EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: RIGL240119P00001000

View in yFinance: RIGL

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
2023-12-08	RIGL	RIGL240119P00001000	1.00	13.0	516.000	1.250	0.355	0.3	0.0	-0.010	0.380	0.050	0.06	1.33	2024-01-19	PUT	Long	0.354	0.385	0.162

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	RIGL	0.727	0.126	0.428	0.228	0.197	-0.230	18.45	-0.215	0.0000	7.73	27.88	21	1y	17.68

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
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.01	-0.01	2.56	0.06	0.05	1.33	1.34	-0.01	$-1.00	6.00	41	2.0	514.000	-0.01	2024-01-18
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.02	-0.02	2.62	0.06	0.05	1.33	1.35	-0.01	$-1.00	6.00	40	2.0	514.000	-0.02	2024-01-17
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.03	-0.02	1.50	0.06	0.05	1.33	1.36	-0.01	$-1.00	6.00	39	2.0	514.000	-0.03	2024-01-16
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.00	-0.00	0.62	0.06	0.05	1.33	1.33	-0.01	$-1.00	6.00	35	2.0	514.000	-0.00	2024-01-12
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.01	-0.01	0.56	0.06	0.05	1.33	1.34	-0.01	$-1.00	6.00	34	2.0	514.000	-0.01	2024-01-11
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.03	-0.02	0.50	0.06	0.05	1.33	1.36	-0.01	$-1.00	6.00	33	2.0	514.000	-0.03	2024-01-10
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.04	-0.03	0.44	0.06	0.05	1.33	1.37	-0.01	$-1.00	6.00	32	2.0	516.000	-0.04	2024-01-09
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.67	$-0.15	-0.11	0.69	0.06	0.02	1.33	1.48	-0.04	$-4.00	6.00	31	5.0	516.000	-0.15	2024-01-08
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.67	$-0.05	-0.04	0.22	0.06	0.02	1.33	1.38	-0.04	$-4.00	6.00	28	5.0	516.000	-0.05	2024-01-05
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.04	-0.67	$-0.16	-0.12	-0.75	0.06	0.02	1.33	1.49	-0.04	$-4.00	6.00	27	5.0	516.000	-0.16	2024-01-04
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.02	-0.33	$-0.12	-0.09	-0.75	0.06	0.04	1.33	1.45	-0.02	$-2.00	6.00	26	3.0	521.000	-0.12	2024-01-03
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.02	-0.33	$-0.13	-0.10	-0.75	0.06	0.04	1.33	1.46	-0.02	$-2.00	6.00	25	3.0	521.000	-0.13	2024-01-02
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.12	-0.09	0.22	0.06	0.05	1.33	1.45	-0.01	$-1.00	6.00	24	1.0	524.000	-0.12	2024-01-01
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.12	-0.09	0.16	0.06	0.05	1.33	1.45	-0.01	$-1.00	6.00	22	1.0	524.000	-0.12	2023-12-30
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.12	-0.09	-0.75	0.06	0.05	1.33	1.45	-0.01	$-1.00	6.00	21	1.0	524.000	-0.12	2023-12-29
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.23	-0.17	0.25	0.06	0.05	1.33	1.56	-0.01	$-1.00	6.00	20	1.0	525.000	-0.23	2023-12-28
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.02	-0.33	$-0.13	-0.10	0.03	0.06	0.04	1.33	1.46	-0.02	$-2.00	6.00	19	5.0	525.000	-0.13	2023-12-27
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.02	-0.33	$-0.08	-0.06	-0.06	0.06	0.04	1.33	1.41	-0.02	$-2.00	6.00	18	5.0	530.000	-0.08	2023-12-26
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.07	-0.05	-0.09	0.06	0.05	1.33	1.40	-0.01	$-1.00	6.00	17	1.0	530.000	-0.07	2023-12-25
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.07	-0.05	-0.14	0.06	0.05	1.33	1.40	-0.01	$-1.00	6.00	15	1.0	530.000	-0.07	2023-12-23
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$-0.07	-0.05	-0.16	0.06	0.05	1.33	1.40	-0.01	$-1.00	6.00	14	1.0	530.000	-0.07	2023-12-22
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.07	0.05	-0.12	0.06	0.05	1.33	1.26	-0.01	$-1.00	6.00	13	1.0	530.000	0.07	2023-12-21
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.08	0.06	0.08	0.06	0.05	1.33	1.25	-0.01	$-1.00	6.00	12	7.0	523.000	0.08	2023-12-20
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.10	0.08	-0.47	0.06	0.05	1.33	1.23	-0.01	$-1.00	6.00	11	4.0	521.000	0.10	2023-12-19
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.09	0.07	-0.20	0.06	0.05	1.33	1.24	-0.01	$-1.00	6.00	10	7.0	521.000	0.09	2023-12-18
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.04	0.03	-0.16	0.06	0.05	1.33	1.29	-0.01	$-1.00	6.00	8	2.0	521.000	0.04	2023-12-16
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.04	0.03	-0.17	0.06	0.05	1.33	1.29	-0.01	$-1.00	6.00	7	2.0	521.000	0.04	2023-12-15
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.05	0.04	-0.20	0.06	0.05	1.33	1.28	-0.01	$-1.00	6.00	6	2.0	523.000	0.05	2023-12-14
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.03	0.02	-0.19	0.06	0.05	1.33	1.30	-0.01	$-1.00	6.00	5	2.0	523.000	0.03	2023-12-13
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$-0.01	-0.17	$0.08	0.06	-1.00	0.06	0.05	1.33	1.25	-0.01	$-1.00	6.00	4	2.0	523.000	0.08	2023-12-12
RIGL240119P00001000	RIGL	PUT	Long	1.00	Exit OP PnL: $-0.01;Exit EQ PnL: 0.05; Position is Long and position continued to lose. Latest OP price is: $0.05 (EQ: $1.28). Initial OP price was: $0.06 (EQ: $1.33). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16.	$-0.01	-0.17	$0.05	0.04	-0.23	0.06	0.05	1.33	1.28	-0.01	$-1.00	6.00	3	2.0	523.000	0.05	2023-12-11
RIGL240119P00001000	RIGL	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.06	0.06	1.33	1.33	0.00	$0.00	6.00	0	13.0	516.000	-0.00	2023-12-08

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