EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: NSTG240315P00001000

View in yFinance: NSTG

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
2024-02-08 NSTG NSTG240315P00001000 1.00 2.0 0.000 0.000 2.102 0.0 0.9 -0.610 0.000 0.850 0.80 0.14 2024-03-15 PUT Long 1.920 2.121 1.324

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 NSTG 0.818 0.137 1.622 0.717 0.137 -0.257 0.11 -1.254 0.0000 0.04 0.80 11 1y 0.10

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
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.04 -0.33 0.00 0.80 0.80 0.12 0.16 0.00 $0.00 80.00 35 2.0 0.000 -0.04 2024-03-14
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.04 -0.33 0.00 0.80 0.80 0.12 0.16 0.00 $0.00 80.00 34 2.0 0.000 -0.04 2024-03-13
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.07 -0.58 0.00 0.80 0.80 0.12 0.19 0.00 $0.00 80.00 33 2.0 0.000 -0.07 2024-03-12
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.02 -0.17 0.00 0.80 0.80 0.12 0.14 0.00 $0.00 80.00 32 2.0 0.000 -0.02 2024-03-11
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.80 0.80 0.12 0.12 0.00 $0.00 80.00 29 2.0 0.000 -0.00 2024-03-08
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $0.01 0.08 0.00 0.80 0.80 0.12 0.11 0.00 $0.00 80.00 28 2.0 0.000 0.01 2024-03-07
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.01 -0.08 0.00 0.80 0.80 0.12 0.13 0.00 $0.00 80.00 27 2.0 0.000 -0.01 2024-03-06
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.02 -0.17 0.00 0.80 0.80 0.12 0.14 0.00 $0.00 80.00 26 2.0 0.000 -0.02 2024-03-05
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.02 -0.17 0.00 0.80 0.80 0.12 0.14 0.00 $0.00 80.00 25 2.0 0.000 -0.02 2024-03-04
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.00 -0.00 0.00 0.80 0.80 0.12 0.12 0.00 $0.00 80.00 22 2.0 0.000 -0.00 2024-03-01
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.05 -0.42 0.00 0.80 0.80 0.12 0.17 0.00 $0.00 80.00 21 2.0 0.000 -0.05 2024-02-29
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.04 -0.33 0.00 0.80 0.80 0.12 0.16 0.00 $0.00 80.00 20 2.0 0.000 -0.04 2024-02-28
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $0.04 0.33 0.00 0.80 0.80 0.12 0.08 0.00 $0.00 80.00 19 2.0 0.000 0.04 2024-02-27
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $0.07 0.58 0.00 0.80 0.80 0.12 0.05 0.00 $0.00 80.00 18 2.0 0.000 0.07 2024-02-26
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $0.07 0.58 0.00 0.80 0.80 0.12 0.05 0.00 $0.00 80.00 15 2.0 0.000 0.07 2024-02-23
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $0.08 0.67 0.00 0.80 0.80 0.12 0.04 0.00 $0.00 80.00 14 2.0 0.000 0.08 2024-02-22
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $0.07 0.58 0.00 0.80 0.80 0.12 0.05 0.00 $0.00 80.00 13 2.0 0.000 0.07 2024-02-21
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $0.06 0.50 0.00 0.80 0.80 0.12 0.06 0.00 $0.00 80.00 12 2.0 0.000 0.06 2024-02-20
NSTG240315P00001000 NSTG PUT Long 1.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $0.06 0.50 0.00 0.80 0.80 0.12 0.06 0.00 $0.00 80.00 11 2.0 0.000 0.06 2024-02-19
NSTG240315P00001000 NSTG PUT Long 1.00 None $0.00 0.00 $-0.11 -0.92 4.88 0.80 0.80 0.12 0.23 0.00 $0.00 80.00 1 2.0 0.000 -0.11 2024-02-09
NSTG240315P00001000 NSTG PUT Long 1.00 OUTLIERSPNLMANUALTRIGGER - too little volume/open interest $0.00 0.00 $-0.00 -0.00 0.00 0.80 0.80 0.12 0.12 0.00 $0.00 80.00 0 2.0 0.000 -0.00 2024-02-08

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