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View Outliers PnL Drill-Down: ONON240614P00036000

View in yFinance: ONON

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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
2024-05-14	ONON	ONON240614P00036000	36.00	2.0	100.000	0.549	0.220	1.0	0.7	-0.010	2.240	1.900	1.72	36.22	2024-06-14	PUT	Long	0.213	0.271	0.180

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	ONON	0.818	0.080	0.205	0.125	0.111	-0.007	56.64	0.044	0.0000	26.05	59.54	21	1y	49.58

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
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.71	-0.99	$-6.60	-0.18	0.38	1.72	0.01	36.30	42.90	-1.71	$-171.00	172.00	30	254.0	183.000	-6.60	2024-06-13
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.71	-0.99	$-7.33	-0.20	1.24	1.72	0.01	36.30	43.63	-1.71	$-171.00	172.00	29	16.0	183.000	-7.33	2024-06-12
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.71	-0.99	$-7.49	-0.21	0.51	1.72	0.01	36.30	43.79	-1.71	$-171.00	172.00	28	16.0	197.000	-7.49	2024-06-11
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.70	-0.99	$-6.45	-0.18	0.52	1.72	0.02	36.30	42.75	-1.70	$-170.00	172.00	27	12.0	197.000	-6.45	2024-06-10
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.70	-0.99	$-6.05	-0.17	0.13	1.72	0.02	36.30	42.35	-1.70	$-170.00	172.00	26	12.0	187.000	-6.05	2024-06-09
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.70	-0.99	$-6.04	-0.17	-0.02	1.72	0.02	36.30	42.34	-1.70	$-170.00	172.00	24	12.0	187.000	-6.04	2024-06-07
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.63	-0.95	$-5.90	-0.16	0.36	1.72	0.09	36.30	42.20	-1.63	$-163.00	172.00	23	100.0	187.000	-5.90	2024-06-06
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.63	-0.95	$-5.70	-0.16	0.26	1.72	0.09	36.30	42.00	-1.63	$-163.00	172.00	22	100.0	187.000	-5.70	2024-06-05
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.63	-0.95	$-4.52	-0.12	-0.08	1.72	0.09	36.30	40.82	-1.63	$-163.00	172.00	21	100.0	187.000	-4.52	2024-06-04
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.63	-0.95	$-4.94	-0.14	-0.06	1.72	0.09	36.30	41.24	-1.63	$-163.00	172.00	20	100.0	187.000	-4.94	2024-06-03
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.63	-0.95	$-6.23	-0.17	0.23	1.72	0.09	36.30	42.53	-1.63	$-163.00	172.00	17	100.0	187.000	-6.23	2024-05-31
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.63	-0.95	$-6.30	-0.17	0.10	1.72	0.09	36.30	42.60	-1.63	$-163.00	172.00	16	100.0	187.000	-6.30	2024-05-30
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.63	-0.95	$-6.35	-0.17	-0.04	1.72	0.09	36.30	42.65	-1.63	$-163.00	172.00	15	100.0	283.000	-6.35	2024-05-29
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.60	-0.93	$-5.52	-0.15	0.00	1.72	0.12	36.30	41.82	-1.60	$-160.00	172.00	14	9.0	291.000	-5.52	2024-05-28
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.47	-0.85	$-3.93	-0.11	0.01	1.72	0.25	36.30	40.23	-1.47	$-147.00	172.00	13	60.0	318.000	-3.93	2024-05-27
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.47	-0.85	$-3.93	-0.11	-0.07	1.72	0.25	36.30	40.23	-1.47	$-147.00	172.00	10	60.0	318.000	-3.93	2024-05-24
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.27	-0.74	$-2.11	-0.06	-0.16	1.72	0.45	36.30	38.41	-1.27	$-127.00	172.00	9	64.0	257.000	-2.11	2024-05-23
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.07	-0.62	$-1.30	-0.04	-0.19	1.72	0.65	36.30	37.60	-1.07	$-107.00	172.00	8	12.0	254.000	-1.30	2024-05-22
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.03	-0.60	$-1.02	-0.03	-0.21	1.72	0.69	36.30	37.32	-1.03	$-103.00	172.00	7	1.0	253.000	-1.02	2024-05-21
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.07	-0.62	$-2.06	-0.06	-0.49	1.72	0.65	36.30	38.36	-1.07	$-107.00	172.00	6	2.0	0.000	-2.06	2024-05-20
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.00	-0.58	$-1.82	-0.05	-0.18	1.72	0.72	36.30	38.12	-1.00	$-100.00	172.00	5	14.0	249.000	-1.82	2024-05-19
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-1.00	-0.58	$-1.82	-0.05	-0.19	1.72	0.72	36.30	38.12	-1.00	$-100.00	172.00	4	14.0	249.000	-1.82	2024-05-18
ONON240614P00036000	ONON	PUT	Long	36.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.41; Exit EQ PnL: -1.61	$-1.00	-0.58	$-1.83	-0.05	-0.20	1.72	0.72	36.30	38.13	-1.00	$-100.00	172.00	3	14.0	249.000	-1.83	2024-05-17
ONON240614P00036000	ONON	PUT	Long	36.00	None	$-0.19	-0.11	$-0.12	-0.00	-0.15	1.72	1.53	36.30	36.42	-0.19	$-19.00	172.00	1	4.0	102.000	-0.12	2024-05-15
ONON240614P00036000	ONON	PUT	Long	36.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.72	1.72	36.30	36.30	0.00	$0.00	172.00	0	2.0	100.000	-0.00	2024-05-14

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