EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: NEO240216C00017500

View in yFinance: NEO

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
2023-12-28	NEO	NEO240216C00017500	17.50	156.0	179.000	0.696	0.346	0.5	1.1	0.010	1.220	1.840	1.45	16.79	2024-02-16	CALL	Long	0.301	0.367	-0.181

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	NEO	0.909	0.102	0.242	0.145	0.112	-0.006	17.55	-0.149	0.0000	13.00	20.73	21	1y	14.44

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
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.40	-0.97	$-2.43	-0.14	0.05	1.45	0.05	16.79	14.36	-1.40	$-140.00	145.00	43	1.0	2033.000	-2.43	2024-02-09
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.42	-0.98	$-2.29	-0.14	-0.45	1.45	0.03	16.79	14.50	-1.42	$-142.00	145.00	42	4.0	2033.000	-2.29	2024-02-08
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.42	-0.98	$-2.73	-0.16	0.03	1.45	0.03	16.79	14.06	-1.42	$-142.00	145.00	41	4.0	2033.000	-2.73	2024-02-07
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.42	-0.98	$-2.31	-0.14	-0.09	1.45	0.03	16.79	14.48	-1.42	$-142.00	145.00	40	8.0	2036.000	-2.31	2024-02-06
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.42	-0.98	$-2.62	-0.16	-0.45	1.45	0.03	16.79	14.17	-1.42	$-142.00	145.00	39	10.0	2036.000	-2.62	2024-02-05
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.40	-0.97	$-2.11	-0.13	-0.45	1.45	0.05	16.79	14.68	-1.40	$-140.00	145.00	38	24.0	2036.000	-2.11	2024-02-04
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.40	-0.97	$-2.11	-0.13	-0.13	1.45	0.05	16.79	14.68	-1.40	$-140.00	145.00	36	24.0	2048.000	-2.11	2024-02-02
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.35	-0.93	$-1.99	-0.12	-0.07	1.45	0.10	16.79	14.80	-1.35	$-135.00	145.00	35	6.0	2048.000	-1.99	2024-02-01
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.30	-0.90	$-1.94	-0.12	-0.10	1.45	0.15	16.79	14.85	-1.30	$-130.00	145.00	34	222.0	2048.000	-1.94	2024-01-31
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.25	-0.86	$-1.31	-0.08	-0.08	1.45	0.20	16.79	15.48	-1.25	$-125.00	145.00	33	496.0	1837.000	-1.31	2024-01-30
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.05	-0.72	$-0.39	-0.02	-0.13	1.45	0.40	16.79	16.40	-1.05	$-105.00	145.00	32	328.0	1830.000	-0.39	2024-01-29
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.20	-0.83	$-1.18	-0.07	-0.12	1.45	0.25	16.79	15.61	-1.20	$-120.00	145.00	31	20.0	1818.000	-1.18	2024-01-28
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.20	-0.83	$-1.18	-0.07	-0.13	1.45	0.25	16.79	15.61	-1.20	$-120.00	145.00	30	20.0	1818.000	-1.18	2024-01-27
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.20	-0.83	$-1.18	-0.07	-0.14	1.45	0.25	16.79	15.61	-1.20	$-120.00	145.00	29	20.0	1818.000	-1.18	2024-01-26
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.10	-0.76	$-0.89	-0.05	-0.15	1.45	0.35	16.79	15.90	-1.10	$-110.00	145.00	28	14.0	1806.000	-0.89	2024-01-25
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.13	-0.78	$-0.94	-0.06	-0.15	1.45	0.32	16.79	15.85	-1.13	$-113.00	145.00	27	352.0	1595.000	-0.94	2024-01-24
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.10	-0.76	$-0.77	-0.05	-0.11	1.45	0.35	16.79	16.02	-1.10	$-110.00	145.00	26	99.0	1574.000	-0.77	2024-01-23
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.08	-0.74	$-0.79	-0.05	-0.15	1.45	0.37	16.79	16.00	-1.08	$-108.00	145.00	25	366.0	1397.000	-0.79	2024-01-22
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.10	-0.76	$-1.06	-0.06	-0.16	1.45	0.35	16.79	15.73	-1.10	$-110.00	145.00	22	51.0	1347.000	-1.06	2024-01-19
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.10	-0.76	$-1.26	-0.08	-0.14	1.45	0.35	16.79	15.53	-1.10	$-110.00	145.00	21	200.0	1342.000	-1.26	2024-01-18
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-1.10	-0.76	$-1.33	-0.08	-0.12	1.45	0.35	16.79	15.46	-1.10	$-110.00	145.00	20	48.0	1346.000	-1.33	2024-01-17
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.65	-0.45	$-1.27	-0.08	-0.07	1.45	0.80	16.79	15.52	-0.65	$-65.00	145.00	19	2.0	1345.000	-1.27	2024-01-16
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.60	-0.41	$-0.97	-0.06	-0.03	1.45	0.85	16.79	15.82	-0.60	$-60.00	145.00	15	26.0	1327.000	-0.97	2024-01-12
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.70	-0.48	$-0.98	-0.06	-0.14	1.45	0.75	16.79	15.81	-0.70	$-70.00	145.00	14	2.0	1326.000	-0.98	2024-01-11
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.85	-0.59	$-0.82	-0.05	-0.16	1.45	0.60	16.79	15.97	-0.85	$-85.00	145.00	13	178.0	1182.000	-0.82	2024-01-10
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.58	-0.40	$-0.67	-0.04	-0.08	1.45	0.87	16.79	16.12	-0.58	$-58.00	145.00	12	178.0	1153.000	-0.67	2024-01-09
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.67	-0.46	$-0.77	-0.05	-0.04	1.45	0.78	16.79	16.02	-0.67	$-67.00	145.00	11	72.0	1088.000	-0.77	2024-01-08
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.66	-0.46	$-1.18	-0.07	-0.00	1.45	0.79	16.79	15.61	-0.66	$-66.00	145.00	10	674.0	608.000	-1.18	2024-01-07
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.66	-0.46	$-1.18	-0.07	-0.03	1.45	0.79	16.79	15.61	-0.66	$-66.00	145.00	8	674.0	608.000	-1.18	2024-01-05
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.75	-0.52	$-1.02	-0.06	-0.63	1.45	0.70	16.79	15.77	-0.75	$-75.00	145.00	7	11.0	608.000	-1.02	2024-01-04
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.70	-0.48	$-0.68	-0.04	-0.63	1.45	0.75	16.79	16.11	-0.70	$-70.00	145.00	6	56.0	603.000	-0.68	2024-01-03
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.69	-0.48	$-0.84	-0.05	-0.63	1.45	0.76	16.79	15.95	-0.69	$-69.00	145.00	5	139.0	559.000	-0.84	2024-01-02
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.45	-0.31	$-0.61	-0.04	-0.07	1.45	1.00	16.79	16.18	-0.45	$-45.00	145.00	4	211.0	239.000	-0.61	2024-01-01
NEO240216C00017500	NEO	CALL	Long	17.50	None	$-0.45	-0.31	$-0.61	-0.04	-0.08	1.45	1.00	16.79	16.18	-0.45	$-45.00	145.00	2	211.0	239.000	-0.61	2023-12-30
NEO240216C00017500	NEO	CALL	Long	17.50	Exit OP PnL: $-0.35;Exit EQ PnL: -0.43; Position is Long and position continued to lose. Latest OP price is: $1.10 (EQ: $16.36). Initial OP price was: $1.45 (EQ: $16.79). Surpassed Stop Loss Percentage: -0.2413793103448275862068965517 < -0.16.	$-0.45	-0.31	$-0.61	-0.04	-0.09	1.45	1.00	16.79	16.18	-0.45	$-45.00	145.00	1	211.0	239.000	-0.61	2023-12-29
NEO240216C00017500	NEO	CALL	Long	17.50	None	$0.00	0.00	$0.00	0.00	0.00	1.45	1.45	16.79	16.79	0.00	$0.00	145.00	0	156.0	179.000	0.00	2023-12-28

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