EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: NTES240216C00090000

View in yFinance: NTES

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
2023-12-25	NTES	NTES240216C00090000	90.00	455.0	0.000	0.553	0.222	1.8	3.7	0.010	5.740	7.580	6.50	87.64	2024-02-16	CALL	Long	0.136	0.223	-0.161

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	NTES	0.818	0.076	0.218	0.127	0.132	-0.003	93.63	0.284	0.0000	76.28	113.14	21	1y	80.30

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
NTES240216C00090000	NTES	CALL	Long	90.00	None	$11.00	1.69	$18.98	0.22	0.40	6.50	17.50	87.64	106.62	11.00	$1100.00	650.00	46	6.0	1724.000	18.98	2024-02-09
NTES240216C00090000	NTES	CALL	Long	90.00	None	$11.00	1.69	$17.05	0.19	0.10	6.50	17.50	87.64	104.69	11.00	$1100.00	650.00	45	6.0	1724.000	17.05	2024-02-08
NTES240216C00090000	NTES	CALL	Long	90.00	None	$11.00	1.69	$18.70	0.21	0.14	6.50	17.50	87.64	106.34	11.00	$1100.00	650.00	44	6.0	1724.000	18.70	2024-02-07
NTES240216C00090000	NTES	CALL	Long	90.00	None	$11.00	1.69	$19.72	0.23	-0.03	6.50	17.50	87.64	107.36	11.00	$1100.00	650.00	43	6.0	1725.000	19.72	2024-02-06
NTES240216C00090000	NTES	CALL	Long	90.00	None	$4.54	0.70	$13.03	0.15	-0.55	6.50	11.04	87.64	100.67	4.54	$454.00	650.00	42	1.0	1725.000	13.03	2024-02-05
NTES240216C00090000	NTES	CALL	Long	90.00	None	$5.06	0.78	$11.19	0.13	-0.55	6.50	11.56	87.64	98.83	5.06	$506.00	650.00	41	8.0	1725.000	11.19	2024-02-04
NTES240216C00090000	NTES	CALL	Long	90.00	None	$5.06	0.78	$11.19	0.13	0.01	6.50	11.56	87.64	98.83	5.06	$506.00	650.00	39	8.0	1725.000	11.19	2024-02-02
NTES240216C00090000	NTES	CALL	Long	90.00	None	$5.06	0.78	$13.26	0.15	-0.03	6.50	11.56	87.64	100.90	5.06	$506.00	650.00	38	8.0	1725.000	13.26	2024-02-01
NTES240216C00090000	NTES	CALL	Long	90.00	None	$2.40	0.37	$10.00	0.11	-0.08	6.50	8.90	87.64	97.64	2.40	$240.00	650.00	37	10.0	1725.000	10.00	2024-01-31
NTES240216C00090000	NTES	CALL	Long	90.00	None	$2.40	0.37	$9.92	0.11	-0.07	6.50	8.90	87.64	97.56	2.40	$240.00	650.00	36	10.0	1724.000	9.92	2024-01-30
NTES240216C00090000	NTES	CALL	Long	90.00	None	$3.63	0.56	$11.65	0.13	-0.01	6.50	10.13	87.64	99.29	3.63	$363.00	650.00	35	1.0	1724.000	11.65	2024-01-29
NTES240216C00090000	NTES	CALL	Long	90.00	None	$6.49	1.00	$14.62	0.17	-0.04	6.50	12.99	87.64	102.26	6.49	$649.00	650.00	34	1.0	1724.000	14.62	2024-01-28
NTES240216C00090000	NTES	CALL	Long	90.00	None	$6.49	1.00	$14.62	0.17	0.31	6.50	12.99	87.64	102.26	6.49	$649.00	650.00	33	1.0	1724.000	14.62	2024-01-27
NTES240216C00090000	NTES	CALL	Long	90.00	None	$6.49	1.00	$14.62	0.17	-0.05	6.50	12.99	87.64	102.26	6.49	$649.00	650.00	32	1.0	1724.000	14.62	2024-01-26
NTES240216C00090000	NTES	CALL	Long	90.00	None	$7.30	1.12	$15.86	0.18	0.11	6.50	13.80	87.64	103.50	7.30	$730.00	650.00	31	153.0	1726.000	15.86	2024-01-25
NTES240216C00090000	NTES	CALL	Long	90.00	None	$5.10	0.78	$12.58	0.14	-0.05	6.50	11.60	87.64	100.22	5.10	$510.00	650.00	30	7.0	1726.000	12.58	2024-01-24
NTES240216C00090000	NTES	CALL	Long	90.00	None	$2.60	0.40	$9.30	0.11	-0.04	6.50	9.10	87.64	96.94	2.60	$260.00	650.00	29	491.0	1741.000	9.30	2024-01-23
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-2.30	-0.35	$3.26	0.04	-0.11	6.50	4.20	87.64	90.90	-2.30	$-230.00	650.00	28	12.0	1741.000	3.26	2024-01-22
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-1.49	-0.23	$4.06	0.05	-0.13	6.50	5.01	87.64	91.70	-1.49	$-149.00	650.00	25	73.0	1685.000	4.06	2024-01-19
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-2.70	-0.42	$1.80	0.02	-0.15	6.50	3.80	87.64	89.44	-2.70	$-270.00	650.00	24	649.0	1678.000	1.80	2024-01-18
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-3.40	-0.52	$0.73	0.01	-0.16	6.50	3.10	87.64	88.37	-3.40	$-340.00	650.00	23	910.0	876.000	0.73	2024-01-17
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-1.40	-0.22	$3.19	0.04	-0.14	6.50	5.10	87.64	90.83	-1.40	$-140.00	650.00	22	21.0	882.000	3.19	2024-01-16
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-1.80	-0.28	$3.42	0.04	-0.17	6.50	4.70	87.64	91.06	-1.80	$-180.00	650.00	18	4.0	883.000	3.42	2024-01-12
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-1.95	-0.30	$2.78	0.03	-0.16	6.50	4.55	87.64	90.42	-1.95	$-195.00	650.00	17	30.0	881.000	2.78	2024-01-11
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-2.40	-0.37	$1.32	0.02	-0.15	6.50	4.10	87.64	88.96	-2.40	$-240.00	650.00	16	75.0	820.000	1.32	2024-01-10
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-2.10	-0.32	$1.80	0.02	-0.14	6.50	4.40	87.64	89.44	-2.10	$-210.00	650.00	15	15.0	813.000	1.80	2024-01-09
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-1.60	-0.25	$2.47	0.03	-0.13	6.50	4.90	87.64	90.11	-1.60	$-160.00	650.00	14	111.0	730.000	2.47	2024-01-08
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-0.80	-0.12	$3.55	0.04	-0.13	6.50	5.70	87.64	91.19	-0.80	$-80.00	650.00	13	94.0	711.000	3.55	2024-01-07
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-0.80	-0.12	$3.55	0.04	-0.14	6.50	5.70	87.64	91.19	-0.80	$-80.00	650.00	11	94.0	711.000	3.55	2024-01-05
NTES240216C00090000	NTES	CALL	Long	90.00	None	$2.60	0.40	$8.23	0.09	-0.55	6.50	9.10	87.64	95.87	2.60	$260.00	650.00	10	15.0	711.000	8.23	2024-01-04
NTES240216C00090000	NTES	CALL	Long	90.00	None	$2.40	0.37	$8.57	0.10	-0.55	6.50	8.90	87.64	96.21	2.40	$240.00	650.00	9	19.0	717.000	8.57	2024-01-03
NTES240216C00090000	NTES	CALL	Long	90.00	None	$0.40	0.06	$4.83	0.06	-0.55	6.50	6.90	87.64	92.47	0.40	$40.00	650.00	8	32.0	724.000	4.83	2024-01-02
NTES240216C00090000	NTES	CALL	Long	90.00	None	$1.40	0.22	$5.52	0.06	-0.08	6.50	7.90	87.64	93.16	1.40	$140.00	650.00	7	114.0	767.000	5.52	2024-01-01
NTES240216C00090000	NTES	CALL	Long	90.00	None	$1.40	0.22	$5.52	0.06	-0.08	6.50	7.90	87.64	93.16	1.40	$140.00	650.00	5	114.0	767.000	5.52	2023-12-30
NTES240216C00090000	NTES	CALL	Long	90.00	None	$1.40	0.22	$5.52	0.06	-0.09	6.50	7.90	87.64	93.16	1.40	$140.00	650.00	4	114.0	767.000	5.52	2023-12-29
NTES240216C00090000	NTES	CALL	Long	90.00	None	$-0.90	-0.14	$1.66	0.02	-0.10	6.50	5.60	87.64	89.30	-0.90	$-90.00	650.00	3	669.0	421.000	1.66	2023-12-28
NTES240216C00090000	NTES	CALL	Long	90.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.40	-0.22	$-0.01	-0.00	-0.08	6.50	5.10	87.64	87.63	-1.40	$-140.00	650.00	2	188.0	333.000	-0.01	2023-12-27
NTES240216C00090000	NTES	CALL	Long	90.00	None	$1.80	0.28	$4.56	0.05	-0.04	6.50	8.30	87.64	92.20	1.80	$180.00	650.00	1	130.0	247.000	4.56	2023-12-26
NTES240216C00090000	NTES	CALL	Long	90.00	None	$0.00	0.00	$0.00	0.00	0.00	6.50	6.50	87.64	87.64	0.00	$0.00	650.00	0	455.0	0.000	0.00	2023-12-25

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