EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: RNA240216P00010000

View in yFinance: RNA

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
2024-01-08	RNA	RNA240216P00010000	10.00	11.0	10.000	0.709	0.348	1.5	0.0	-0.010	1.820	0.310	0.95	11.46	2024-02-16	PUT	Long	0.408	0.440	0.188

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	RNA	0.727	0.126	0.329	0.209	0.147	-0.112	32.74	-22.199	0.0000	8.40	52.50	21	1y	46.08

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
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.82	-0.86	$-1.89	-0.16	0.64	0.95	0.13	11.46	13.35	-0.82	$-82.00	95.00	32	1.0	35.000	-1.89	2024-02-09
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.80	-0.84	$-1.05	-0.09	0.24	0.95	0.15	11.46	12.51	-0.80	$-80.00	95.00	31	1.0	35.000	-1.05	2024-02-08
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.80	-0.84	$-0.68	-0.06	1.08	0.95	0.15	11.46	12.14	-0.80	$-80.00	95.00	30	1.0	35.000	-0.68	2024-02-07
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.80	-0.84	$-0.86	-0.08	0.20	0.95	0.15	11.46	12.32	-0.80	$-80.00	95.00	29	1.0	35.000	-0.86	2024-02-06
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.75	-0.79	$-0.18	-0.02	-0.46	0.95	0.20	11.46	11.64	-0.75	$-75.00	95.00	28	7.0	35.000	-0.18	2024-02-05
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.75	-0.79	$-0.17	-0.01	-0.46	0.95	0.20	11.46	11.63	-0.75	$-75.00	95.00	27	7.0	35.000	-0.17	2024-02-04
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.75	-0.79	$-0.17	-0.01	0.23	0.95	0.20	11.46	11.63	-0.75	$-75.00	95.00	25	7.0	35.000	-0.17	2024-02-02
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.75	-0.79	$-0.68	-0.06	0.42	0.95	0.20	11.46	12.14	-0.75	$-75.00	95.00	24	7.0	35.000	-0.68	2024-02-01
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.75	-0.79	$-0.77	-0.07	0.20	0.95	0.20	11.46	12.23	-0.75	$-75.00	95.00	23	7.0	40.000	-0.77	2024-01-31
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.80	-0.84	$-0.34	-0.03	0.19	0.95	0.15	11.46	11.80	-0.80	$-80.00	95.00	22	7.0	40.000	-0.34	2024-01-30
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.80	-0.84	$-1.15	-0.10	0.32	0.95	0.15	11.46	12.61	-0.80	$-80.00	95.00	21	7.0	41.000	-1.15	2024-01-29
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.50	-0.53	$-0.58	-0.05	0.34	0.95	0.45	11.46	12.04	-0.50	$-50.00	95.00	20	10.0	33.000	-0.58	2024-01-28
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.50	-0.53	$-0.58	-0.05	0.32	0.95	0.45	11.46	12.04	-0.50	$-50.00	95.00	19	10.0	33.000	-0.58	2024-01-27
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.67	-0.71	$-0.58	-0.05	0.29	0.95	0.28	11.46	12.04	-0.67	$-67.00	95.00	18	5.0	33.000	-0.58	2024-01-26
RNA240216P00010000	RNA	PUT	Long	10.00	None	$0.10	0.11	$0.99	0.09	0.11	0.95	1.05	11.46	10.47	0.10	$10.00	95.00	17	6.0	33.000	0.99	2024-01-25
RNA240216P00010000	RNA	PUT	Long	10.00	None	$0.10	0.11	$1.30	0.11	0.02	0.95	1.05	11.46	10.16	0.10	$10.00	95.00	16	6.0	33.000	1.30	2024-01-24
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.45	-0.47	$1.15	0.10	0.14	0.95	0.50	11.46	10.31	-0.45	$-45.00	95.00	15	5.0	33.000	1.15	2024-01-23
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.25	-0.26	$1.09	0.10	0.10	0.95	0.70	11.46	10.37	-0.25	$-25.00	95.00	14	13.0	20.000	1.09	2024-01-22
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.15	-0.16	$1.30	0.11	0.02	0.95	0.80	11.46	10.16	-0.15	$-15.00	95.00	11	5.0	16.000	1.30	2024-01-19
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.20	-0.21	$1.03	0.09	0.15	0.95	0.75	11.46	10.43	-0.20	$-20.00	95.00	10	5.0	12.000	1.03	2024-01-18
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.40	-0.42	$0.71	0.06	0.12	0.95	0.55	11.46	10.75	-0.40	$-40.00	95.00	9	1.0	12.000	0.71	2024-01-17
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.40	-0.42	$0.42	0.04	0.20	0.95	0.55	11.46	11.04	-0.40	$-40.00	95.00	8	1.0	12.000	0.42	2024-01-16
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.40	-0.42	$0.11	0.01	0.03	0.95	0.55	11.46	11.35	-0.40	$-40.00	95.00	4	1.0	12.000	0.11	2024-01-12
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.40	-0.42	$0.21	0.02	0.14	0.95	0.55	11.46	11.25	-0.40	$-40.00	95.00	3	1.0	12.000	0.21	2024-01-11
RNA240216P00010000	RNA	PUT	Long	10.00	None	$-0.40	-0.42	$0.04	0.00	0.15	0.95	0.55	11.46	11.42	-0.40	$-40.00	95.00	2	1.0	12.000	0.04	2024-01-10
RNA240216P00010000	RNA	PUT	Long	10.00	Exit OP PnL: $-0.40;Exit EQ PnL: 0.12; Position is Long and position continued to lose. Latest OP price is: $0.55 (EQ: $11.34). Initial OP price was: $0.95 (EQ: $11.46). Surpassed Stop Loss Percentage: -0.4210526315789473684210526316 < -0.16.	$-0.40	-0.42	$-0.00	-0.00	0.15	0.95	0.55	11.46	11.46	-0.40	$-40.00	95.00	1	1.0	11.000	-0.00	2024-01-09
RNA240216P00010000	RNA	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.95	0.95	11.46	11.46	0.00	$0.00	95.00	0	11.0	10.000	-0.00	2024-01-08

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