EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: KURA240315P00015000

View in yFinance: KURA

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
2024-01-24	KURA	KURA240315P00015000	15.00	12.0	5.000	1.063	0.441	4.7	0.0	-0.090	5.390	0.700	1.10	19.61	2024-03-15	PUT	Long	0.276	0.464	0.461

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	KURA	0.909	0.071	0.483	0.180	0.483	0.337	9.74	0.000	0.0000	9.63	23.53	21	1y	17.43

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
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-2.37	-0.12	1.47	1.10	0.05	19.61	21.98	-1.05	$-105.00	110.00	50	5.0	393.000	-2.37	2024-03-14
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-3.22	-0.16	1.66	1.10	0.05	19.61	22.83	-1.05	$-105.00	110.00	49	5.0	393.000	-3.22	2024-03-13
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-2.70	-0.14	4.70	1.10	0.05	19.61	22.31	-1.05	$-105.00	110.00	48	5.0	393.000	-2.70	2024-03-12
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-3.21	-0.16	0.66	1.10	0.05	19.61	22.82	-1.05	$-105.00	110.00	47	5.0	393.000	-3.21	2024-03-11
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-3.92	-0.20	0.66	1.10	0.05	19.61	23.53	-1.05	$-105.00	110.00	44	5.0	393.000	-3.92	2024-03-08
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-2.65	-0.14	0.41	1.10	0.05	19.61	22.26	-1.05	$-105.00	110.00	43	5.0	393.000	-2.65	2024-03-07
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-3.09	-0.16	0.38	1.10	0.05	19.61	22.70	-1.05	$-105.00	110.00	42	5.0	393.000	-3.09	2024-03-06
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-1.26	-0.06	0.10	1.10	0.05	19.61	20.87	-1.05	$-105.00	110.00	41	5.0	393.000	-1.26	2024-03-05
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-1.05	-0.95	$-1.70	-0.09	-0.56	1.10	0.05	19.61	21.31	-1.05	$-105.00	110.00	40	5.0	0.000	-1.70	2024-03-04
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.85	-0.77	$-1.98	-0.10	0.08	1.10	0.25	19.61	21.59	-0.85	$-85.00	110.00	39	350.0	398.000	-1.98	2024-03-03
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.85	-0.77	$-1.98	-0.10	0.08	1.10	0.25	19.61	21.59	-0.85	$-85.00	110.00	38	350.0	398.000	-1.98	2024-03-02
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.85	-0.77	$-1.64	-0.08	-0.56	1.10	0.25	19.61	21.25	-0.85	$-85.00	110.00	37	350.0	398.000	-1.64	2024-03-01
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.85	-0.77	$-1.47	-0.07	0.04	1.10	0.25	19.61	21.08	-0.85	$-85.00	110.00	36	350.0	398.000	-1.47	2024-02-29
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.85	-0.77	$-1.77	-0.09	0.07	1.10	0.25	19.61	21.38	-0.85	$-85.00	110.00	35	350.0	398.000	-1.77	2024-02-28
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.85	-0.77	$-2.15	-0.11	0.04	1.10	0.25	19.61	21.76	-0.85	$-85.00	110.00	34	350.0	48.000	-2.15	2024-02-27
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.90	-0.82	$-1.13	-0.06	0.20	1.10	0.20	19.61	20.74	-0.90	$-90.00	110.00	33	1.0	48.000	-1.13	2024-02-26
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.90	-0.82	$-0.64	-0.03	0.13	1.10	0.20	19.61	20.25	-0.90	$-90.00	110.00	32	1.0	48.000	-0.64	2024-02-25
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.90	-0.82	$-0.64	-0.03	0.05	1.10	0.20	19.61	20.25	-0.90	$-90.00	110.00	30	1.0	48.000	-0.64	2024-02-23
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.90	-0.82	$0.02	0.00	-0.08	1.10	0.20	19.61	19.59	-0.90	$-90.00	110.00	29	1.0	48.000	0.02	2024-02-22
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.90	-0.82	$-0.38	-0.02	0.09	1.10	0.20	19.61	19.99	-0.90	$-90.00	110.00	28	1.0	48.000	-0.38	2024-02-21
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.90	-0.82	$-0.67	-0.03	0.12	1.10	0.20	19.61	20.28	-0.90	$-90.00	110.00	27	1.0	47.000	-0.67	2024-02-20
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-1.01	-0.05	0.41	1.10	0.39	19.61	20.62	-0.71	$-71.00	110.00	26	45.0	47.000	-1.01	2024-02-19
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-0.36	-0.02	-0.31	1.10	0.39	19.61	19.97	-0.71	$-71.00	110.00	16	45.0	47.000	-0.36	2024-02-09
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-0.72	-0.04	-0.40	1.10	0.39	19.61	20.33	-0.71	$-71.00	110.00	15	45.0	47.000	-0.72	2024-02-08
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-0.75	-0.04	-0.32	1.10	0.39	19.61	20.36	-0.71	$-71.00	110.00	14	45.0	47.000	-0.75	2024-02-07
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-1.36	-0.07	-0.34	1.10	0.39	19.61	20.97	-0.71	$-71.00	110.00	13	45.0	47.000	-1.36	2024-02-06
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-0.94	-0.05	-0.81	1.10	0.39	19.61	20.55	-0.71	$-71.00	110.00	12	45.0	47.000	-0.94	2024-02-05
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-1.52	-0.08	-0.81	1.10	0.39	19.61	21.13	-0.71	$-71.00	110.00	11	45.0	47.000	-1.52	2024-02-04
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-1.52	-0.08	-0.33	1.10	0.39	19.61	21.13	-0.71	$-71.00	110.00	9	45.0	47.000	-1.52	2024-02-02
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-1.41	-0.07	-0.26	1.10	0.39	19.61	21.02	-0.71	$-71.00	110.00	8	45.0	47.000	-1.41	2024-02-01
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-0.53	-0.03	-0.28	1.10	0.39	19.61	20.14	-0.71	$-71.00	110.00	7	45.0	47.000	-0.53	2024-01-31
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.71	-0.65	$-1.24	-0.06	-0.25	1.10	0.39	19.61	20.85	-0.71	$-71.00	110.00	6	45.0	16.000	-1.24	2024-01-30
KURA240315P00015000	KURA	PUT	Long	15.00	None	$-0.50	-0.45	$1.01	0.05	-0.31	1.10	0.60	19.61	18.60	-0.50	$-50.00	110.00	5	2.0	14.000	1.01	2024-01-29
KURA240315P00015000	KURA	PUT	Long	15.00	None	$0.00	0.00	$1.63	0.08	-0.30	1.10	1.10	19.61	17.98	0.00	$0.00	110.00	4	12.0	14.000	1.63	2024-01-28
KURA240315P00015000	KURA	PUT	Long	15.00	None	$0.00	0.00	$1.63	0.08	-0.31	1.10	1.10	19.61	17.98	0.00	$0.00	110.00	3	12.0	14.000	1.63	2024-01-27
KURA240315P00015000	KURA	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$1.63	0.08	-0.34	1.10	1.10	19.61	17.98	0.00	$0.00	110.00	2	12.0	14.000	1.63	2024-01-26
KURA240315P00015000	KURA	PUT	Long	15.00	None	$0.00	0.00	$0.88	0.04	-0.23	1.10	1.10	19.61	18.73	0.00	$0.00	110.00	1	12.0	14.000	0.88	2024-01-25
KURA240315P00015000	KURA	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.10	1.10	19.61	19.61	0.00	$0.00	110.00	0	12.0	5.000	-0.00	2024-01-24

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