EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: MGNX240621C00007500

View in yFinance: MGNX

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
2024-05-10	MGNX	MGNX240621C00007500	7.50	667.0	8.000	1.680	1.539	0.0	4.2	0.860	0.050	4.190	0.15	3.33	2024-06-21	CALL	Long	0.428	1.557	-0.774

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	MGNX	1.000	0.152	1.586	0.342	0.166	-0.083	3.34	-0.158	0.0000	3.00	21.47	21	1y	3.84

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
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.10	-0.67	$0.81	0.24	3.47	0.15	0.05	3.31	4.12	-0.10	$-10.00	15.00	37	6.0	612.000	0.81	2024-06-18
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.10	-0.67	$0.98	0.30	3.52	0.15	0.05	3.31	4.29	-0.10	$-10.00	15.00	36	6.0	612.000	0.98	2024-06-17
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.10	-0.67	$1.16	0.35	2.16	0.15	0.05	3.31	4.47	-0.10	$-10.00	15.00	33	1.0	607.000	1.16	2024-06-14
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.10	-0.67	$1.37	0.41	1.66	0.15	0.05	3.31	4.68	-0.10	$-10.00	15.00	32	1.0	607.000	1.37	2024-06-13
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.05	-0.33	$1.68	0.51	1.33	0.15	0.10	3.31	4.99	-0.05	$-5.00	15.00	31	1.0	606.000	1.68	2024-06-12
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.10	-0.67	$1.62	0.49	1.28	0.15	0.05	3.31	4.93	-0.10	$-10.00	15.00	30	5.0	606.000	1.62	2024-06-11
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.10	-0.67	$1.27	0.38	1.44	0.15	0.05	3.31	4.58	-0.10	$-10.00	15.00	29	5.0	606.000	1.27	2024-06-10
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.02	-0.13	$1.22	0.37	1.48	0.15	0.13	3.31	4.53	-0.02	$-2.00	15.00	28	86.0	606.000	1.22	2024-06-09
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.02	-0.13	$1.22	0.37	1.27	0.15	0.13	3.31	4.53	-0.02	$-2.00	15.00	26	86.0	606.000	1.22	2024-06-07
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.02	-0.13	$1.36	0.41	1.25	0.15	0.13	3.31	4.67	-0.02	$-2.00	15.00	25	86.0	606.000	1.36	2024-06-06
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.02	-0.13	$1.60	0.48	0.94	0.15	0.13	3.31	4.91	-0.02	$-2.00	15.00	24	86.0	607.000	1.60	2024-06-05
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.10	-0.67	$1.05	0.32	1.46	0.15	0.05	3.31	4.36	-0.10	$-10.00	15.00	23	29.0	607.000	1.05	2024-06-04
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.10	-0.67	$1.17	0.35	1.33	0.15	0.05	3.31	4.48	-0.10	$-10.00	15.00	22	12.0	604.000	1.17	2024-06-03
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.05	-0.33	$0.78	0.24	1.20	0.15	0.10	3.31	4.09	-0.05	$-5.00	15.00	19	2.0	604.000	0.78	2024-05-31
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.05	-0.33	$0.93	0.28	1.30	0.15	0.10	3.31	4.24	-0.05	$-5.00	15.00	18	2.0	604.000	0.93	2024-05-30
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.05	-0.33	$0.83	0.25	1.42	0.15	0.10	3.31	4.14	-0.05	$-5.00	15.00	17	2.0	604.000	0.83	2024-05-29
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$-0.05	-0.33	$1.03	0.31	1.47	0.15	0.10	3.31	4.34	-0.05	$-5.00	15.00	16	1.0	604.000	1.03	2024-05-28
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.02	0.13	$1.24	0.37	1.11	0.15	0.17	3.31	4.55	0.02	$2.00	15.00	15	1.0	604.000	1.24	2024-05-27
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.02	0.13	$1.24	0.37	1.02	0.15	0.17	3.31	4.55	0.02	$2.00	15.00	12	1.0	604.000	1.24	2024-05-24
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.00	0.00	$1.32	0.40	1.16	0.15	0.15	3.31	4.63	0.00	$0.00	15.00	11	4.0	604.000	1.32	2024-05-23
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.00	0.00	$1.39	0.42	0.83	0.15	0.15	3.31	4.70	0.00	$0.00	15.00	10	4.0	604.000	1.39	2024-05-22
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.00	0.00	$0.95	0.29	1.10	0.15	0.15	3.31	4.26	0.00	$0.00	15.00	9	4.0	604.000	0.95	2024-05-21
MGNX240621C00007500	MGNX	CALL	Long	7.50	Underlying has moved in favorable position (0.2930513595166163141993957704) however, position is suffering from IV crush;Exit OP PnL: $-0.10;Exit EQ PnL: 0.97	$0.00	0.00	$0.95	0.29	0.00	0.15	0.15	3.31	4.26	0.00	$0.00	15.00	8	8.0	0.000	0.95	2024-05-20
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.30	2.00	$1.05	0.32	1.21	0.15	0.45	3.31	4.36	0.30	$30.00	15.00	7	5.0	600.000	1.05	2024-05-19
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.30	2.00	$1.05	0.32	1.18	0.15	0.45	3.31	4.36	0.30	$30.00	15.00	6	5.0	600.000	1.05	2024-05-18
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.20	1.33	$1.05	0.32	1.16	0.15	0.35	3.31	4.36	0.20	$20.00	15.00	5	4.0	600.000	1.05	2024-05-17
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.16	1.07	$1.40	0.42	0.88	0.15	0.31	3.31	4.71	0.16	$16.00	15.00	3	40.0	574.000	1.40	2024-05-15
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.15	1.00	$1.14	0.34	1.16	0.15	0.30	3.31	4.45	0.15	$15.00	15.00	2	94.0	657.000	1.14	2024-05-14
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.15	1.00	$1.07	0.32	1.23	0.15	0.30	3.31	4.38	0.15	$15.00	15.00	1	107.0	638.000	1.07	2024-05-13
MGNX240621C00007500	MGNX	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	0.15	0.15	3.31	3.31	0.00	$0.00	15.00	0	5.0	638.000	0.00	2024-05-12

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