24	7.17	-0.03	$-3.00	8.00	19	15.0	27.000	-0.07	2024-11-17
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$-0.07	-0.01	0.69	0.08	0.05	7.24	7.17	-0.03	$-3.00	8.00	18	15.0	27.000	-0.07	2024-11-16
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$-0.07	-0.01	0.65	0.08	0.05	7.24	7.17	-0.03	$-3.00	8.00	17	15.0	27.000	-0.07	2024-11-15
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.03	0.00	0.60	0.08	0.05	7.24	7.27	-0.03	$-3.00	8.00	16	15.0	27.000	0.03	2024-11-14
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.10	0.01	0.27	0.08	0.05	7.24	7.34	-0.03	$-3.00	8.00	15	15.0	27.000	0.10	2024-11-13
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.27	0.04	0.48	0.08	0.05	7.24	7.51	-0.03	$-3.00	8.00	14	15.0	27.000	0.27	2024-11-12
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.21	0.03	-0.02	0.08	0.05	7.24	7.45	-0.03	$-3.00	8.00	13	15.0	27.000	0.21	2024-11-11
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.08	0.01	0.06	0.08	0.05	7.24	7.32	-0.03	$-3.00	8.00	12	15.0	31.000	0.08	2024-11-10
JBI241220C00010000	JBI	CALL	Long	10.00	None	$-0.03	-0.38	$0.08	0.01	0.05	0.08	0.05	7.24	7.32	-0.03	$-3.00	8.00	11	15.0	31.000	0.08	2024-11-09
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.27	0.04	0.05	0.08	0.10	7.24	7.51	0.02	$2.00	8.00	10	1.0	31.000	0.27	2024-11-08
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.39	0.05	0.02	0.08	0.10	7.24	7.63	0.02	$2.00	8.00	9	1.0	31.000	0.39	2024-11-07
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.57	0.08	-0.04	0.08	0.10	7.24	7.81	0.02	$2.00	8.00	8	1.0	31.000	0.57	2024-11-06
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$-0.21	-0.03	0.14	0.08	0.10	7.24	7.03	0.02	$2.00	8.00	7	1.0	31.000	-0.21	2024-11-05
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$-0.20	-0.03	0.13	0.08	0.10	7.24	7.04	0.02	$2.00	8.00	6	1.0	31.000	-0.20	2024-11-04
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.11	0.02	0.04	0.08	0.10	7.24	7.35	0.02	$2.00	8.00	3	1.0	31.000	0.11	2024-11-01
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.12	0.02	0.03	0.08	0.10	7.24	7.36	0.02	$2.00	8.00	2	1.0	31.000	0.12	2024-10-31
JBI241220C00010000	JBI	CALL	Long	10.00	None	$0.02	0.25	$0.04	0.01	-0.06	0.08	0.10	7.24	7.28	0.02	$2.00	8.00	1	1.0	31.000	0.04	2024-10-30
JBI241220C00010000	JBI	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.08	0.08	7.24	7.24	0.00	$0.00	8.00	0	31.0	11.000	0.00	2024-10-29

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