EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: PATH240105P00017500

View in yFinance: PATH

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
2023-12-01 PATH PATH240105P00017500 17.50 2.0 12.000 0.668 0.309 7.7 0.0 -0.030 7.730 0.030 0.10 25.13 2024-01-05 PUT Long 0.262 0.352 0.267

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 PATH 1.000 0.080 0.423 0.143 0.139 -0.004 13.91 -0.069 0.0000 10.75 26.88 21 1y 12.80

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
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $2.47 0.10 2.20 0.05 0.05 25.04 22.57 0.00 $0.00 5.00 34 12.0 3.000 2.47 2024-01-04
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $2.47 0.10 1.37 0.05 0.05 25.04 22.57 0.00 $0.00 5.00 33 12.0 3.000 2.47 2024-01-03
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $1.24 0.05 1.28 0.05 0.05 25.04 23.80 0.00 $0.00 5.00 32 12.0 3.000 1.24 2024-01-02
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $0.20 0.01 1.20 0.05 0.05 25.04 24.84 0.00 $0.00 5.00 31 12.0 3.000 0.20 2024-01-01
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $0.20 0.01 0.87 0.05 0.05 25.04 24.84 0.00 $0.00 5.00 29 12.0 3.000 0.20 2023-12-30
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $0.20 0.01 0.67 0.05 0.05 25.04 24.84 0.00 $0.00 5.00 28 12.0 3.000 0.20 2023-12-29
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.48 -0.02 1.52 0.05 0.05 25.04 25.52 0.00 $0.00 5.00 27 12.0 3.000 -0.48 2023-12-28
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.48 -0.02 0.48 0.05 0.05 25.04 25.52 0.00 $0.00 5.00 26 12.0 3.000 -0.48 2023-12-27
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.67 -0.03 0.57 0.05 0.05 25.04 25.71 0.00 $0.00 5.00 25 12.0 3.000 -0.67 2023-12-26
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.37 -0.01 0.37 0.05 0.05 25.04 25.41 0.00 $0.00 5.00 24 12.0 3.000 -0.37 2023-12-25
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.37 -0.01 0.29 0.05 0.05 25.04 25.41 0.00 $0.00 5.00 22 12.0 3.000 -0.37 2023-12-23
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.38 -0.02 0.27 0.05 0.05 25.04 25.42 0.00 $0.00 5.00 21 12.0 3.000 -0.38 2023-12-22
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.19 -0.01 0.32 0.05 0.05 25.04 25.23 0.00 $0.00 5.00 20 12.0 3.000 -0.19 2023-12-21
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.59 -0.02 0.33 0.05 0.05 25.04 25.63 0.00 $0.00 5.00 19 12.0 3.000 -0.59 2023-12-20
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-1.23 -0.05 0.35 0.05 0.05 25.04 26.27 0.00 $0.00 5.00 18 12.0 3.000 -1.23 2023-12-19
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.64 -0.03 0.30 0.05 0.05 25.04 25.68 0.00 $0.00 5.00 17 12.0 3.000 -0.64 2023-12-18
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.64 -0.03 0.24 0.05 0.05 25.04 25.68 0.00 $0.00 5.00 15 12.0 3.000 -0.64 2023-12-16
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.65 -0.03 0.22 0.05 0.05 25.04 25.69 0.00 $0.00 5.00 14 12.0 3.000 -0.65 2023-12-15
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.63 -0.03 0.43 0.05 0.05 25.04 25.67 0.00 $0.00 5.00 13 12.0 3.000 -0.63 2023-12-14
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $0.07 0.00 0.35 0.05 0.05 25.04 24.97 0.00 $0.00 5.00 12 12.0 3.000 0.07 2023-12-13
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $0.49 0.02 0.15 0.05 0.05 25.04 24.55 0.00 $0.00 5.00 11 12.0 0.000 0.49 2023-12-12
PATH240105P00017500 PATH PUT Long 17.50 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $0.52 0.02 0.30 0.05 0.05 25.04 24.52 0.00 $0.00 5.00 10 12.0 3.000 0.52 2023-12-11
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $0.41 0.02 0.14 0.05 0.05 25.04 24.63 0.00 $0.00 5.00 7 12.0 3.000 0.41 2023-12-08
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $1.63 0.07 0.06 0.05 0.05 25.04 23.41 0.00 $0.00 5.00 6 12.0 3.000 1.63 2023-12-07
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $1.68 0.07 0.03 0.05 0.05 25.04 23.36 0.00 $0.00 5.00 5 0.0 3.000 1.68 2023-12-06
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $0.37 0.01 0.14 0.05 0.05 25.04 24.67 0.00 $0.00 5.00 4 0.0 3.000 0.37 2023-12-05
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.21 -0.01 0.17 0.05 0.05 25.04 25.25 0.00 $0.00 5.00 3 0.0 3.000 -0.21 2023-12-04
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.02 0.05 0.05 25.04 25.04 0.00 $0.00 5.00 2 0.0 12.000 -0.00 2023-12-03
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.01 0.05 0.05 25.04 25.04 0.00 $0.00 5.00 1 0.0 12.000 -0.00 2023-12-02
PATH240105P00017500 PATH PUT Long 17.50 None $0.00 0.00 $-0.00 -0.00 0.00 0.05 0.05 25.04 25.04 0.00 $0.00 5.00 0 0.0 12.000 -0.00 2023-12-01

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