EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: NKTR240517P00001000

View in yFinance: NKTR

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
2024-04-04	NKTR	NKTR240517P00001000	1.00	15.0	155.000	1.234	0.470	0.3	0.0	-0.010	0.380	0.060	0.10	1.32	2024-05-17	PUT	Long	0.463	0.516	0.269

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	NKTR	0.727	0.154	0.377	0.241	0.154	-0.052	1.02	-3.063	0.0000	0.47	1.83	21	1y	1.32

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
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.51	-0.39	-0.73	0.10	0.05	1.32	1.83	-0.05	$-5.00	10.00	41	60.0	336.000	-0.51	2024-05-15
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.45	-0.34	2.89	0.10	0.05	1.32	1.77	-0.05	$-5.00	10.00	40	100.0	336.000	-0.45	2024-05-14
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.43	-0.33	2.39	0.10	0.05	1.32	1.75	-0.05	$-5.00	10.00	39	100.0	336.000	-0.43	2024-05-13
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.44	-0.33	-0.73	0.10	0.05	1.32	1.76	-0.05	$-5.00	10.00	38	100.0	336.000	-0.44	2024-05-12
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.28	-0.21	1.20	0.10	0.05	1.32	1.60	-0.05	$-5.00	10.00	35	80.0	336.000	-0.28	2024-05-09
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.32	-0.24	1.14	0.10	0.05	1.32	1.64	-0.05	$-5.00	10.00	34	80.0	336.000	-0.32	2024-05-08
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.18	-0.14	-0.73	0.10	0.05	1.32	1.50	-0.05	$-5.00	10.00	33	100.0	256.000	-0.18	2024-05-07
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.31	-0.23	5.39	0.10	0.05	1.32	1.63	-0.05	$-5.00	10.00	29	20.0	194.000	-0.31	2024-05-03
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$-0.35	-0.27	0.75	0.10	0.05	1.32	1.67	-0.05	$-5.00	10.00	28	20.0	174.000	-0.35	2024-05-02
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.14	-0.11	0.20	0.10	0.10	1.32	1.46	0.00	$0.00	10.00	25	1.0	174.000	-0.14	2024-04-29
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.77	0.10	0.10	1.32	1.32	0.00	$0.00	10.00	22	1.0	174.000	-0.00	2024-04-26
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.17	0.10	0.10	1.32	1.32	0.00	$0.00	10.00	21	1.0	174.000	-0.00	2024-04-25
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.06	-0.05	0.55	0.10	0.10	1.32	1.38	0.00	$0.00	10.00	20	1.0	174.000	-0.06	2024-04-24
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.10	-0.08	-0.02	0.10	0.10	1.32	1.42	0.00	$0.00	10.00	19	1.0	174.000	-0.10	2024-04-23
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.04	-0.03	0.17	0.10	0.10	1.32	1.36	0.00	$0.00	10.00	18	1.0	173.000	-0.04	2024-04-22
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.05	-0.50	$0.08	0.06	0.11	0.10	0.05	1.32	1.24	-0.05	$-5.00	10.00	15	1.0	173.000	0.08	2024-04-19
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.06	-0.60	$0.02	0.02	-0.03	0.10	0.04	1.32	1.30	-0.06	$-6.00	10.00	14	21.0	173.000	0.02	2024-04-18
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.06	-0.60	$-0.03	-0.02	0.03	0.10	0.04	1.32	1.35	-0.06	$-6.00	10.00	13	21.0	173.000	-0.03	2024-04-17
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.06	-0.60	$-0.17	-0.13	0.24	0.10	0.04	1.32	1.49	-0.06	$-6.00	10.00	12	21.0	173.000	-0.17	2024-04-16
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.06	-0.60	$-0.25	-0.19	0.56	0.10	0.04	1.32	1.57	-0.06	$-6.00	10.00	11	21.0	173.000	-0.25	2024-04-15
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.06	-0.60	$-0.35	-0.27	0.05	0.10	0.04	1.32	1.67	-0.06	$-6.00	10.00	8	21.0	173.000	-0.35	2024-04-12
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.06	-0.60	$-0.26	-0.20	0.24	0.10	0.04	1.32	1.58	-0.06	$-6.00	10.00	7	21.0	156.000	-0.26	2024-04-11
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.01	-0.10	$0.03	0.02	-0.19	0.10	0.09	1.32	1.29	-0.01	$-1.00	10.00	6	1.0	156.000	0.03	2024-04-10
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.01	-0.10	$0.07	0.05	-0.05	0.10	0.09	1.32	1.25	-0.01	$-1.00	10.00	5	1.0	156.000	0.07	2024-04-09
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$-0.01	-0.10	$0.01	0.01	0.03	0.10	0.09	1.32	1.31	-0.01	$-1.00	10.00	4	1.0	156.000	0.01	2024-04-08
NKTR240517P00001000	NKTR	PUT	Long	1.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.04	$-0.01	-0.10	$-0.00	-0.00	-0.20	0.10	0.09	1.32	1.32	-0.01	$-1.00	10.00	1	1.0	156.000	-0.00	2024-04-05
NKTR240517P00001000	NKTR	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.10	0.10	1.32	1.32	0.00	$0.00	10.00	0	15.0	155.000	-0.00	2024-04-04

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