EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: M240112P00019000

View in yFinance: M

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
2023-12-11	M	M240112P00019000	19.00	6.0	0.000	0.511	0.276	1.9	0.1	-0.010	2.220	0.380	0.59	20.77	2024-01-12	PUT	Long	0.250	0.304	0.194

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	M	0.727	0.069	0.193	0.120	0.121	0.025	16.73	0.004	0.0000	14.31	21.54	21	1y	15.55

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
M240112P00019000	M	PUT	Long	19.00	None	$-0.12	-0.20	$2.16	0.10	0.03	0.59	0.47	20.77	18.61	-0.12	$-12.00	59.00	31	268.0	2137.000	2.16	2024-01-11
M240112P00019000	M	PUT	Long	19.00	None	$-0.38	-0.64	$1.78	0.09	-0.16	0.59	0.21	20.77	18.99	-0.38	$-38.00	59.00	30	400.0	2027.000	1.78	2024-01-10
M240112P00019000	M	PUT	Long	19.00	None	$-0.32	-0.54	$1.73	0.08	-0.15	0.59	0.27	20.77	19.04	-0.32	$-32.00	59.00	29	2215.0	3515.000	1.73	2024-01-09
M240112P00019000	M	PUT	Long	19.00	None	$-0.25	-0.42	$1.66	0.08	-0.02	0.59	0.34	20.77	19.11	-0.25	$-25.00	59.00	28	4164.0	503.000	1.66	2024-01-08
M240112P00019000	M	PUT	Long	19.00	None	$-0.01	-0.02	$1.95	0.09	0.06	0.59	0.58	20.77	18.82	-0.01	$-1.00	59.00	27	402.0	384.000	1.95	2024-01-07
M240112P00019000	M	PUT	Long	19.00	None	$-0.01	-0.02	$1.95	0.09	-0.04	0.59	0.58	20.77	18.82	-0.01	$-1.00	59.00	25	402.0	384.000	1.95	2024-01-05
M240112P00019000	M	PUT	Long	19.00	None	$0.01	0.02	$1.99	0.10	-0.51	0.59	0.60	20.77	18.78	0.01	$1.00	59.00	24	74.0	384.000	1.99	2024-01-04
M240112P00019000	M	PUT	Long	19.00	None	$-0.09	-0.15	$1.83	0.09	-0.51	0.59	0.50	20.77	18.94	-0.09	$-9.00	59.00	23	295.0	384.000	1.83	2024-01-03
M240112P00019000	M	PUT	Long	19.00	None	$-0.39	-0.66	$1.01	0.05	-0.45	0.59	0.20	20.77	19.76	-0.39	$-39.00	59.00	22	271.0	284.000	1.01	2024-01-02
M240112P00019000	M	PUT	Long	19.00	None	$-0.39	-0.66	$0.65	0.03	-0.08	0.59	0.20	20.77	20.12	-0.39	$-39.00	59.00	21	5.0	155.000	0.65	2024-01-01
M240112P00019000	M	PUT	Long	19.00	None	$-0.39	-0.66	$0.65	0.03	-0.11	0.59	0.20	20.77	20.12	-0.39	$-39.00	59.00	19	5.0	155.000	0.65	2023-12-30
M240112P00019000	M	PUT	Long	19.00	None	$-0.39	-0.66	$0.65	0.03	-0.14	0.59	0.20	20.77	20.12	-0.39	$-39.00	59.00	18	5.0	155.000	0.65	2023-12-29
M240112P00019000	M	PUT	Long	19.00	None	$-0.38	-0.64	$0.42	0.02	-0.10	0.59	0.21	20.77	20.35	-0.38	$-38.00	59.00	17	2.0	155.000	0.42	2023-12-28
M240112P00019000	M	PUT	Long	19.00	None	$-0.34	-0.58	$0.67	0.03	-0.11	0.59	0.25	20.77	20.10	-0.34	$-34.00	59.00	16	12.0	147.000	0.67	2023-12-27
M240112P00019000	M	PUT	Long	19.00	None	$-0.35	-0.59	$0.44	0.02	-0.10	0.59	0.24	20.77	20.33	-0.35	$-35.00	59.00	15	6.0	141.000	0.44	2023-12-26
M240112P00019000	M	PUT	Long	19.00	None	$-0.24	-0.41	$0.78	0.04	-0.09	0.59	0.35	20.77	19.99	-0.24	$-24.00	59.00	14	10.0	131.000	0.78	2023-12-25
M240112P00019000	M	PUT	Long	19.00	None	$-0.24	-0.41	$0.78	0.04	-0.11	0.59	0.35	20.77	19.99	-0.24	$-24.00	59.00	12	10.0	131.000	0.78	2023-12-23
M240112P00019000	M	PUT	Long	19.00	None	$-0.24	-0.41	$0.77	0.04	-0.05	0.59	0.35	20.77	20.00	-0.24	$-24.00	59.00	11	10.0	131.000	0.77	2023-12-22
M240112P00019000	M	PUT	Long	19.00	None	$-0.19	-0.32	$0.69	0.03	-0.09	0.59	0.40	20.77	20.08	-0.19	$-19.00	59.00	10	3.0	129.000	0.69	2023-12-21
M240112P00019000	M	PUT	Long	19.00	None	$-0.16	-0.27	$0.44	0.02	0.01	0.59	0.43	20.77	20.33	-0.16	$-16.00	59.00	9	32.0	124.000	0.44	2023-12-20
M240112P00019000	M	PUT	Long	19.00	None	$-0.16	-0.27	$0.50	0.02	0.00	0.59	0.43	20.77	20.27	-0.16	$-16.00	59.00	8	32.0	124.000	0.50	2023-12-19
M240112P00019000	M	PUT	Long	19.00	Exit OP PnL: $-0.16;Exit EQ PnL: 0.69; Position is Long and position continued to lose. Latest OP price is: $0.43 (EQ: $20.08). Initial OP price was: $0.59 (EQ: $20.77). Surpassed Stop Loss Percentage: -0.2711864406779661016949152542 < -0.16.	$-0.16	-0.27	$0.71	0.03	0.01	0.59	0.43	20.77	20.06	-0.16	$-16.00	59.00	7	32.0	92.000	0.71	2023-12-18
M240112P00019000	M	PUT	Long	19.00	None	$0.01	0.02	$1.06	0.05	-0.01	0.59	0.60	20.77	19.71	0.01	$1.00	59.00	5	217.0	210.000	1.06	2023-12-16
M240112P00019000	M	PUT	Long	19.00	None	$0.01	0.02	$1.06	0.05	0.04	0.59	0.60	20.77	19.71	0.01	$1.00	59.00	4	217.0	210.000	1.06	2023-12-15
M240112P00019000	M	PUT	Long	19.00	None	$0.11	0.19	$1.16	0.06	-0.05	0.59	0.70	20.77	19.61	0.11	$11.00	59.00	3	2.0	208.000	1.16	2023-12-14
M240112P00019000	M	PUT	Long	19.00	None	$0.27	0.46	$1.23	0.06	-0.02	0.59	0.86	20.77	19.54	0.27	$27.00	59.00	2	437.0	11.000	1.23	2023-12-13
M240112P00019000	M	PUT	Long	19.00	None	$0.16	0.27	$1.72	0.08	0.08	0.59	0.75	20.77	19.05	0.16	$16.00	59.00	1	7.0	5.000	1.72	2023-12-12
M240112P00019000	M	PUT	Long	19.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.59	0.59	20.77	20.77	0.00	$0.00	59.00	0	6.0	0.000	-0.00	2023-12-11

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