EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: PBI240621P00004000

View in yFinance: PBI

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
2024-05-02	PBI	PBI240621P00004000	4.00	2.0	25.000	0.586	0.285	1.3	0.0	-0.020	1.300	0.030	0.08	5.25	2024-06-21	PUT	Long	0.207	0.302	0.247

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.36	0.07	1.34	0.08	0.05	5.25	4.89	-0.03	$-3.00	8.00	47	2.0	128.000	0.36	2024-06-18
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.30	0.06	1.21	0.08	0.05	5.25	4.95	-0.03	$-3.00	8.00	46	2.0	128.000	0.30	2024-06-17
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.39	0.07	0.38	0.08	0.05	5.25	4.86	-0.03	$-3.00	8.00	43	2.0	128.000	0.39	2024-06-14
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.26	0.05	0.41	0.08	0.05	5.25	4.99	-0.03	$-3.00	8.00	42	2.0	128.000	0.26	2024-06-13
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.10	0.02	0.66	0.08	0.05	5.25	5.15	-0.03	$-3.00	8.00	41	3.0	128.000	0.10	2024-06-12
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.12	0.02	0.40	0.08	0.05	5.25	5.13	-0.03	$-3.00	8.00	40	3.0	128.000	0.12	2024-06-11
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.05	0.01	0.73	0.08	0.05	5.25	5.20	-0.03	$-3.00	8.00	39	3.0	128.000	0.05	2024-06-10
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.01	0.00	0.76	0.08	0.05	5.25	5.24	-0.03	$-3.00	8.00	38	3.0	128.000	0.01	2024-06-09
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.01	0.00	0.62	0.08	0.05	5.25	5.24	-0.03	$-3.00	8.00	36	3.0	128.000	0.01	2024-06-07
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$-0.05	-0.01	-0.09	0.08	0.05	5.25	5.30	-0.03	$-3.00	8.00	35	3.0	128.000	-0.05	2024-06-06
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$-0.13	-0.02	0.61	0.08	0.05	5.25	5.38	-0.03	$-3.00	8.00	34	3.0	128.000	-0.13	2024-06-05
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$-0.10	-0.02	0.57	0.08	0.05	5.25	5.35	-0.03	$-3.00	8.00	33	3.0	128.000	-0.10	2024-06-04
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$-0.18	-0.03	0.57	0.08	0.05	5.25	5.43	-0.03	$-3.00	8.00	32	3.0	128.000	-0.18	2024-06-03
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$-0.17	-0.03	0.48	0.08	0.05	5.25	5.42	-0.03	$-3.00	8.00	29	3.0	128.000	-0.17	2024-05-31
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$-0.09	-0.02	0.43	0.08	0.05	5.25	5.34	-0.03	$-3.00	8.00	28	3.0	128.000	-0.09	2024-05-30
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.11	0.02	0.32	0.08	0.05	5.25	5.14	-0.03	$-3.00	8.00	27	3.0	128.000	0.11	2024-05-29
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.21	0.04	0.05	0.08	0.05	5.25	5.04	-0.03	$-3.00	8.00	26	3.0	128.000	0.21	2024-05-28
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$-0.00	-0.00	0.42	0.08	0.05	5.25	5.25	-0.03	$-3.00	8.00	25	3.0	125.000	-0.00	2024-05-27
PBI240621P00004000	PBI	PUT	Long	4.00	None	$-0.03	-0.38	$0.01	0.00	0.28	0.08	0.05	5.25	5.24	-0.03	$-3.00	8.00	22	3.0	125.000	0.01	2024-05-24
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$0.25	0.05	0.16	0.08	0.55	5.25	5.00	0.47	$47.00	8.00	21	113.0	125.000	0.25	2024-05-23
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$0.17	0.03	0.19	0.08	0.55	5.25	5.08	0.47	$47.00	8.00	20	113.0	125.000	0.17	2024-05-22
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$-0.01	-0.00	0.03	0.08	0.55	5.25	5.26	0.47	$47.00	8.00	19	113.0	125.000	-0.01	2024-05-21
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$-0.03	-0.01	-0.34	0.08	0.55	5.25	5.28	0.47	$47.00	8.00	18	113.0	0.000	-0.03	2024-05-20
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$-0.02	-0.00	0.23	0.08	0.55	5.25	5.27	0.47	$47.00	8.00	17	113.0	125.000	-0.02	2024-05-19
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$-0.02	-0.00	0.21	0.08	0.55	5.25	5.27	0.47	$47.00	8.00	16	113.0	125.000	-0.02	2024-05-18
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$-0.02	-0.00	0.20	0.08	0.55	5.25	5.27	0.47	$47.00	8.00	15	113.0	125.000	-0.02	2024-05-17
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$-0.21	-0.04	0.96	0.08	0.55	5.25	5.46	0.47	$47.00	8.00	13	113.0	125.000	-0.21	2024-05-15
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$-0.47	-0.09	1.05	0.08	0.55	5.25	5.72	0.47	$47.00	8.00	12	113.0	125.000	-0.47	2024-05-14
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$0.02	0.00	0.73	0.08	0.55	5.25	5.23	0.47	$47.00	8.00	11	113.0	125.000	0.02	2024-05-13
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$0.19	0.04	-0.34	0.08	0.55	5.25	5.06	0.47	$47.00	8.00	10	113.0	125.000	0.19	2024-05-12
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$0.16	0.03	-0.01	0.08	0.55	5.25	5.09	0.47	$47.00	8.00	7	113.0	125.000	0.16	2024-05-09
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$0.05	0.01	0.02	0.08	0.55	5.25	5.20	0.47	$47.00	8.00	6	113.0	125.000	0.05	2024-05-08
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.47	5.88	$0.02	0.00	0.74	0.08	0.55	5.25	5.23	0.47	$47.00	8.00	5	113.0	125.000	0.02	2024-05-07
PBI240621P00004000	PBI	PUT	Long	4.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.09	-0.02	-0.34	0.08	0.08	5.25	5.34	0.00	$0.00	8.00	1	2.0	27.000	-0.09	2024-05-03
PBI240621P00004000	PBI	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.08	0.08	5.25	5.25	0.00	$0.00	8.00	0	2.0	25.000	-0.00	2024-05-02

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