EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: NET240315P00105000

View in yFinance: NET

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
2024-02-09 NET NET240315P00105000 105.00 1906.0 500.000 0.435 0.247 4.8 1.6 -0.010 6.970 3.740 4.35 107.81 2024-03-15 PUT Long 0.216 0.276 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 NET 0.818 0.083 0.244 0.131 0.126 0.009 117.56 -0.142 0.0000 67.43 117.56 21 1y 90.10

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
NET240315P00105000 NET PUT Long 105.00 None $7.20 1.66 $13.59 0.13 1.10 4.35 11.55 107.81 94.22 7.20 $720.00 435.00 34 5.0 314.000 13.59 2024-03-14
NET240315P00105000 NET PUT Long 105.00 None $3.68 0.85 $11.91 0.11 0.35 4.35 8.03 107.81 95.90 3.68 $368.00 435.00 33 19.0 943.000 11.91 2024-03-13
NET240315P00105000 NET PUT Long 105.00 None $4.10 0.94 $11.04 0.10 0.05 4.35 8.45 107.81 96.77 4.10 $410.00 435.00 32 10.0 943.000 11.04 2024-03-12
NET240315P00105000 NET PUT Long 105.00 None $3.01 0.69 $10.78 0.10 0.28 4.35 7.36 107.81 97.03 3.01 $301.00 435.00 31 12.0 949.000 10.78 2024-03-11
NET240315P00105000 NET PUT Long 105.00 None $2.68 0.62 $9.82 0.09 0.07 4.35 7.03 107.81 97.99 2.68 $268.00 435.00 28 86.0 988.000 9.82 2024-03-08
NET240315P00105000 NET PUT Long 105.00 None $1.00 0.23 $7.08 0.07 0.08 4.35 5.35 107.81 100.73 1.00 $100.00 435.00 27 49.0 986.000 7.08 2024-03-07
NET240315P00105000 NET PUT Long 105.00 None $3.55 0.82 $10.32 0.10 0.02 4.35 7.90 107.81 97.49 3.55 $355.00 435.00 26 11.0 986.000 10.32 2024-03-06
NET240315P00105000 NET PUT Long 105.00 None $6.55 1.51 $12.45 0.12 0.10 4.35 10.90 107.81 95.36 6.55 $655.00 435.00 25 1.0 984.000 12.45 2024-03-05
NET240315P00105000 NET PUT Long 105.00 None $1.35 0.31 $6.93 0.06 -0.44 4.35 5.70 107.81 100.88 1.35 $135.00 435.00 24 23.0 0.000 6.93 2024-03-04
NET240315P00105000 NET PUT Long 105.00 None $1.05 0.24 $7.89 0.07 0.03 4.35 5.40 107.81 99.92 1.05 $105.00 435.00 23 6.0 982.000 7.89 2024-03-03
NET240315P00105000 NET PUT Long 105.00 None $1.05 0.24 $7.89 0.07 0.03 4.35 5.40 107.81 99.92 1.05 $105.00 435.00 22 6.0 982.000 7.89 2024-03-02
NET240315P00105000 NET PUT Long 105.00 None $3.20 0.74 $6.92 0.06 -0.00 4.35 7.55 107.81 100.89 3.20 $320.00 435.00 21 2.0 982.000 6.92 2024-03-01
NET240315P00105000 NET PUT Long 105.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $4.30 0.99 $9.35 0.09 0.03 4.35 8.65 107.81 98.46 4.30 $430.00 435.00 20 2.0 982.000 9.35 2024-02-29
NET240315P00105000 NET PUT Long 105.00 None $4.30 0.99 $10.33 0.10 0.02 4.35 8.65 107.81 97.48 4.30 $430.00 435.00 19 2.0 982.000 10.33 2024-02-28
NET240315P00105000 NET PUT Long 105.00 None $2.85 0.66 $9.56 0.09 -0.04 4.35 7.20 107.81 98.25 2.85 $285.00 435.00 18 46.0 957.000 9.56 2024-02-27
NET240315P00105000 NET PUT Long 105.00 None $3.15 0.72 $8.76 0.08 0.00 4.35 7.50 107.81 99.05 3.15 $315.00 435.00 17 26.0 968.000 8.76 2024-02-26
NET240315P00105000 NET PUT Long 105.00 None $3.89 0.89 $9.36 0.09 0.01 4.35 8.24 107.81 98.45 3.89 $389.00 435.00 16 26.0 949.000 9.36 2024-02-25
NET240315P00105000 NET PUT Long 105.00 None $3.55 0.82 $9.36 0.09 -0.02 4.35 7.90 107.81 98.45 3.55 $355.00 435.00 14 24.0 949.000 9.36 2024-02-23
NET240315P00105000 NET PUT Long 105.00 None $3.60 0.83 $8.34 0.08 0.00 4.35 7.95 107.81 99.47 3.60 $360.00 435.00 13 514.0 1133.000 8.34 2024-02-22
NET240315P00105000 NET PUT Long 105.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $6.50 1.49 $12.70 0.12 -0.00 4.35 10.85 107.81 95.11 6.50 $650.00 435.00 12 9.0 1134.000 12.70 2024-02-21
NET240315P00105000 NET PUT Long 105.00 None $6.15 1.41 $9.82 0.09 0.01 4.35 10.50 107.81 97.99 6.15 $615.00 435.00 11 15.0 1143.000 9.82 2024-02-20
NET240315P00105000 NET PUT Long 105.00 None $4.40 1.01 $9.29 0.09 0.02 4.35 8.75 107.81 98.52 4.40 $440.00 435.00 10 52.0 1129.000 9.29 2024-02-19
NET240315P00105000 NET PUT Long 105.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $3.05 0.70 $6.85 0.06 -0.44 4.35 7.40 107.81 100.96 3.05 $305.00 435.00 7 116.0 1129.000 6.85 2024-02-16
NET240315P00105000 NET PUT Long 105.00 None $0.00 0.00 $-0.00 -0.00 0.00 4.35 4.35 107.81 107.81 0.00 $0.00 435.00 0 1906.0 500.000 -0.00 2024-02-09

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