EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: OPI240216C00005000

View in yFinance: OPI

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
2024-01-11	OPI	OPI240216C00005000	5.00	267.0	208.000	0.895	0.547	0.0	1.1	0.090	0.100	1.210	0.10	3.87	2024-02-16	CALL	Long	0.358	0.599	-0.376

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	OPI	0.818	0.112	0.514	0.253	0.448	0.192	1.22	-0.130	0.0000	1.12	7.49	21	1y	1.61

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
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.08	-0.80	$-0.02	-0.01	0.32	0.10	0.02	3.87	3.85	-0.08	$-8.00	10.00	29	20.0	1128.000	-0.02	2024-02-09
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.08	-0.80	$-0.07	-0.02	0.29	0.10	0.02	3.87	3.80	-0.08	$-8.00	10.00	28	20.0	1128.000	-0.07	2024-02-08
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.08	-0.80	$-0.22	-0.06	0.36	0.10	0.02	3.87	3.65	-0.08	$-8.00	10.00	27	20.0	1128.000	-0.22	2024-02-07
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.08	-0.80	$-0.27	-0.07	0.34	0.10	0.02	3.87	3.60	-0.08	$-8.00	10.00	26	20.0	1128.000	-0.27	2024-02-06
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.08	-0.80	$-0.24	-0.06	-0.40	0.10	0.02	3.87	3.63	-0.08	$-8.00	10.00	25	20.0	1128.000	-0.24	2024-02-05
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.08	-0.80	$-0.26	-0.07	-0.40	0.10	0.02	3.87	3.61	-0.08	$-8.00	10.00	24	20.0	1128.000	-0.26	2024-02-04
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.08	-0.80	$-0.26	-0.07	0.17	0.10	0.02	3.87	3.61	-0.08	$-8.00	10.00	22	20.0	1128.000	-0.26	2024-02-02
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.08	-0.80	$-0.19	-0.05	0.07	0.10	0.02	3.87	3.68	-0.08	$-8.00	10.00	21	20.0	1112.000	-0.19	2024-02-01
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.05	-0.50	$-0.20	-0.05	0.06	0.10	0.05	3.87	3.67	-0.05	$-5.00	10.00	20	10.0	1112.000	-0.20	2024-01-31
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.05	-0.50	$-0.03	-0.01	0.07	0.10	0.05	3.87	3.84	-0.05	$-5.00	10.00	19	10.0	1103.000	-0.03	2024-01-30
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.03	-0.30	$-0.19	-0.05	0.29	0.10	0.07	3.87	3.68	-0.03	$-3.00	10.00	18	541.0	711.000	-0.19	2024-01-29
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.03	-0.30	$-0.20	-0.05	0.14	0.10	0.07	3.87	3.67	-0.03	$-3.00	10.00	17	260.0	457.000	-0.20	2024-01-28
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.03	-0.30	$-0.20	-0.05	0.12	0.10	0.07	3.87	3.67	-0.03	$-3.00	10.00	16	260.0	457.000	-0.20	2024-01-27
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.03	-0.30	$-0.20	-0.05	0.10	0.10	0.07	3.87	3.67	-0.03	$-3.00	10.00	15	260.0	457.000	-0.20	2024-01-26
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.05	-0.50	$-0.16	-0.04	0.17	0.10	0.05	3.87	3.71	-0.05	$-5.00	10.00	14	262.0	199.000	-0.16	2024-01-25
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.02	-0.20	$-0.35	-0.09	-0.00	0.10	0.08	3.87	3.52	-0.02	$-2.00	10.00	13	1.0	199.000	-0.35	2024-01-24
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.02	-0.20	$-0.22	-0.06	-0.10	0.10	0.08	3.87	3.65	-0.02	$-2.00	10.00	12	1.0	199.000	-0.22	2024-01-23
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.02	-0.20	$-0.26	-0.07	-0.10	0.10	0.08	3.87	3.61	-0.02	$-2.00	10.00	11	1.0	199.000	-0.26	2024-01-22
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.02	-0.20	$-0.33	-0.09	-0.10	0.10	0.08	3.87	3.54	-0.02	$-2.00	10.00	8	1.0	199.000	-0.33	2024-01-19
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.05	-0.50	$-0.24	-0.06	0.08	0.10	0.05	3.87	3.63	-0.05	$-5.00	10.00	7	20.0	179.000	-0.24	2024-01-18
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.03	-0.30	$-0.22	-0.06	0.07	0.10	0.07	3.87	3.65	-0.03	$-3.00	10.00	6	20.0	165.000	-0.22	2024-01-17
OPI240216C00005000	OPI	CALL	Long	5.00	None	$-0.05	-0.50	$-0.25	-0.06	0.06	0.10	0.05	3.87	3.62	-0.05	$-5.00	10.00	5	35.0	165.000	-0.25	2024-01-16
OPI240216C00005000	OPI	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.21	$-0.05	-0.50	$-0.17	-0.04	-0.04	0.10	0.05	3.87	3.70	-0.05	$-5.00	10.00	1	35.0	167.000	-0.17	2024-01-12
OPI240216C00005000	OPI	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.10	0.10	3.87	3.87	0.00	$0.00	10.00	0	267.0	208.000	0.00	2024-01-11

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