EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: OUST250117P00011000

View in yFinance: OUST

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
2024-12-17 OUST OUST250117P00011000 11.00 101.0 18.000 0.829 0.427 0.6 0.5 0.000 1.060 1.020 1.05 11.00 2025-01-17 PUT Long 0.435 0.461 0.173

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
2024-12-29 OUST 0.636 0.140 0.381 0.257 0.324 -0.024 12.49 -4.492 0.0000 4.71 16.39 21 1y 8.42

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
OUST250117P00011000 OUST PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.85 -0.81 $-3.64 -0.33 0.31 1.05 0.20 11.00 14.64 -0.85 $-85.00 105.00 17 127.0 324.000 -3.64 2025-01-03
OUST250117P00011000 OUST PUT Long 11.00 None $-0.42 -0.40 $-1.35 -0.12 0.27 1.05 0.63 11.00 12.35 -0.42 $-42.00 105.00 16 11.0 323.000 -1.35 2025-01-02
OUST250117P00011000 OUST PUT Long 11.00 None $-0.45 -0.43 $-1.22 -0.11 0.28 1.05 0.60 11.00 12.22 -0.45 $-45.00 105.00 15 41.0 308.000 -1.22 2025-01-01
OUST250117P00011000 OUST PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.45 -0.43 $-1.22 -0.11 0.31 1.05 0.60 11.00 12.22 -0.45 $-45.00 105.00 14 41.0 308.000 -1.22 2024-12-31
OUST250117P00011000 OUST PUT Long 11.00 None $-0.55 -0.52 $-1.45 -0.13 0.29 1.05 0.50 11.00 12.45 -0.55 $-55.00 105.00 13 6.0 305.000 -1.45 2024-12-30
OUST250117P00011000 OUST PUT Long 11.00 None $-0.40 -0.38 $-1.49 -0.14 0.33 1.05 0.65 11.00 12.49 -0.40 $-40.00 105.00 10 34.0 283.000 -1.49 2024-12-27
OUST250117P00011000 OUST PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-0.57 -0.54 $-2.71 -0.25 0.32 1.05 0.48 11.00 13.71 -0.57 $-57.00 105.00 9 8.0 278.000 -2.71 2024-12-26
OUST250117P00011000 OUST PUT Long 11.00 None $-0.50 -0.48 $-1.81 -0.16 0.26 1.05 0.55 11.00 12.81 -0.50 $-50.00 105.00 8 8.0 277.000 -1.81 2024-12-25
OUST250117P00011000 OUST PUT Long 11.00 None $-0.50 -0.48 $-1.81 -0.16 0.24 1.05 0.55 11.00 12.81 -0.50 $-50.00 105.00 7 8.0 277.000 -1.81 2024-12-24
OUST250117P00011000 OUST PUT Long 11.00 None $-0.20 -0.19 $-1.21 -0.11 0.32 1.05 0.85 11.00 12.21 -0.20 $-20.00 105.00 6 14.0 155.000 -1.21 2024-12-23
OUST250117P00011000 OUST PUT Long 11.00 None $-0.10 -0.10 $-0.98 -0.09 0.30 1.05 0.95 11.00 11.98 -0.10 $-10.00 105.00 3 13.0 148.000 -0.98 2024-12-20
OUST250117P00011000 OUST PUT Long 11.00 None $0.55 0.52 $0.58 0.05 0.20 1.05 1.60 11.00 10.42 0.55 $55.00 105.00 2 125.0 138.000 0.58 2024-12-19
OUST250117P00011000 OUST PUT Long 11.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.45 0.43 $0.62 0.06 0.27 1.05 1.50 11.00 10.38 0.45 $45.00 105.00 1 111.0 116.000 0.62 2024-12-18
OUST250117P00011000 OUST PUT Long 11.00 None $0.00 0.00 $-0.00 -0.00 0.00 1.05 1.05 11.00 11.00 0.00 $0.00 105.00 0 101.0 18.000 -0.00 2024-12-17

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