EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: PGNY240621C00025000

View in yFinance: PGNY

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
2024-05-10	PGNY	PGNY240621C00025000	25.00	136.0	8.000	0.000	0.195	2.8	0.0	0.010	2.820	0.000	2.35	27.71	2024-06-21	CALL	Long	0.235	0.286	-0.153

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	PGNY	0.727	0.074	0.245	0.139	0.141	-0.095	14.74	0.057	0.0000	13.67	41.62	21	1y	15.69

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
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-1.85	-0.62	$-1.80	-0.07	1.42	3.00	1.15	27.53	25.73	-1.85	$-185.00	300.00	37	7.0	57.000	-1.80	2024-06-18
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-1.85	-0.62	$-0.82	-0.03	1.37	3.00	1.15	27.53	26.71	-1.85	$-185.00	300.00	36	7.0	57.000	-0.82	2024-06-17
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$-0.55	-0.02	0.93	3.00	2.65	27.53	26.98	-0.35	$-35.00	300.00	33	1.0	57.000	-0.55	2024-06-14
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$-0.20	-0.01	0.86	3.00	2.65	27.53	27.33	-0.35	$-35.00	300.00	32	1.0	57.000	-0.20	2024-06-13
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$0.19	0.01	0.72	3.00	2.65	27.53	27.72	-0.35	$-35.00	300.00	31	1.0	57.000	0.19	2024-06-12
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$0.58	0.02	0.74	3.00	2.65	27.53	28.11	-0.35	$-35.00	300.00	30	1.0	57.000	0.58	2024-06-11
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$0.30	0.01	0.79	3.00	2.65	27.53	27.83	-0.35	$-35.00	300.00	29	1.0	57.000	0.30	2024-06-10
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$0.07	0.00	1.54	3.00	2.65	27.53	27.60	-0.35	$-35.00	300.00	28	1.0	57.000	0.07	2024-06-09
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$0.07	0.00	1.38	3.00	2.65	27.53	27.60	-0.35	$-35.00	300.00	26	1.0	57.000	0.07	2024-06-07
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$0.40	0.01	0.58	3.00	2.65	27.53	27.93	-0.35	$-35.00	300.00	25	1.0	57.000	0.40	2024-06-06
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$-0.09	-0.00	0.54	3.00	2.65	27.53	27.44	-0.35	$-35.00	300.00	24	1.0	57.000	-0.09	2024-06-05
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.35	-0.12	$-0.38	-0.01	0.63	3.00	2.65	27.53	27.15	-0.35	$-35.00	300.00	23	1.0	57.000	-0.38	2024-06-04
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.31	0.10	$0.32	0.01	0.63	3.00	3.31	27.53	27.85	0.31	$31.00	300.00	22	4.0	56.000	0.32	2024-06-03
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-1.55	-0.52	$-0.58	-0.02	0.71	3.00	1.45	27.53	26.95	-1.55	$-155.00	300.00	19	23.0	56.000	-0.58	2024-05-31
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-1.55	-0.52	$-0.91	-0.03	0.75	3.00	1.45	27.53	26.62	-1.55	$-155.00	300.00	18	23.0	56.000	-0.91	2024-05-30
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-1.55	-0.52	$-1.23	-0.04	0.68	3.00	1.45	27.53	26.30	-1.55	$-155.00	300.00	17	23.0	57.000	-1.23	2024-05-29
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.50	-0.17	$-0.86	-0.03	0.78	3.00	2.50	27.53	26.67	-0.50	$-50.00	300.00	16	11.0	57.000	-0.86	2024-05-28
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.50	-0.17	$-0.53	-0.02	0.56	3.00	2.50	27.53	27.00	-0.50	$-50.00	300.00	15	11.0	57.000	-0.53	2024-05-27
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.50	-0.17	$-0.53	-0.02	0.50	3.00	2.50	27.53	27.00	-0.50	$-50.00	300.00	12	11.0	57.000	-0.53	2024-05-24
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.50	-0.17	$-0.38	-0.01	1.08	3.00	2.50	27.53	27.15	-0.50	$-50.00	300.00	11	11.0	67.000	-0.38	2024-05-23
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.10	0.03	$-0.79	-0.03	0.65	3.00	3.10	27.53	26.74	0.10	$10.00	300.00	10	2.0	67.000	-0.79	2024-05-22
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.10	0.03	$-0.07	-0.00	0.77	3.00	3.10	27.53	27.46	0.10	$10.00	300.00	9	2.0	67.000	-0.07	2024-05-21
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.28	0.09	$0.47	0.02	0.00	3.00	3.28	27.53	28.00	0.28	$28.00	300.00	8	3.0	0.000	0.47	2024-05-20
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.49	0.16	$0.56	0.02	0.45	3.00	3.49	27.53	28.09	0.49	$49.00	300.00	7	3.0	67.000	0.56	2024-05-19
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.49	0.16	$0.56	0.02	0.45	3.00	3.49	27.53	28.09	0.49	$49.00	300.00	6	3.0	67.000	0.56	2024-05-18
PGNY240621C00025000	PGNY	CALL	Long	25.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.56	0.02	0.44	3.00	3.00	27.53	28.09	0.00	$0.00	300.00	5	2.0	67.000	0.56	2024-05-17
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.01	0.00	$-0.75	-0.03	0.79	3.00	3.01	27.53	26.78	0.01	$1.00	300.00	3	7.0	67.000	-0.75	2024-05-15
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.01	0.00	$-0.05	-0.00	0.62	3.00	3.01	27.53	27.48	0.01	$1.00	300.00	2	7.0	73.000	-0.05	2024-05-14
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$-0.06	-0.02	$-0.13	-0.00	0.47	3.00	2.94	27.53	27.40	-0.06	$-6.00	300.00	1	81.0	106.000	-0.13	2024-05-13
PGNY240621C00025000	PGNY	CALL	Long	25.00	None	$0.00	0.00	$0.00	0.00	0.00	3.00	3.00	27.53	27.53	0.00	$0.00	300.00	0	148.0	106.000	0.00	2024-05-12

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