EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: PGNY241115C00020000

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
2024-09-19	PGNY	PGNY241115C00020000	20.00	58.0	12.000	0.690	0.484	0.2	3.6	0.070	0.530	3.950	0.71	16.46	2024-11-15	CALL	Long	0.285	0.490	-0.327

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
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.66	-0.93	$-2.48	-0.15	1.72	0.71	0.05	16.46	13.98	-0.66	$-66.00	71.00	56	5.0	340.000	-2.48	2024-11-14
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.66	-0.93	$-2.56	-0.16	1.30	0.71	0.05	16.46	13.90	-0.66	$-66.00	71.00	55	5.0	345.000	-2.56	2024-11-13
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.48	-0.68	$0.72	0.04	0.74	0.71	0.23	16.46	17.18	-0.48	$-48.00	71.00	54	21.0	296.000	0.72	2024-11-12
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.48	-0.68	$0.60	0.04	0.58	0.71	0.23	16.46	17.06	-0.48	$-48.00	71.00	53	13.0	307.000	0.60	2024-11-11
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.66	-0.93	$0.15	0.01	0.55	0.71	0.05	16.46	16.61	-0.66	$-66.00	71.00	52	1.0	308.000	0.15	2024-11-10
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.66	-0.93	$0.15	0.01	0.46	0.71	0.05	16.46	16.61	-0.66	$-66.00	71.00	51	1.0	308.000	0.15	2024-11-09
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.66	-0.93	$-0.09	-0.01	0.35	0.71	0.05	16.46	16.37	-0.66	$-66.00	71.00	50	1.0	308.000	-0.09	2024-11-08
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.56	-0.79	$0.07	0.00	0.30	0.71	0.15	16.46	16.53	-0.56	$-56.00	71.00	49	4.0	305.000	0.07	2024-11-07
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-0.08	-0.00	0.28	0.71	0.10	16.46	16.38	-0.61	$-61.00	71.00	48	5.0	305.000	-0.08	2024-11-06
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-0.67	-0.04	0.31	0.71	0.10	16.46	15.79	-0.61	$-61.00	71.00	47	5.0	305.000	-0.67	2024-11-05
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-1.31	-0.08	0.28	0.71	0.10	16.46	15.15	-0.61	$-61.00	71.00	46	1.0	305.000	-1.31	2024-11-04
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-1.46	-0.09	0.20	0.71	0.10	16.46	15.00	-0.61	$-61.00	71.00	43	8.0	305.000	-1.46	2024-11-01
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-1.41	-0.09	0.22	0.71	0.10	16.46	15.05	-0.61	$-61.00	71.00	42	8.0	305.000	-1.41	2024-10-31
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-1.08	-0.07	0.19	0.71	0.10	16.46	15.38	-0.61	$-61.00	71.00	41	8.0	305.000	-1.08	2024-10-30
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-0.82	-0.05	0.14	0.71	0.10	16.46	15.64	-0.61	$-61.00	71.00	40	8.0	305.000	-0.82	2024-10-29
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.59	-0.83	$-0.63	-0.04	0.10	0.71	0.12	16.46	15.83	-0.59	$-59.00	71.00	39	145.0	305.000	-0.63	2024-10-28
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-1.01	-0.06	0.28	0.71	0.10	16.46	15.45	-0.61	$-61.00	71.00	38	11.0	306.000	-1.01	2024-10-27
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.61	-0.86	$-1.01	-0.06	0.25	0.71	0.10	16.46	15.45	-0.61	$-61.00	71.00	37	11.0	306.000	-1.01	2024-10-26
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.46	-0.65	$-0.91	-0.06	0.06	0.71	0.25	16.46	15.55	-0.46	$-46.00	71.00	35	1.0	306.000	-0.91	2024-10-24
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.46	-0.65	$-0.60	-0.04	0.01	0.71	0.25	16.46	15.86	-0.46	$-46.00	71.00	34	1.0	306.000	-0.60	2024-10-23
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.46	-0.65	$-0.33	-0.02	0.00	0.71	0.25	16.46	16.13	-0.46	$-46.00	71.00	33	1.0	306.000	-0.33	2024-10-22
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.46	-0.65	$-0.11	-0.01	-0.03	0.71	0.25	16.46	16.35	-0.46	$-46.00	71.00	32	1.0	306.000	-0.11	2024-10-21
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.46	-0.65	$0.39	0.02	-0.02	0.71	0.25	16.46	16.85	-0.46	$-46.00	71.00	30	1.0	305.000	0.39	2024-10-19
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.51	-0.72	$-0.03	-0.00	0.03	0.71	0.20	16.46	16.43	-0.51	$-51.00	71.00	29	44.0	305.000	-0.03	2024-10-18
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.51	-0.72	$-0.03	-0.00	-0.14	0.71	0.20	16.46	16.43	-0.51	$-51.00	71.00	27	45.0	313.000	-0.03	2024-10-16
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.51	-0.72	$-0.73	-0.04	-0.08	0.71	0.20	16.46	15.73	-0.51	$-51.00	71.00	25	45.0	292.000	-0.73	2024-10-14
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.49	-0.69	$-0.36	-0.02	-0.06	0.71	0.22	16.46	16.10	-0.49	$-49.00	71.00	22	2.0	292.000	-0.36	2024-10-11
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.39	-0.55	$-0.01	-0.00	-0.09	0.71	0.32	16.46	16.45	-0.39	$-39.00	71.00	21	10.0	292.000	-0.01	2024-10-10
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.39	-0.55	$-0.02	-0.00	-0.08	0.71	0.32	16.46	16.44	-0.39	$-39.00	71.00	20	10.0	283.000	-0.02	2024-10-09
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.41	-0.58	$-0.37	-0.02	-0.05	0.71	0.30	16.46	16.09	-0.41	$-41.00	71.00	18	146.0	202.000	-0.37	2024-10-07
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.41	-0.58	$-0.16	-0.01	-0.56	0.71	0.30	16.46	16.30	-0.41	$-41.00	71.00	17	146.0	0.000	-0.16	2024-10-06
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.41	-0.58	$-0.16	-0.01	-0.04	0.71	0.30	16.46	16.30	-0.41	$-41.00	71.00	16	146.0	202.000	-0.16	2024-10-05
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.41	-0.58	$-0.16	-0.01	-0.05	0.71	0.30	16.46	16.30	-0.41	$-41.00	71.00	15	146.0	202.000	-0.16	2024-10-04
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.41	-0.58	$-0.64	-0.04	-0.14	0.71	0.30	16.46	15.82	-0.41	$-41.00	71.00	14	146.0	201.000	-0.64	2024-10-03
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.51	-0.72	$-0.13	-0.01	-0.07	0.71	0.20	16.46	16.33	-0.51	$-51.00	71.00	13	2.0	201.000	-0.13	2024-10-02
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.51	-0.72	$-0.28	-0.02	-0.17	0.71	0.20	16.46	16.18	-0.51	$-51.00	71.00	12	2.0	203.000	-0.28	2024-10-01
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.26	-0.37	$0.30	0.02	-0.08	0.71	0.45	16.46	16.76	-0.26	$-26.00	71.00	11	3.0	202.000	0.30	2024-09-30
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.66	-0.93	$0.34	0.02	-0.56	0.71	0.05	16.46	16.80	-0.66	$-66.00	71.00	10	13.0	202.000	0.34	2024-09-29
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.66	-0.93	$0.34	0.02	-0.01	0.71	0.05	16.46	16.80	-0.66	$-66.00	71.00	9	13.0	202.000	0.34	2024-09-28
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.21	-0.30	$0.34	0.02	-0.04	0.71	0.50	16.46	16.80	-0.21	$-21.00	71.00	8	11.0	202.000	0.34	2024-09-27
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.26	-0.37	$0.26	0.02	-0.06	0.71	0.45	16.46	16.72	-0.26	$-26.00	71.00	7	3.0	202.000	0.26	2024-09-26
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.26	-0.37	$0.19	0.01	-0.08	0.71	0.45	16.46	16.65	-0.26	$-26.00	71.00	6	3.0	202.000	0.19	2024-09-25
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.09	-0.13	$0.69	0.04	-0.06	0.71	0.62	16.46	17.15	-0.09	$-9.00	71.00	5	1.0	202.000	0.69	2024-09-24
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.21	-0.30	$0.73	0.04	-0.15	0.71	0.50	16.46	17.19	-0.21	$-21.00	71.00	4	165.0	202.000	0.73	2024-09-23
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$-0.21	-0.30	$0.16	0.01	-0.56	0.71	0.50	16.46	16.62	-0.21	$-21.00	71.00	3	165.0	0.000	0.16	2024-09-22
PGNY241115C00020000	PGNY	CALL	Long	20.00	Exit OP PnL: $-0.36;Exit EQ PnL: -0.06; Position is Long and position continued to lose. Latest OP price is: $0.35 (EQ: $16.40). Initial OP price was: $0.71 (EQ: $16.46). Surpassed Stop Loss Percentage: -0.5070422535211267605633802817 < -0.16.	$-0.36	-0.51	$0.16	0.01	-0.16	0.71	0.35	16.46	16.62	-0.36	$-36.00	71.00	1	163.0	71.000	0.16	2024-09-20
PGNY241115C00020000	PGNY	CALL	Long	20.00	None	$0.00	0.00	$0.00	0.00	0.00	0.71	0.71	16.46	16.46	0.00	$0.00	71.00	0	58.0	12.000	0.00	2024-09-19

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