EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: PGY241220P00015000

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
2024-11-11	PGY	PGY241220P00015000	15.00	30.0	13.000	1.137	0.431	2.1	0.2	0.000	3.180	1.230	1.57	16.89	2024-12-20	PUT	Long	0.469	0.490	0.155

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
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$8.18	0.48	4.49	1.57	6.30	16.89	8.71	4.73	$473.00	157.00	38	3.0	13.000	8.18	2024-12-19
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.80	0.46	2.36	1.57	6.30	16.89	9.09	4.73	$473.00	157.00	37	3.0	13.000	7.80	2024-12-18
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.15	0.42	1.83	1.57	6.30	16.89	9.74	4.73	$473.00	157.00	36	3.0	13.000	7.15	2024-12-17
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.13	0.42	1.05	1.57	6.30	16.89	9.76	4.73	$473.00	157.00	35	3.0	13.000	7.13	2024-12-16
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.25	0.43	0.79	1.57	6.30	16.89	9.64	4.73	$473.00	157.00	32	3.0	14.000	7.25	2024-12-13
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.41	0.44	-1.14	1.57	6.30	16.89	9.48	4.73	$473.00	157.00	31	3.0	14.000	7.41	2024-12-12
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.10	0.42	0.54	1.57	6.30	16.89	9.79	4.73	$473.00	157.00	30	3.0	14.000	7.10	2024-12-11
PGY241220P00015000	PGY	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$4.73	3.01	$7.22	0.43	1.66	1.57	6.30	16.89	9.67	4.73	$473.00	157.00	29	3.0	14.000	7.22	2024-12-10
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.64	0.39	0.10	1.57	6.30	16.89	10.25	4.73	$473.00	157.00	28	3.0	17.000	6.64	2024-12-09
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.69	0.40	0.31	1.57	6.30	16.89	10.20	4.73	$473.00	157.00	27	3.0	17.000	6.69	2024-12-08
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.69	0.40	0.29	1.57	6.30	16.89	10.20	4.73	$473.00	157.00	25	3.0	17.000	6.69	2024-12-06
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.66	0.39	-0.16	1.57	6.30	16.89	10.23	4.73	$473.00	157.00	24	3.0	17.000	6.66	2024-12-05
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.55	0.39	0.01	1.57	6.30	16.89	10.34	4.73	$473.00	157.00	23	3.0	17.000	6.55	2024-12-04
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.58	0.39	0.59	1.57	6.30	16.89	10.31	4.73	$473.00	157.00	22	3.0	17.000	6.58	2024-12-03
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.08	0.36	-0.11	1.57	6.30	16.89	10.81	4.73	$473.00	157.00	21	3.0	17.000	6.08	2024-12-02
PGY241220P00015000	PGY	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$4.73	3.01	$5.96	0.35	-1.14	1.57	6.30	16.89	10.93	4.73	$473.00	157.00	20	3.0	0.000	5.96	2024-12-01
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$5.96	0.35	-0.25	1.57	6.30	16.89	10.93	4.73	$473.00	157.00	19	3.0	0.000	5.96	2024-11-30
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.18	0.37	-0.16	1.57	6.30	16.89	10.71	4.73	$473.00	157.00	17	3.0	17.000	6.18	2024-11-28
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.10	0.36	-0.16	1.57	6.30	16.89	10.79	4.73	$473.00	157.00	16	3.0	17.000	6.10	2024-11-27
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.53	0.39	-0.27	1.57	6.30	16.89	10.36	4.73	$473.00	157.00	15	3.0	17.000	6.53	2024-11-26
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$6.39	0.38	-0.12	1.57	6.30	16.89	10.50	4.73	$473.00	157.00	14	3.0	17.000	6.39	2024-11-25
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.32	0.43	-0.11	1.57	6.30	16.89	9.57	4.73	$473.00	157.00	13	3.0	17.000	7.32	2024-11-24
PGY241220P00015000	PGY	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$4.73	3.01	$7.32	0.43	-0.14	1.57	6.30	16.89	9.57	4.73	$473.00	157.00	12	3.0	17.000	7.32	2024-11-23
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.32	0.43	0.06	1.57	6.30	16.89	9.57	4.73	$473.00	157.00	11	3.0	17.000	7.32	2024-11-22
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.73	3.01	$7.89	0.47	-0.64	1.57	6.30	16.89	9.00	4.73	$473.00	157.00	10	3.0	17.000	7.89	2024-11-21
PGY241220P00015000	PGY	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$4.73	3.01	$8.12	0.48	-0.04	1.57	6.30	16.89	8.77	4.73	$473.00	157.00	9	3.0	17.000	8.12	2024-11-20
PGY241220P00015000	PGY	PUT	Long	15.00	None	$4.83	3.08	$8.27	0.49	-0.23	1.57	6.40	16.89	8.62	4.83	$483.00	157.00	8	4.0	17.000	8.27	2024-11-19
PGY241220P00015000	PGY	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$3.73	2.38	$8.32	0.49	-0.02	1.57	5.30	16.89	8.57	3.73	$373.00	157.00	7	1.0	17.000	8.32	2024-11-18
PGY241220P00015000	PGY	PUT	Long	15.00	None	$3.73	2.38	$8.08	0.48	0.02	1.57	5.30	16.89	8.81	3.73	$373.00	157.00	6	1.0	17.000	8.08	2024-11-17
PGY241220P00015000	PGY	PUT	Long	15.00	None	$3.73	2.38	$8.08	0.48	0.01	1.57	5.30	16.89	8.81	3.73	$373.00	157.00	5	1.0	17.000	8.08	2024-11-16
PGY241220P00015000	PGY	PUT	Long	15.00	None	$3.73	2.38	$8.08	0.48	-0.02	1.57	5.30	16.89	8.81	3.73	$373.00	157.00	4	1.0	17.000	8.08	2024-11-15
PGY241220P00015000	PGY	PUT	Long	15.00	None	$3.73	2.38	$7.42	0.44	-0.25	1.57	5.30	16.89	9.47	3.73	$373.00	157.00	3	1.0	18.000	7.42	2024-11-14
PGY241220P00015000	PGY	PUT	Long	15.00	None	$3.33	2.12	$6.71	0.40	-0.36	1.57	4.90	16.89	10.18	3.33	$333.00	157.00	2	1.0	19.000	6.71	2024-11-13
PGY241220P00015000	PGY	PUT	Long	15.00	None	$2.66	1.69	$6.01	0.36	-0.07	1.57	4.23	16.89	10.88	2.66	$266.00	157.00	1	12.0	21.000	6.01	2024-11-12
PGY241220P00015000	PGY	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	1.57	1.57	16.89	16.89	0.00	$0.00	157.00	0	30.0	13.000	-0.00	2024-11-11

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