EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: MCW240216P00005000

View in yFinance: MCW

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
2023-11-03	MCW	MCW240216P00005000	5.00	5.0	6.000	2.703	0.379	1.4	0.0	-0.010	3.310	1.970	0.73	6.28	2024-02-16	PUT	Long	0.233	0.289	0.178

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	MCW	0.727	0.078	0.164	0.116	0.081	-0.077	7.37	0.086	0.0000	5.99	9.28	21	1y	7.38

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
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.75	-0.44	1.62	0.73	0.04	6.28	9.03	-0.69	$-69.00	73.00	98	2.0	5.000	-2.75	2024-02-09
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.70	-0.43	0.74	0.73	0.04	6.28	8.98	-0.69	$-69.00	73.00	97	2.0	5.000	-2.70	2024-02-08
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.53	-0.40	-0.86	0.73	0.04	6.28	8.81	-0.69	$-69.00	73.00	96	2.0	5.000	-2.53	2024-02-07
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.48	-0.39	0.88	0.73	0.04	6.28	8.76	-0.69	$-69.00	73.00	95	2.0	5.000	-2.48	2024-02-06
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.32	-0.37	-2.20	0.73	0.04	6.28	8.60	-0.69	$-69.00	73.00	94	2.0	5.000	-2.32	2024-02-05
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.41	-0.38	-2.20	0.73	0.04	6.28	8.69	-0.69	$-69.00	73.00	93	2.0	5.000	-2.41	2024-02-04
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.41	-0.38	-2.20	0.73	0.04	6.28	8.69	-0.69	$-69.00	73.00	91	2.0	5.000	-2.41	2024-02-02
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.47	-0.39	0.19	0.73	0.04	6.28	8.75	-0.69	$-69.00	73.00	90	2.0	5.000	-2.47	2024-02-01
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.02	-0.32	-1.41	0.73	0.04	6.28	8.30	-0.69	$-69.00	73.00	89	2.0	5.000	-2.02	2024-01-31
MCW240216P00005000	MCW	PUT	Long	5.00	None	$-0.69	-0.95	$-2.04	-0.32	-0.46	0.73	0.04	6.28	8.32	-0.69	$-69.00	73.00	88	2.0	0.000	-2.04	2024-01-30
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.28	-0.36	-0.45	0.73	0.73	6.28	8.56	0.00	$0.00	73.00	87	5.0	0.000	-2.28	2024-01-29
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.67	-0.43	-0.41	0.73	0.73	6.28	8.95	0.00	$0.00	73.00	86	5.0	0.000	-2.67	2024-01-28
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.67	-0.43	-0.46	0.73	0.73	6.28	8.95	0.00	$0.00	73.00	85	5.0	0.000	-2.67	2024-01-27
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.65	-0.42	-0.52	0.73	0.73	6.28	8.93	0.00	$0.00	73.00	84	5.0	0.000	-2.65	2024-01-26
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.72	-0.43	-0.55	0.73	0.73	6.28	9.00	0.00	$0.00	73.00	83	5.0	0.000	-2.72	2024-01-25
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.49	-0.40	-0.65	0.73	0.73	6.28	8.77	0.00	$0.00	73.00	82	5.0	0.000	-2.49	2024-01-24
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.52	-0.40	-0.68	0.73	0.73	6.28	8.80	0.00	$0.00	73.00	81	5.0	0.000	-2.52	2024-01-23
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.42	-0.39	-0.74	0.73	0.73	6.28	8.70	0.00	$0.00	73.00	80	5.0	0.000	-2.42	2024-01-22
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.31	-0.37	-0.88	0.73	0.73	6.28	8.59	0.00	$0.00	73.00	77	5.0	0.000	-2.31	2024-01-19
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.05	-0.33	-0.97	0.73	0.73	6.28	8.33	0.00	$0.00	73.00	76	5.0	0.000	-2.05	2024-01-18
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.85	-0.29	-1.02	0.73	0.73	6.28	8.13	0.00	$0.00	73.00	75	5.0	0.000	-1.85	2024-01-17
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.12	-0.34	-1.01	0.73	0.73	6.28	8.40	0.00	$0.00	73.00	74	5.0	0.000	-2.12	2024-01-16
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.16	-0.34	-1.09	0.73	0.73	6.28	8.44	0.00	$0.00	73.00	70	5.0	0.000	-2.16	2024-01-12
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.18	-0.35	-1.11	0.73	0.73	6.28	8.46	0.00	$0.00	73.00	69	5.0	0.000	-2.18	2024-01-11
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.45	-0.39	-1.08	0.73	0.73	6.28	8.73	0.00	$0.00	73.00	68	5.0	0.000	-2.45	2024-01-10
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.17	-0.35	-1.16	0.73	0.73	6.28	8.45	0.00	$0.00	73.00	67	5.0	0.000	-2.17	2024-01-09
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.04	-0.32	-1.18	0.73	0.73	6.28	8.32	0.00	$0.00	73.00	66	5.0	0.000	-2.04	2024-01-08
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.82	-0.29	-1.30	0.73	0.73	6.28	8.10	0.00	$0.00	73.00	63	5.0	0.000	-1.82	2024-01-05
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.84	-0.29	-1.30	0.73	0.73	6.28	8.12	0.00	$0.00	73.00	62	5.0	0.000	-1.84	2024-01-04
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.73	-0.28	-1.34	0.73	0.73	6.28	8.01	0.00	$0.00	73.00	61	5.0	0.000	-1.73	2024-01-03
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.08	-0.33	-1.28	0.73	0.73	6.28	8.36	0.00	$0.00	73.00	60	5.0	0.000	-2.08	2024-01-02
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.36	-0.38	-1.24	0.73	0.73	6.28	8.64	0.00	$0.00	73.00	59	5.0	0.000	-2.36	2024-01-01
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.36	-0.38	-1.27	0.73	0.73	6.28	8.64	0.00	$0.00	73.00	57	5.0	0.000	-2.36	2023-12-30
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.36	-0.38	-1.30	0.73	0.73	6.28	8.64	0.00	$0.00	73.00	56	5.0	0.000	-2.36	2023-12-29
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.31	-0.37	-1.31	0.73	0.73	6.28	8.59	0.00	$0.00	73.00	55	5.0	0.000	-2.31	2023-12-28
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.27	-0.36	-1.34	0.73	0.73	6.28	8.55	0.00	$0.00	73.00	54	5.0	0.000	-2.27	2023-12-27
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.27	-0.36	-1.36	0.73	0.73	6.28	8.55	0.00	$0.00	73.00	53	5.0	0.000	-2.27	2023-12-26
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.38	-0.38	-1.35	0.73	0.73	6.28	8.66	0.00	$0.00	73.00	52	5.0	0.000	-2.38	2023-12-25
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.38	-0.38	-1.38	0.73	0.73	6.28	8.66	0.00	$0.00	73.00	50	5.0	0.000	-2.38	2023-12-23
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.38	-0.38	-1.39	0.73	0.73	6.28	8.66	0.00	$0.00	73.00	49	5.0	0.000	-2.38	2023-12-22
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.35	-0.37	-1.40	0.73	0.73	6.28	8.63	0.00	$0.00	73.00	48	5.0	0.000	-2.35	2023-12-21
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.28	-0.36	-1.43	0.73	0.73	6.28	8.56	0.00	$0.00	73.00	47	5.0	0.000	-2.28	2023-12-20
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-2.17	-0.35	-1.45	0.73	0.73	6.28	8.45	0.00	$0.00	73.00	46	5.0	0.000	-2.17	2023-12-19
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.87	-0.30	-1.51	0.73	0.73	6.28	8.15	0.00	$0.00	73.00	45	5.0	0.000	-1.87	2023-12-18
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.84	-0.29	-1.54	0.73	0.73	6.28	8.12	0.00	$0.00	73.00	43	5.0	0.000	-1.84	2023-12-16
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.84	-0.29	-1.55	0.73	0.73	6.28	8.12	0.00	$0.00	73.00	42	5.0	0.000	-1.84	2023-12-15
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.92	-0.31	-1.54	0.73	0.73	6.28	8.20	0.00	$0.00	73.00	41	5.0	0.000	-1.92	2023-12-14
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.75	-0.28	-1.58	0.73	0.73	6.28	8.03	0.00	$0.00	73.00	40	5.0	0.000	-1.75	2023-12-13
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.62	-0.26	-1.61	0.73	0.73	6.28	7.90	0.00	$0.00	73.00	39	5.0	0.000	-1.62	2023-12-12
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.69	-0.27	-1.60	0.73	0.73	6.28	7.97	0.00	$0.00	73.00	38	5.0	0.000	-1.69	2023-12-11
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.53	-0.24	-1.66	0.73	0.73	6.28	7.81	0.00	$0.00	73.00	35	5.0	0.000	-1.53	2023-12-08
MCW240216P00005000	MCW	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -1.54	$0.00	0.00	$-1.54	-0.25	-1.66	0.73	0.73	6.28	7.82	0.00	$0.00	73.00	34	5.0	0.000	-1.54	2023-12-07
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.55	-0.25	-1.67	0.73	0.73	6.28	7.83	0.00	$0.00	73.00	33	0.0	0.000	-1.55	2023-12-06
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.39	-0.22	-1.70	0.73	0.73	6.28	7.67	0.00	$0.00	73.00	32	0.0	0.000	-1.39	2023-12-05
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.60	-0.25	-1.68	0.73	0.73	6.28	7.88	0.00	$0.00	73.00	31	0.0	0.000	-1.60	2023-12-04
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.42	-0.23	-1.71	0.73	0.73	6.28	7.70	0.00	$0.00	73.00	30	0.0	0.000	-1.42	2023-12-03
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.42	-0.23	-1.72	0.73	0.73	6.28	7.70	0.00	$0.00	73.00	29	0.0	0.000	-1.42	2023-12-02
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.41	-0.22	-1.73	0.73	0.73	6.28	7.69	0.00	$0.00	73.00	28	0.0	0.000	-1.41	2023-12-01
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.00	-0.16	-1.80	0.73	0.73	6.28	7.28	0.00	$0.00	73.00	27	0.0	0.000	-1.00	2023-11-30
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.13	-0.18	-1.78	0.73	0.73	6.28	7.41	0.00	$0.00	73.00	26	0.0	0.000	-1.13	2023-11-29
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.16	-0.18	-1.79	0.73	0.73	6.28	7.44	0.00	$0.00	73.00	25	0.0	0.000	-1.16	2023-11-28
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.04	-0.17	-1.81	0.73	0.73	6.28	7.32	0.00	$0.00	73.00	24	0.0	0.000	-1.04	2023-11-27
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.16	-0.18	-1.80	0.73	0.73	6.28	7.44	0.00	$0.00	73.00	21	0.0	0.000	-1.16	2023-11-24
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.17	-0.19	-2.45	0.73	0.73	6.28	7.45	0.00	$0.00	73.00	20	0.0	0.000	-1.17	2023-11-23
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.23	-0.20	-1.99	0.73	0.73	6.28	7.51	0.00	$0.00	73.00	19	0.0	6.000	-1.23	2023-11-22
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.13	-0.18	-1.82	0.73	0.73	6.28	7.41	0.00	$0.00	73.00	18	0.0	6.000	-1.13	2023-11-21
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.16	-0.18	-2.45	0.73	0.73	6.28	7.44	0.00	$0.00	73.00	17	0.0	6.000	-1.16	2023-11-20
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.14	-0.18	-2.06	0.73	0.73	6.28	7.42	0.00	$0.00	73.00	16	0.0	6.000	-1.14	2023-11-19
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-1.14	-0.18	-2.06	0.73	0.73	6.28	7.42	0.00	$0.00	73.00	14	0.0	6.000	-1.14	2023-11-17
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.88	-0.14	-2.03	0.73	0.73	6.28	7.16	0.00	$0.00	73.00	13	0.0	6.000	-0.88	2023-11-16
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.97	-0.15	-2.14	0.73	0.73	6.28	7.25	0.00	$0.00	73.00	12	0.0	6.000	-0.97	2023-11-15
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.82	-0.13	-1.60	0.73	0.73	6.28	7.10	0.00	$0.00	73.00	11	0.0	6.000	-0.82	2023-11-14
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.29	-0.05	-2.02	0.73	0.73	6.28	6.57	0.00	$0.00	73.00	10	0.0	6.000	-0.29	2023-11-13
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.18	-0.03	-1.75	0.73	0.73	6.28	6.46	0.00	$0.00	73.00	7	0.0	6.000	-0.18	2023-11-10
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.17	-0.03	-2.58	0.73	0.73	6.28	6.45	0.00	$0.00	73.00	6	0.0	0.000	-0.17	2023-11-09
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.17	-0.03	-2.11	0.73	0.73	6.28	6.45	0.00	$0.00	73.00	5	0.0	6.000	-0.17	2023-11-08
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.03	-0.00	-1.77	0.73	0.73	6.28	6.31	0.00	$0.00	73.00	4	0.0	6.000	-0.03	2023-11-07
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$0.27	0.04	-2.16	0.73	0.73	6.28	6.01	0.00	$0.00	73.00	3	0.0	6.000	0.27	2023-11-06
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$0.27	0.04	-2.16	0.73	0.73	6.28	6.01	0.00	$0.00	73.00	2	0.0	6.000	0.27	2023-11-05
MCW240216P00005000	MCW	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.73	0.73	6.28	6.28	0.00	$0.00	73.00	0	5.0	6.000	-0.00	2023-11-03

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