EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: K240920P00070000

View in yFinance: K

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
2024-08-05	K	K240920P00070000	70.00	600.0	0.000	0.416	0.184	4.1	0.5	-0.010	5.970	2.390	2.81	73.20	2024-09-20	PUT	Long	0.110	0.187	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	K	1.000	0.006	0.177	0.053	0.011	-0.001	80.59	0.072	0.0000	52.94	81.29	21	1y	80.86

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
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-7.30	-0.10	0.52	2.10	0.04	73.35	80.65	-2.06	$-206.00	210.00	44	1.0	3447.000	-7.30	2024-09-19
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-7.31	-0.10	0.36	2.10	0.04	73.35	80.66	-2.06	$-206.00	210.00	43	1.0	3447.000	-7.31	2024-09-18
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-7.30	-0.10	0.26	2.10	0.04	73.35	80.65	-2.06	$-206.00	210.00	42	1.0	3447.000	-7.30	2024-09-17
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-7.33	-0.10	0.20	2.10	0.04	73.35	80.68	-2.06	$-206.00	210.00	41	1.0	3447.000	-7.33	2024-09-16
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-7.33	-0.10	0.15	2.10	0.04	73.35	80.68	-2.06	$-206.00	210.00	39	1.0	3447.000	-7.33	2024-09-14
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-7.33	-0.10	0.13	2.10	0.04	73.35	80.68	-2.06	$-206.00	210.00	38	1.0	3447.000	-7.33	2024-09-13
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-6.91	-0.09	0.09	2.10	0.04	73.35	80.26	-2.06	$-206.00	210.00	37	1.0	3447.000	-6.91	2024-09-12
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-6.57	-0.09	0.05	2.10	0.04	73.35	79.92	-2.06	$-206.00	210.00	36	1.0	3447.000	-6.57	2024-09-11
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-6.65	-0.09	0.04	2.10	0.04	73.35	80.00	-2.06	$-206.00	210.00	35	1.0	3447.000	-6.65	2024-09-10
K240920P00070000	K	PUT	Long	70.00	None	$-2.06	-0.98	$-6.82	-0.09	0.02	2.10	0.04	73.35	80.17	-2.06	$-206.00	210.00	34	1.0	3448.000	-6.82	2024-09-09
K240920P00070000	K	PUT	Long	70.00	None	$-2.07	-0.99	$-6.74	-0.09	0.02	2.10	0.03	73.35	80.09	-2.07	$-207.00	210.00	33	5.0	3443.000	-6.74	2024-09-08
K240920P00070000	K	PUT	Long	70.00	None	$-2.07	-0.99	$-6.79	-0.09	-0.02	2.10	0.03	73.35	80.14	-2.07	$-207.00	210.00	31	5.0	3443.000	-6.79	2024-09-06
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-6.86	-0.09	-0.03	2.10	0.05	73.35	80.21	-2.05	$-205.00	210.00	30	66.0	3499.000	-6.86	2024-09-05
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-6.84	-0.09	-0.04	2.10	0.05	73.35	80.19	-2.05	$-205.00	210.00	29	65.0	3549.000	-6.84	2024-09-04
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-7.26	-0.10	-0.05	2.10	0.05	73.35	80.61	-2.05	$-205.00	210.00	25	210.0	3313.000	-7.26	2024-08-31
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-7.20	-0.10	-0.07	2.10	0.05	73.35	80.55	-2.05	$-205.00	210.00	24	210.0	3313.000	-7.20	2024-08-30
K240920P00070000	K	PUT	Long	70.00	None	$-2.07	-0.99	$-7.18	-0.10	-0.07	2.10	0.03	73.35	80.53	-2.07	$-207.00	210.00	23	10.0	3313.000	-7.18	2024-08-29
K240920P00070000	K	PUT	Long	70.00	None	$-2.07	-0.99	$-7.25	-0.10	-0.08	2.10	0.03	73.35	80.60	-2.07	$-207.00	210.00	22	10.0	3313.000	-7.25	2024-08-28
K240920P00070000	K	PUT	Long	70.00	None	$-2.07	-0.99	$-7.36	-0.10	-0.23	2.10	0.03	73.35	80.71	-2.07	$-207.00	210.00	21	10.0	3313.000	-7.36	2024-08-27
K240920P00070000	K	PUT	Long	70.00	None	$-2.07	-0.99	$-7.33	-0.10	-0.09	2.10	0.03	73.35	80.68	-2.07	$-207.00	210.00	20	10.0	0.000	-7.33	2024-08-26
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-7.32	-0.10	-0.09	2.10	0.05	73.35	80.67	-2.05	$-205.00	210.00	19	2.0	3313.000	-7.32	2024-08-25
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-7.32	-0.10	-0.10	2.10	0.05	73.35	80.67	-2.05	$-205.00	210.00	18	2.0	3313.000	-7.32	2024-08-24
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-7.32	-0.10	-0.10	2.10	0.05	73.35	80.67	-2.05	$-205.00	210.00	17	2.0	3313.000	-7.32	2024-08-23
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-7.29	-0.10	-0.23	2.10	0.05	73.35	80.64	-2.05	$-205.00	210.00	16	2.0	3313.000	-7.29	2024-08-22
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-7.24	-0.10	-0.11	2.10	0.05	73.35	80.59	-2.05	$-205.00	210.00	15	2.0	3313.000	-7.24	2024-08-21
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-6.97	-0.10	-0.12	2.10	0.05	73.35	80.32	-2.05	$-205.00	210.00	14	2.0	3313.000	-6.97	2024-08-20
K240920P00070000	K	PUT	Long	70.00	None	$-2.07	-0.99	$-6.88	-0.09	-0.13	2.10	0.03	73.35	80.23	-2.07	$-207.00	210.00	13	132.0	3362.000	-6.88	2024-08-19
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-6.94	-0.09	-0.13	2.10	0.05	73.35	80.29	-2.05	$-205.00	210.00	12	2.0	3362.000	-6.94	2024-08-18
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-6.94	-0.09	-0.13	2.10	0.05	73.35	80.29	-2.05	$-205.00	210.00	11	2.0	3362.000	-6.94	2024-08-17
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-6.94	-0.09	-0.14	2.10	0.05	73.35	80.29	-2.05	$-205.00	210.00	10	2.0	3362.000	-6.94	2024-08-16
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-6.94	-0.09	-0.14	2.10	0.05	73.35	80.29	-2.05	$-205.00	210.00	9	2.0	3362.000	-6.94	2024-08-15
K240920P00070000	K	PUT	Long	70.00	None	$-2.05	-0.98	$-6.91	-0.09	-0.14	2.10	0.05	73.35	80.26	-2.05	$-205.00	210.00	8	472.0	3157.000	-6.91	2024-08-14
K240920P00070000	K	PUT	Long	70.00	None	$-0.05	-0.02	$-1.15	-0.02	0.06	2.10	2.05	73.35	74.50	-0.05	$-5.00	210.00	7	95.0	3110.000	-1.15	2024-08-13
K240920P00070000	K	PUT	Long	70.00	None	$0.02	0.01	$-0.64	-0.01	0.06	2.10	2.12	73.35	73.99	0.02	$2.00	210.00	6	391.0	2877.000	-0.64	2024-08-12
K240920P00070000	K	PUT	Long	70.00	None	$0.20	0.10	$-1.53	-0.02	0.08	2.10	2.30	73.35	74.88	0.20	$20.00	210.00	3	544.0	2448.000	-1.53	2024-08-09
K240920P00070000	K	PUT	Long	70.00	None	$-0.03	-0.01	$-1.00	-0.01	0.04	2.10	2.07	73.35	74.35	-0.03	$-3.00	210.00	2	229.0	2308.000	-1.00	2024-08-08
K240920P00070000	K	PUT	Long	70.00	Exit OP PnL: $-0.35;Exit EQ PnL: -0.74; Position is Long and position continued to lose. Latest OP price is: $1.75 (EQ: $74.09). Initial OP price was: $2.10 (EQ: $73.35). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16.	$0.55	0.26	$0.39	0.01	0.04	2.10	2.65	73.35	72.96	0.55	$55.00	210.00	1	1422.0	1079.000	0.39	2024-08-07
K240920P00070000	K	PUT	Long	70.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.10	2.10	73.35	73.35	0.00	$0.00	210.00	0	685.0	566.000	-0.00	2024-08-06

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