EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: RVNC231215C00007500

View in yFinance: RVNC

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
2023-11-09	RVNC	RVNC231215C00007500	7.50	99.0	19.000	0.873	0.317	0.1	0.6	0.010	0.430	1.000	0.57	6.91	2023-12-15	CALL	Long	0.363	0.403	-0.170

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	RVNC	0.727	0.095	0.714	0.311	0.290	-0.288	3.07	-1.384	0.0000	2.34	9.31	21	1y	5.13

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
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$0.53	0.93	$1.57	0.23	1.31	0.57	1.10	6.91	8.48	0.53	$53.00	57.00	35	85.0	2392.000	1.57	2023-12-14
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.13	-0.23	$1.01	0.15	0.65	0.57	0.44	6.91	7.92	-0.13	$-13.00	57.00	34	64.0	2334.000	1.01	2023-12-13
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.38	-0.67	$0.50	0.07	0.80	0.57	0.19	6.91	7.41	-0.38	$-38.00	57.00	33	41.0	0.000	0.50	2023-12-12
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.22	-0.39	$0.50	0.07	0.88	0.57	0.35	6.91	7.41	-0.22	$-22.00	57.00	32	4.0	2301.000	0.50	2023-12-11
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.22	-0.39	$0.46	0.07	0.76	0.57	0.35	6.91	7.37	-0.22	$-22.00	57.00	29	1.0	2302.000	0.46	2023-12-08
RVNC231215C00007500	RVNC	CALL	Long	7.50	Exit OP PnL: $-0.33;Exit EQ PnL: 0.18; Position is Long and position continued to lose. Latest OP price is: $0.24 (EQ: $7.09). Initial OP price was: $0.57 (EQ: $6.91). Surpassed Stop Loss Percentage: -0.5789473684210526315789473684 < -0.16.	$-0.35	-0.61	$0.18	0.03	0.86	0.57	0.22	6.91	7.09	-0.35	$-35.00	57.00	28	8.0	2302.000	0.18	2023-12-07
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.32	-0.56	$0.14	0.02	0.85	0.57	0.25	6.91	7.05	-0.32	$-32.00	57.00	27	0.0	2300.000	0.14	2023-12-06
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.12	-0.21	$0.44	0.06	0.86	0.57	0.45	6.91	7.35	-0.12	$-12.00	57.00	26	0.0	2292.000	0.44	2023-12-05
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.17	-0.30	$0.52	0.08	0.79	0.57	0.40	6.91	7.43	-0.17	$-17.00	57.00	25	0.0	2163.000	0.52	2023-12-04
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.28	-0.49	$0.33	0.05	0.78	0.57	0.29	6.91	7.24	-0.28	$-28.00	57.00	24	0.0	2157.000	0.33	2023-12-03
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.28	-0.49	$0.33	0.05	0.75	0.57	0.29	6.91	7.24	-0.28	$-28.00	57.00	23	0.0	2157.000	0.33	2023-12-02
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.28	-0.49	$0.33	0.05	0.68	0.57	0.29	6.91	7.24	-0.28	$-28.00	57.00	22	0.0	2157.000	0.33	2023-12-01
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.29	-0.51	$-0.14	-0.02	0.84	0.57	0.28	6.91	6.77	-0.29	$-29.00	57.00	21	0.0	2147.000	-0.14	2023-11-30
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.22	-0.39	$0.03	0.00	0.82	0.57	0.35	6.91	6.94	-0.22	$-22.00	57.00	20	0.0	1654.000	0.03	2023-11-29
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.13	-0.23	$0.15	0.02	0.82	0.57	0.44	6.91	7.06	-0.13	$-13.00	57.00	19	0.0	619.000	0.15	2023-11-28
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.17	-0.30	$-0.06	-0.01	0.83	0.57	0.40	6.91	6.85	-0.17	$-17.00	57.00	18	0.0	619.000	-0.06	2023-11-27
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.07	-0.12	$0.29	0.04	0.85	0.57	0.50	6.91	7.20	-0.07	$-7.00	57.00	15	0.0	0.000	0.29	2023-11-24
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.07	-0.12	$0.38	0.05	-0.03	0.57	0.50	6.91	7.29	-0.07	$-7.00	57.00	14	0.0	0.000	0.38	2023-11-23
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.02	-0.04	$0.30	0.04	0.88	0.57	0.55	6.91	7.21	-0.02	$-2.00	57.00	13	0.0	792.000	0.30	2023-11-22
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.02	-0.04	$0.32	0.05	0.87	0.57	0.55	6.91	7.23	-0.02	$-2.00	57.00	12	0.0	782.000	0.32	2023-11-21
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$0.13	0.23	$0.56	0.08	0.86	0.57	0.70	6.91	7.47	0.13	$13.00	57.00	11	0.0	706.000	0.56	2023-11-20
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$0.10	0.18	$0.36	0.05	0.95	0.57	0.67	6.91	7.27	0.10	$10.00	57.00	10	0.0	625.000	0.36	2023-11-19
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$0.10	0.18	$0.36	0.05	0.93	0.57	0.67	6.91	7.27	0.10	$10.00	57.00	8	0.0	625.000	0.36	2023-11-17
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$0.08	0.14	$0.01	0.00	0.97	0.57	0.65	6.91	6.92	0.08	$8.00	57.00	7	0.0	598.000	0.01	2023-11-16
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$0.08	0.14	$0.11	0.02	0.92	0.57	0.65	6.91	7.02	0.08	$8.00	57.00	6	0.0	371.000	0.11	2023-11-15
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.17	-0.30	$-0.15	-0.02	0.86	0.57	0.40	6.91	6.76	-0.17	$-17.00	57.00	5	0.0	187.000	-0.15	2023-11-14
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.37	-0.65	$-1.10	-0.16	0.91	0.57	0.20	6.91	5.81	-0.37	$-37.00	57.00	4	0.0	187.000	-1.10	2023-11-13
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$-0.32	-0.56	$-0.94	-0.14	0.92	0.57	0.25	6.91	5.97	-0.32	$-32.00	57.00	1	0.0	115.000	-0.94	2023-11-10
RVNC231215C00007500	RVNC	CALL	Long	7.50	None	$0.00	0.00	$0.00	0.00	0.00	0.57	0.57	6.91	6.91	0.00	$0.00	57.00	0	0.0	0.000	0.00	2023-11-09

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