EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: JD240405C00025000

View in yFinance: JD

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
2024-03-06	JD	JD240405C00025000	25.00	322.0	304.000	0.569	0.228	0.6	0.6	-0.010	1.450	1.450	1.78	24.91	2024-04-05	CALL	Short	0.241	0.286	0.162

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	JD	0.727	0.088	0.262	0.147	0.151	-0.022	37.27	0.022	0.0000	21.44	47.08	21	1y	39.07

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
JD240405C00025000	JD	CALL	Short	25.00	None	$0.02	0.01	$-1.21	-0.05	0.22	1.40	1.38	24.91	26.12	0.02	$2.00	2491.00	29	3.0	45.000	-1.21	2024-04-04
JD240405C00025000	JD	CALL	Short	25.00	None	$-0.90	-0.64	$-2.36	-0.09	0.12	1.40	2.30	24.91	27.27	-0.90	$-90.00	2491.00	28	6933.0	628.000	-2.36	2024-04-03
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.47	-1.05	$-2.90	-0.12	0.17	1.40	2.87	24.91	27.81	-1.47	$-147.00	2491.00	27	6.0	630.000	-2.90	2024-04-02
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.31	-0.94	$-2.85	-0.11	0.12	1.40	2.71	24.91	27.76	-1.31	$-131.00	2491.00	26	23.0	661.000	-2.85	2024-04-01
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.06	-0.76	$-2.48	-0.10	-0.51	1.40	2.46	24.91	27.39	-1.06	$-106.00	2491.00	25	30.0	661.000	-2.48	2024-03-31
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.06	-0.76	$-2.48	-0.10	0.01	1.40	2.46	24.91	27.39	-1.06	$-106.00	2491.00	24	30.0	650.000	-2.48	2024-03-30
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.06	-0.76	$-2.48	-0.10	-0.02	1.40	2.46	24.91	27.39	-1.06	$-106.00	2491.00	23	30.0	650.000	-2.48	2024-03-29
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.06	-0.76	$-2.48	-0.10	-0.05	1.40	2.46	24.91	27.39	-1.06	$-106.00	2491.00	22	30.0	650.000	-2.48	2024-03-28
JD240405C00025000	JD	CALL	Short	25.00	None	$-0.87	-0.62	$-2.32	-0.09	-0.05	1.40	2.27	24.91	27.23	-0.87	$-87.00	2491.00	21	23.0	663.000	-2.32	2024-03-27
JD240405C00025000	JD	CALL	Short	25.00	None	$-0.26	-0.19	$-1.45	-0.06	-0.05	1.40	1.66	24.91	26.36	-0.26	$-26.00	2491.00	20	23.0	662.000	-1.45	2024-03-26
JD240405C00025000	JD	CALL	Short	25.00	None	$-0.46	-0.33	$-1.89	-0.08	-0.10	1.40	1.86	24.91	26.80	-0.46	$-46.00	2491.00	19	48.0	662.000	-1.89	2024-03-25
JD240405C00025000	JD	CALL	Short	25.00	None	$-0.35	-0.25	$-1.59	-0.06	-0.07	1.40	1.75	24.91	26.50	-0.35	$-35.00	2491.00	16	116.0	590.000	-1.59	2024-03-22
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.15	-0.82	$-2.14	-0.09	-0.06	1.40	2.55	24.91	27.05	-1.15	$-115.00	2491.00	15	11.0	593.000	-2.14	2024-03-21
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.90	-1.36	$-3.23	-0.13	-0.09	1.40	3.30	24.91	28.14	-1.90	$-190.00	2491.00	14	10.0	593.000	-3.23	2024-03-20
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.80	-1.29	$-2.68	-0.11	-0.05	1.40	3.20	24.91	27.59	-1.80	$-180.00	2491.00	13	9.0	593.000	-2.68	2024-03-19
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.80	-1.29	$-2.94	-0.12	0.01	1.40	3.20	24.91	27.85	-1.80	$-180.00	2491.00	12	9.0	600.000	-2.94	2024-03-18
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.45	-1.04	$-2.54	-0.10	-0.04	1.40	2.85	24.91	27.45	-1.45	$-145.00	2491.00	9	742.0	385.000	-2.54	2024-03-15
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.05	-0.75	$-2.14	-0.09	-0.04	1.40	2.45	24.91	27.05	-1.05	$-105.00	2491.00	8	40.0	371.000	-2.14	2024-03-14
JD240405C00025000	JD	CALL	Short	25.00	None	$-2.00	-1.43	$-3.10	-0.12	-0.00	1.40	3.40	24.91	28.01	-2.00	$-200.00	2491.00	7	92.0	386.000	-3.10	2024-03-13
JD240405C00025000	JD	CALL	Short	25.00	None	$-1.22	-0.87	$-2.46	-0.10	-0.04	1.40	2.62	24.91	27.37	-1.22	$-122.00	2491.00	6	104.0	405.000	-2.46	2024-03-12
JD240405C00025000	JD	CALL	Short	25.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.30; Exit EQ PnL: -1.01	$-0.56	-0.40	$-1.16	-0.05	-0.05	1.40	1.96	24.91	26.07	-0.56	$-56.00	2491.00	5	22.0	413.000	-1.16	2024-03-11
JD240405C00025000	JD	CALL	Short	25.00	None	$0.30	0.21	$0.16	0.01	-0.03	1.40	1.10	24.91	24.75	0.30	$30.00	2491.00	4	75.0	389.000	0.16	2024-03-10
JD240405C00025000	JD	CALL	Short	25.00	None	$0.30	0.21	$0.16	0.01	-0.03	1.40	1.10	24.91	24.75	0.30	$30.00	2491.00	3	75.0	389.000	0.16	2024-03-09
JD240405C00025000	JD	CALL	Short	25.00	None	$0.30	0.21	$0.16	0.01	0.09	1.40	1.10	24.91	24.75	0.30	$30.00	2491.00	2	75.0	389.000	0.16	2024-03-08
JD240405C00025000	JD	CALL	Short	25.00	None	$0.59	0.42	$0.92	0.04	-0.05	1.40	0.81	24.91	23.99	0.59	$59.00	2491.00	1	86.0	374.000	0.92	2024-03-07
JD240405C00025000	JD	CALL	Short	25.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	1.40	1.40	24.91	24.91	-0.00	$-0.00	2491.00	0	390.0	304.000	-0.00	2024-03-06

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