EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: RDFN231215P00006000

View in yFinance: RDFN

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	RDFN	RDFN231215P00006000	6.00	59.0	353.000	0.770	0.348	0.3	0.1	-0.010	0.600	0.380	0.41	6.20	2023-12-15	PUT	Long	0.345	0.388	0.181

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	RDFN	0.818	0.160	0.363	0.219	0.160	-0.087	8.79	-0.133	0.0000	5.18	14.45	21	1y	10.07

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
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-3.56	-0.57	2.79	0.41	0.05	6.20	9.76	-0.36	$-36.00	41.00	30	1.0	565.000	-3.56	2023-12-14
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-2.22	-0.36	1.42	0.41	0.05	6.20	8.42	-0.36	$-36.00	41.00	29	1.0	565.000	-2.22	2023-12-13
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.55	-0.25	0.76	0.41	0.05	6.20	7.75	-0.36	$-36.00	41.00	28	1.0	565.000	-1.55	2023-12-12
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.91	-0.31	0.95	0.41	0.05	6.20	8.11	-0.36	$-36.00	41.00	27	1.0	565.000	-1.91	2023-12-11
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.91	-0.31	0.45	0.41	0.05	6.20	8.11	-0.36	$-36.00	41.00	24	1.0	565.000	-1.91	2023-12-08
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.72	-0.28	0.85	0.41	0.05	6.20	7.92	-0.36	$-36.00	41.00	23	1.0	565.000	-1.72	2023-12-07
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.32	-0.21	0.10	0.41	0.05	6.20	7.52	-0.36	$-36.00	41.00	22	0.0	565.000	-1.32	2023-12-06
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.33	-0.21	0.07	0.41	0.05	6.20	7.53	-0.36	$-36.00	41.00	21	0.0	565.000	-1.33	2023-12-05
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.36	-0.22	0.57	0.41	0.05	6.20	7.56	-0.36	$-36.00	41.00	20	0.0	566.000	-1.36	2023-12-04
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.52	-0.25	0.21	0.41	0.05	6.20	7.72	-0.36	$-36.00	41.00	19	0.0	566.000	-1.52	2023-12-03
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.52	-0.25	0.18	0.41	0.05	6.20	7.72	-0.36	$-36.00	41.00	18	0.0	566.000	-1.52	2023-12-02
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.52	-0.25	0.14	0.41	0.05	6.20	7.72	-0.36	$-36.00	41.00	17	0.0	566.000	-1.52	2023-12-01
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.31	-0.76	$-0.77	-0.12	-0.08	0.41	0.10	6.20	6.97	-0.31	$-31.00	41.00	16	0.0	566.000	-0.77	2023-11-30
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.36	-0.88	$-1.11	-0.18	0.07	0.41	0.05	6.20	7.31	-0.36	$-36.00	41.00	15	0.0	564.000	-1.11	2023-11-29
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.31	-0.76	$-0.88	-0.14	0.00	0.41	0.10	6.20	7.08	-0.31	$-31.00	41.00	14	0.0	576.000	-0.88	2023-11-28
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.26	-0.63	$-0.51	-0.08	0.02	0.41	0.15	6.20	6.71	-0.26	$-26.00	41.00	13	0.0	576.000	-0.51	2023-11-27
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.13	-0.32	$-0.67	-0.11	0.03	0.41	0.28	6.20	6.87	-0.13	$-13.00	41.00	10	0.0	0.000	-0.67	2023-11-24
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.13	-0.32	$-0.55	-0.09	-0.64	0.41	0.28	6.20	6.75	-0.13	$-13.00	41.00	9	0.0	0.000	-0.55	2023-11-23
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.13	-0.32	$-0.25	-0.04	-0.08	0.41	0.28	6.20	6.45	-0.13	$-13.00	41.00	8	0.0	574.000	-0.25	2023-11-22
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.13	-0.32	$-0.34	-0.05	-0.03	0.41	0.28	6.20	6.54	-0.13	$-13.00	41.00	7	0.0	569.000	-0.34	2023-11-21
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.20	-0.49	$-0.57	-0.09	-0.03	0.41	0.21	6.20	6.77	-0.20	$-20.00	41.00	6	0.0	569.000	-0.57	2023-11-20
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.15	-0.37	$-0.57	-0.09	0.03	0.41	0.26	6.20	6.77	-0.15	$-15.00	41.00	5	0.0	469.000	-0.57	2023-11-19
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.15	-0.37	$-0.57	-0.09	0.02	0.41	0.26	6.20	6.77	-0.15	$-15.00	41.00	3	0.0	469.000	-0.57	2023-11-17
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$-0.09	-0.22	$-0.40	-0.06	0.05	0.41	0.32	6.20	6.60	-0.09	$-9.00	41.00	2	0.0	468.000	-0.40	2023-11-16
RDFN231215P00006000	RDFN	PUT	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.11; Exit EQ PnL: -0.69	$-0.11	-0.27	$-0.69	-0.11	0.04	0.41	0.30	6.20	6.89	-0.11	$-11.00	41.00	1	0.0	365.000	-0.69	2023-11-15
RDFN231215P00006000	RDFN	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.41	0.41	6.20	6.20	0.00	$0.00	41.00	0	0.0	353.000	-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