EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: NOTE231117P00002500

View in yFinance: NOTE

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
2023-10-04	NOTE	NOTE231117P00002500	2.50	1.0	51.000	0.844	0.445	0.0	0.3	-0.010	0.130	0.380	0.60	2.24	2023-11-17	PUT	Long	0.449	0.486	0.191

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	NOTE	0.818	0.118	0.397	0.237	0.397	0.198	1.05	-0.870	0.0000	0.77	2.15	21	1y	0.97

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
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$1.05	1.75	$1.46	0.65	14.16	0.60	1.65	2.24	0.78	1.05	$105.00	60.00	43	0.0	34.000	1.46	2023-11-16
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$1.15	1.92	$1.42	0.63	8.41	0.60	1.75	2.24	0.82	1.15	$115.00	60.00	42	0.0	34.000	1.42	2023-11-15
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$1.34	0.60	9.66	0.60	0.75	2.24	0.90	0.15	$15.00	60.00	41	0.0	46.000	1.34	2023-11-14
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.94	0.42	1.91	0.60	0.75	2.24	1.30	0.15	$15.00	60.00	40	0.0	46.000	0.94	2023-11-13
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.94	0.42	3.72	0.60	0.75	2.24	1.30	0.15	$15.00	60.00	37	0.0	46.000	0.94	2023-11-10
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.87	0.39	-0.84	0.60	0.75	2.24	1.37	0.15	$15.00	60.00	36	0.0	0.000	0.87	2023-11-09
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.87	0.39	3.66	0.60	0.75	2.24	1.37	0.15	$15.00	60.00	35	0.0	46.000	0.87	2023-11-08
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.86	0.38	1.03	0.60	0.75	2.24	1.38	0.15	$15.00	60.00	34	0.0	46.000	0.86	2023-11-07
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.82	0.37	2.84	0.60	0.75	2.24	1.42	0.15	$15.00	60.00	33	0.0	46.000	0.82	2023-11-06
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.82	0.37	2.84	0.60	0.75	2.24	1.42	0.15	$15.00	60.00	32	0.0	46.000	0.82	2023-11-05
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.55	0.25	0.44	0.60	0.75	2.24	1.69	0.15	$15.00	60.00	30	0.0	46.000	0.55	2023-11-03
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.76	0.34	1.72	0.60	0.75	2.24	1.48	0.15	$15.00	60.00	29	0.0	46.000	0.76	2023-11-02
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.89	0.40	-0.34	0.60	0.75	2.24	1.35	0.15	$15.00	60.00	28	0.0	46.000	0.89	2023-11-01
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.91	0.41	0.66	0.60	0.75	2.24	1.33	0.15	$15.00	60.00	27	0.0	46.000	0.91	2023-10-31
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.80	0.36	2.16	0.60	0.75	2.24	1.44	0.15	$15.00	60.00	26	0.0	46.000	0.80	2023-10-30
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.92	0.41	2.14	0.60	0.75	2.24	1.32	0.15	$15.00	60.00	23	0.0	46.000	0.92	2023-10-27
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.92	0.41	-0.84	0.60	0.75	2.24	1.32	0.15	$15.00	60.00	22	0.0	46.000	0.92	2023-10-26
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$1.03	0.46	2.08	0.60	0.75	2.24	1.21	0.15	$15.00	60.00	21	0.0	64.000	1.03	2023-10-25
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.92	0.41	0.75	0.60	0.75	2.24	1.32	0.15	$15.00	60.00	20	0.0	64.000	0.92	2023-10-24
NOTE231117P00002500	NOTE	PUT	Long	2.50	Underlying has moved in favorable position (0.3896713615023474178403755869) and there is OP activity;Exit OP PnL: $0.15;Exit EQ PnL: 0.83	$0.15	0.25	$0.94	0.42	1.19	0.60	0.75	2.24	1.30	0.15	$15.00	60.00	19	0.0	64.000	0.94	2023-10-23
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.15	0.25	$0.51	0.23	0.58	0.60	0.75	2.24	1.73	0.15	$15.00	60.00	15	0.0	62.000	0.51	2023-10-19
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.05	0.08	$0.39	0.17	-0.03	0.60	0.65	2.24	1.85	0.05	$5.00	60.00	14	0.0	62.000	0.39	2023-10-18
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.05	0.08	$0.18	0.08	0.19	0.60	0.65	2.24	2.06	0.05	$5.00	60.00	13	0.0	62.000	0.18	2023-10-17
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.05	0.08	$0.31	0.14	0.48	0.60	0.65	2.24	1.93	0.05	$5.00	60.00	12	0.0	62.000	0.31	2023-10-16
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.05	0.08	$0.39	0.17	-0.08	0.60	0.65	2.24	1.85	0.05	$5.00	60.00	9	0.0	61.000	0.39	2023-10-13
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$-0.07	-0.12	$0.21	0.09	0.13	0.60	0.53	2.24	2.03	-0.07	$-7.00	60.00	7	0.0	61.000	0.21	2023-10-11
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.00	0.00	$0.09	0.04	0.12	0.60	0.60	2.24	2.15	0.00	$0.00	60.00	4	0.0	51.000	0.09	2023-10-08
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.00	0.00	$0.09	0.04	0.09	0.60	0.60	2.24	2.15	0.00	$0.00	60.00	2	0.0	51.000	0.09	2023-10-06
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.00	0.00	$0.10	0.04	-0.03	0.60	0.60	2.24	2.14	0.00	$0.00	60.00	1	0.0	51.000	0.10	2023-10-05
NOTE231117P00002500	NOTE	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.60	0.60	2.24	2.24	0.00	$0.00	60.00	0	1.0	51.000	-0.00	2023-10-04

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