EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: PGY231215P00001500

View in yFinance: PGY

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
2023-11-14	PGY	PGY231215P00001500	1.50	201.0	529.000	0.922	0.374	0.1	0.1	-0.010	0.130	0.150	0.35	1.47	2023-12-15	PUT	Long	0.421	0.462	0.195

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	PGY	0.909	0.153	0.563	0.265	0.155	-0.408	9.88	-0.166	0.0000	8.57	19.56	21	1y	11.82

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
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.30	-0.86	$-0.08	-0.05	0.70	0.35	0.05	1.47	1.55	-0.30	$-30.00	35.00	30	362.0	1377.000	-0.08	2023-12-14
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.19	-0.54	$0.08	0.05	0.08	0.35	0.16	1.47	1.39	-0.19	$-19.00	35.00	29	10.0	1377.000	0.08	2023-12-13
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.07	-0.20	$0.24	0.16	0.33	0.35	0.28	1.47	1.23	-0.07	$-7.00	35.00	28	100.0	0.000	0.24	2023-12-12
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.10	-0.29	$0.23	0.16	1.39	0.35	0.25	1.47	1.24	-0.10	$-10.00	35.00	27	2.0	1375.000	0.23	2023-12-11
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.10	-0.29	$0.19	0.13	0.36	0.35	0.25	1.47	1.28	-0.10	$-10.00	35.00	24	1.0	1374.000	0.19	2023-12-08
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.05	-0.14	$0.27	0.18	1.05	0.35	0.30	1.47	1.20	-0.05	$-5.00	35.00	23	30.0	1386.000	0.27	2023-12-07
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.12	-0.34	$0.20	0.14	1.45	0.35	0.23	1.47	1.27	-0.12	$-12.00	35.00	22	0.0	1386.000	0.20	2023-12-06
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.10	-0.29	$0.21	0.14	0.98	0.35	0.25	1.47	1.26	-0.10	$-10.00	35.00	21	0.0	1251.000	0.21	2023-12-05
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.15	-0.43	$0.03	0.02	-0.05	0.35	0.20	1.47	1.44	-0.15	$-15.00	35.00	20	0.0	1251.000	0.03	2023-12-04
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.20	-0.57	$-0.00	-0.00	0.97	0.35	0.15	1.47	1.47	-0.20	$-20.00	35.00	19	0.0	1251.000	-0.00	2023-12-03
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.20	-0.57	$-0.00	-0.00	0.89	0.35	0.15	1.47	1.47	-0.20	$-20.00	35.00	18	0.0	1251.000	-0.00	2023-12-02
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.20	-0.57	$-0.00	-0.00	0.20	0.35	0.15	1.47	1.47	-0.20	$-20.00	35.00	17	0.0	1251.000	-0.00	2023-12-01
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.08	-0.23	$0.20	0.14	-0.11	0.35	0.27	1.47	1.27	-0.08	$-8.00	35.00	16	0.0	1111.000	0.20	2023-11-30
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.10	-0.29	$0.20	0.14	0.45	0.35	0.25	1.47	1.27	-0.10	$-10.00	35.00	15	0.0	1111.000	0.20	2023-11-29
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.10	-0.29	$0.18	0.12	-0.27	0.35	0.25	1.47	1.29	-0.10	$-10.00	35.00	14	0.0	1109.000	0.18	2023-11-28
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.06	-0.17	$0.21	0.14	0.33	0.35	0.29	1.47	1.26	-0.06	$-6.00	35.00	13	0.0	1109.000	0.21	2023-11-27
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.20	-0.57	$0.10	0.07	-0.02	0.35	0.15	1.47	1.37	-0.20	$-20.00	35.00	10	0.0	0.000	0.10	2023-11-24
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.20	-0.57	$0.06	0.04	-0.92	0.35	0.15	1.47	1.41	-0.20	$-20.00	35.00	9	0.0	0.000	0.06	2023-11-23
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.15	-0.43	$0.10	0.07	-0.08	0.35	0.20	1.47	1.37	-0.15	$-15.00	35.00	8	0.0	1008.000	0.10	2023-11-22
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.15	-0.43	$0.14	0.10	-0.08	0.35	0.20	1.47	1.33	-0.15	$-15.00	35.00	7	0.0	1005.000	0.14	2023-11-21
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.15	-0.43	$0.14	0.10	0.09	0.35	0.20	1.47	1.33	-0.15	$-15.00	35.00	6	0.0	1004.000	0.14	2023-11-20
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.10	-0.29	$0.08	0.05	0.30	0.35	0.25	1.47	1.39	-0.10	$-10.00	35.00	5	0.0	1002.000	0.08	2023-11-19
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.10	-0.29	$0.08	0.05	0.27	0.35	0.25	1.47	1.39	-0.10	$-10.00	35.00	3	0.0	1002.000	0.08	2023-11-17
PGY231215P00001500	PGY	PUT	Long	1.50	None	$-0.10	-0.29	$0.17	0.12	-0.12	0.35	0.25	1.47	1.30	-0.10	$-10.00	35.00	2	0.0	557.000	0.17	2023-11-16
PGY231215P00001500	PGY	PUT	Long	1.50	Exit OP PnL: $-0.19;Exit EQ PnL: -0.02; Position is Long and position continued to lose. Latest OP price is: $0.16 (EQ: $1.49). Initial OP price was: $0.35 (EQ: $1.47). Surpassed Stop Loss Percentage: -0.5428571428571428571428571429 < -0.16.	$-0.19	-0.54	$-0.02	-0.01	-0.07	0.35	0.16	1.47	1.49	-0.19	$-19.00	35.00	1	0.0	529.000	-0.02	2023-11-15
PGY231215P00001500	PGY	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	1.47	1.47	0.00	$0.00	35.00	0	0.0	529.000	-0.00	2023-11-14

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