EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: RELY240419P00020000

View in yFinance: RELY

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
2024-02-22	RELY	RELY240419P00020000	20.00	207.0	243.000	0.524	0.248	1.3	0.3	-0.010	2.020	1.030	0.95	20.87	2024-04-19	PUT	Long	0.182	0.250	0.180

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	RELY	0.909	0.073	0.186	0.111	0.088	-0.098	21.72	-0.125	0.0000	11.61	21.72	21	1y	17.39

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
RELY240419P00020000	RELY	PUT	Long	20.00	None	$0.35	0.37	$2.27	0.11	0.68	0.95	1.30	20.87	18.60	0.35	$35.00	95.00	56	3.0	258.000	2.27	2024-04-18
RELY240419P00020000	RELY	PUT	Long	20.00	None	$0.35	0.37	$2.28	0.11	0.63	0.95	1.30	20.87	18.59	0.35	$35.00	95.00	55	3.0	258.000	2.28	2024-04-17
RELY240419P00020000	RELY	PUT	Long	20.00	None	$0.53	0.56	$2.62	0.13	0.55	0.95	1.48	20.87	18.25	0.53	$53.00	95.00	54	2.0	627.000	2.62	2024-04-16
RELY240419P00020000	RELY	PUT	Long	20.00	None	$0.60	0.63	$2.35	0.11	0.21	0.95	1.55	20.87	18.52	0.60	$60.00	95.00	53	3.0	627.000	2.35	2024-04-15
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.04	-0.04	$1.78	0.09	-0.13	0.95	0.91	20.87	19.09	-0.04	$-4.00	95.00	50	6.0	624.000	1.78	2024-04-12
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.21	-0.22	$1.35	0.06	0.24	0.95	0.74	20.87	19.52	-0.21	$-21.00	95.00	49	3.0	624.000	1.35	2024-04-11
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.60	-0.63	$0.62	0.03	-0.10	0.95	0.35	20.87	20.25	-0.60	$-60.00	95.00	48	14.0	615.000	0.62	2024-04-10
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.85	-0.89	$-0.29	-0.01	-0.20	0.95	0.10	20.87	21.16	-0.85	$-85.00	95.00	47	138.0	753.000	-0.29	2024-04-09
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.60	-0.63	$-0.10	-0.00	0.05	0.95	0.35	20.87	20.97	-0.60	$-60.00	95.00	46	6.0	753.000	-0.10	2024-04-08
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.60	-0.63	$0.22	0.01	0.39	0.95	0.35	20.87	20.65	-0.60	$-60.00	95.00	43	6.0	753.000	0.22	2024-04-05
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.60	-0.63	$0.45	0.02	0.43	0.95	0.35	20.87	20.42	-0.60	$-60.00	95.00	42	6.0	757.000	0.45	2024-04-04
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.60	-0.63	$0.24	0.01	-0.17	0.95	0.35	20.87	20.63	-0.60	$-60.00	95.00	41	100.0	757.000	0.24	2024-04-03
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.60	-0.63	$0.19	0.01	-0.14	0.95	0.35	20.87	20.68	-0.60	$-60.00	95.00	40	16.0	766.000	0.19	2024-04-02
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.55	-0.58	$0.37	0.02	-0.18	0.95	0.40	20.87	20.50	-0.55	$-55.00	95.00	39	3.0	766.000	0.37	2024-04-01
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.55	-0.58	$0.13	0.01	-0.03	0.95	0.40	20.87	20.74	-0.55	$-55.00	95.00	38	3.0	766.000	0.13	2024-03-31
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.55	-0.58	$0.13	0.01	-0.05	0.95	0.40	20.87	20.74	-0.55	$-55.00	95.00	37	3.0	766.000	0.13	2024-03-30
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.55	-0.58	$0.13	0.01	-0.06	0.95	0.40	20.87	20.74	-0.55	$-55.00	95.00	36	3.0	766.000	0.13	2024-03-29
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.55	-0.58	$0.13	0.01	-0.02	0.95	0.40	20.87	20.74	-0.55	$-55.00	95.00	35	3.0	766.000	0.13	2024-03-28
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.55	-0.58	$-0.05	-0.00	-0.13	0.95	0.40	20.87	20.92	-0.55	$-55.00	95.00	34	3.0	767.000	-0.05	2024-03-27
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.60	-0.63	$0.05	0.00	-0.08	0.95	0.35	20.87	20.82	-0.60	$-60.00	95.00	33	8.0	767.000	0.05	2024-03-26
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.60	-0.63	$0.16	0.01	-0.06	0.95	0.35	20.87	20.71	-0.60	$-60.00	95.00	32	8.0	773.000	0.16	2024-03-25
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.75	-0.79	$0.10	0.00	-0.16	0.95	0.20	20.87	20.77	-0.75	$-75.00	95.00	29	3.0	773.000	0.10	2024-03-22
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.75	-0.79	$-0.55	-0.03	-0.20	0.95	0.20	20.87	21.42	-0.75	$-75.00	95.00	28	3.0	775.000	-0.55	2024-03-21
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.37	-0.39	$-0.12	-0.01	-0.16	0.95	0.58	20.87	20.99	-0.37	$-37.00	95.00	27	3.0	772.000	-0.12	2024-03-20
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.15	-0.16	$0.74	0.04	-0.20	0.95	0.80	20.87	20.13	-0.15	$-15.00	95.00	26	3.0	769.000	0.74	2024-03-19
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.15	-0.16	$0.73	0.03	-0.18	0.95	0.80	20.87	20.14	-0.15	$-15.00	95.00	25	20.0	769.000	0.73	2024-03-18
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.15	-0.16	$0.74	0.04	-0.18	0.95	0.80	20.87	20.13	-0.15	$-15.00	95.00	22	20.0	769.000	0.74	2024-03-15
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.10	-0.11	$0.67	0.03	-0.07	0.95	0.85	20.87	20.20	-0.10	$-10.00	95.00	21	1.0	769.000	0.67	2024-03-14
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.35	-0.37	$0.21	0.01	-0.18	0.95	0.60	20.87	20.66	-0.35	$-35.00	95.00	20	76.0	769.000	0.21	2024-03-13
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.35	-0.37	$0.32	0.02	-0.18	0.95	0.60	20.87	20.55	-0.35	$-35.00	95.00	19	76.0	693.000	0.32	2024-03-12
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.25	-0.26	$0.23	0.01	-0.16	0.95	0.70	20.87	20.64	-0.25	$-25.00	95.00	18	72.0	693.000	0.23	2024-03-11
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.25	-0.26	$-0.08	-0.00	-0.13	0.95	0.70	20.87	20.95	-0.25	$-25.00	95.00	15	72.0	621.000	-0.08	2024-03-08
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.25	-0.26	$0.17	0.01	-0.15	0.95	0.70	20.87	20.70	-0.25	$-25.00	95.00	14	22.0	599.000	0.17	2024-03-07
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.30	-0.32	$0.01	0.00	-0.15	0.95	0.65	20.87	20.86	-0.30	$-30.00	95.00	13	103.0	493.000	0.01	2024-03-06
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.15	-0.16	$0.53	0.03	-0.17	0.95	0.80	20.87	20.34	-0.15	$-15.00	95.00	12	93.0	319.000	0.53	2024-03-05
RELY240419P00020000	RELY	PUT	Long	20.00	None	$0.00	0.00	$0.27	0.01	-0.49	0.95	0.95	20.87	20.60	0.00	$0.00	95.00	11	4.0	0.000	0.27	2024-03-04
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.10	-0.11	$0.38	0.02	-0.14	0.95	0.85	20.87	20.49	-0.10	$-10.00	95.00	10	32.0	321.000	0.38	2024-03-03
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.10	-0.11	$0.38	0.02	-0.14	0.95	0.85	20.87	20.49	-0.10	$-10.00	95.00	9	32.0	321.000	0.38	2024-03-02
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.10	-0.11	$0.34	0.02	-0.16	0.95	0.85	20.87	20.53	-0.10	$-10.00	95.00	8	1.0	321.000	0.34	2024-03-01
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.18	-0.19	$0.25	0.01	-0.15	0.95	0.77	20.87	20.62	-0.18	$-18.00	95.00	7	1.0	321.000	0.25	2024-02-29
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.10	-0.11	$-0.04	-0.00	-0.13	0.95	0.85	20.87	20.91	-0.10	$-10.00	95.00	6	9.0	321.000	-0.04	2024-02-28
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.10	-0.11	$-0.46	-0.02	-0.12	0.95	0.85	20.87	21.33	-0.10	$-10.00	95.00	5	9.0	321.000	-0.46	2024-02-27
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.10	-0.11	$-0.15	-0.01	-0.11	0.95	0.85	20.87	21.02	-0.10	$-10.00	95.00	4	9.0	316.000	-0.15	2024-02-26
RELY240419P00020000	RELY	PUT	Long	20.00	None	$-0.25	-0.26	$-0.27	-0.01	-0.12	0.95	0.70	20.87	21.14	-0.25	$-25.00	95.00	3	10.0	310.000	-0.27	2024-02-25
RELY240419P00020000	RELY	PUT	Long	20.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.04; Exit EQ PnL: -0.72	$-0.25	-0.26	$-0.27	-0.01	-0.13	0.95	0.70	20.87	21.14	-0.25	$-25.00	95.00	1	10.0	310.000	-0.27	2024-02-23
RELY240419P00020000	RELY	PUT	Long	20.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.95	0.95	20.87	20.87	0.00	$0.00	95.00	0	207.0	243.000	-0.00	2024-02-22

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