EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: RXRX240419P00015000

View in yFinance: RXRX

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	RXRX	RXRX240419P00015000	15.00	10.0	0.000	1.109	0.492	1.1	1.0	-0.010	2.330	2.240	2.65	15.00	2024-04-19	PUT	Long	0.465	0.500	0.213

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	RXRX	0.727	0.147	0.361	0.241	0.336	0.123	7.12	-7.477	0.0000	5.70	15.52	21	1y	6.80

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
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$7.60	0.51	9.53	2.65	6.09	15.00	7.40	3.44	$344.00	265.00	56	1.0	0.000	7.60	2024-04-18
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$7.53	0.50	7.37	2.65	6.09	15.00	7.47	3.44	$344.00	265.00	55	1.0	0.000	7.53	2024-04-17
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$7.43	0.50	7.16	2.65	6.09	15.00	7.57	3.44	$344.00	265.00	54	1.0	0.000	7.43	2024-04-16
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$7.21	0.48	2.65	2.65	6.09	15.00	7.79	3.44	$344.00	265.00	53	1.0	0.000	7.21	2024-04-15
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$6.59	0.44	2.34	2.65	6.09	15.00	8.41	3.44	$344.00	265.00	50	1.0	0.000	6.59	2024-04-12
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$6.08	0.41	3.50	2.65	6.09	15.00	8.92	3.44	$344.00	265.00	49	1.0	0.000	6.08	2024-04-11
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$6.42	0.43	3.42	2.65	6.09	15.00	8.58	3.44	$344.00	265.00	48	1.0	158.000	6.42	2024-04-10
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$5.91	0.39	0.72	2.65	6.09	15.00	9.09	3.44	$344.00	265.00	47	1.0	158.000	5.91	2024-04-09
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.44	1.30	$6.00	0.40	1.30	2.65	6.09	15.00	9.00	3.44	$344.00	265.00	46	1.0	158.000	6.00	2024-04-08
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.05	1.15	$6.13	0.41	0.44	2.65	5.70	15.00	8.87	3.05	$305.00	265.00	43	1.0	158.000	6.13	2024-04-05
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.05	1.15	$6.27	0.42	0.22	2.65	5.70	15.00	8.73	3.05	$305.00	265.00	42	1.0	158.000	6.27	2024-04-04
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.05	1.15	$6.07	0.40	1.75	2.65	5.70	15.00	8.93	3.05	$305.00	265.00	41	1.0	158.000	6.07	2024-04-03
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.05	1.15	$6.23	0.42	0.98	2.65	5.70	15.00	8.77	3.05	$305.00	265.00	40	1.0	163.000	6.23	2024-04-02
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$3.05	1.15	$5.63	0.38	1.68	2.65	5.70	15.00	9.37	3.05	$305.00	265.00	39	1.0	164.000	5.63	2024-04-01
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.14	0.81	$5.03	0.34	-1.11	2.65	4.79	15.00	9.97	2.14	$214.00	265.00	38	1.0	164.000	5.03	2024-03-31
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.14	0.81	$5.03	0.34	0.61	2.65	4.79	15.00	9.97	2.14	$214.00	265.00	37	1.0	164.000	5.03	2024-03-30
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.14	0.81	$5.03	0.34	0.57	2.65	4.79	15.00	9.97	2.14	$214.00	265.00	36	1.0	164.000	5.03	2024-03-29
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.14	0.81	$5.03	0.34	0.53	2.65	4.79	15.00	9.97	2.14	$214.00	265.00	35	1.0	164.000	5.03	2024-03-28
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.14	0.81	$4.83	0.32	0.23	2.65	4.79	15.00	10.17	2.14	$214.00	265.00	34	1.0	164.000	4.83	2024-03-27
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.00	0.75	$4.68	0.31	-0.09	2.65	4.65	15.00	10.32	2.00	$200.00	265.00	33	10.0	164.000	4.68	2024-03-26
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.00	0.75	$4.47	0.30	-0.24	2.65	4.65	15.00	10.53	2.00	$200.00	265.00	32	10.0	164.000	4.47	2024-03-25
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.00	0.75	$4.51	0.30	1.06	2.65	4.65	15.00	10.49	2.00	$200.00	265.00	29	10.0	164.000	4.51	2024-03-22
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$2.00	0.75	$4.35	0.29	0.89	2.65	4.65	15.00	10.65	2.00	$200.00	265.00	28	10.0	154.000	4.35	2024-03-21
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.95	0.74	$3.93	0.26	-0.13	2.65	4.60	15.00	11.07	1.95	$195.00	265.00	27	11.0	154.000	3.93	2024-03-20
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.95	0.74	$4.25	0.28	-0.24	2.65	4.60	15.00	10.75	1.95	$195.00	265.00	26	11.0	153.000	4.25	2024-03-19
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.35	0.51	$3.58	0.24	0.14	2.65	4.00	15.00	11.42	1.35	$135.00	265.00	25	11.0	145.000	3.58	2024-03-18
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.95	0.36	$3.78	0.25	0.01	2.65	3.60	15.00	11.22	0.95	$95.00	265.00	22	1.0	144.000	3.78	2024-03-15
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.80	0.68	$4.22	0.28	-0.26	2.65	4.45	15.00	10.78	1.80	$180.00	265.00	21	15.0	144.000	4.22	2024-03-14
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.80	0.68	$4.02	0.27	-0.13	2.65	4.45	15.00	10.98	1.80	$180.00	265.00	20	15.0	144.000	4.02	2024-03-13
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.80	0.68	$4.46	0.30	0.04	2.65	4.45	15.00	10.54	1.80	$180.00	265.00	19	15.0	144.000	4.46	2024-03-12
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.80	0.68	$4.63	0.31	-0.06	2.65	4.45	15.00	10.37	1.80	$180.00	265.00	18	15.0	129.000	4.63	2024-03-11
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.39	0.52	$3.81	0.25	-0.28	2.65	4.04	15.00	11.19	1.39	$139.00	265.00	15	3.0	130.000	3.81	2024-03-08
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$1.85	0.70	$3.85	0.26	-0.18	2.65	4.50	15.00	11.15	1.85	$185.00	265.00	14	2.0	130.000	3.85	2024-03-07
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.65	0.25	$3.68	0.25	-0.44	2.65	3.30	15.00	11.32	0.65	$65.00	265.00	13	3.0	130.000	3.68	2024-03-06
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.85	0.32	$3.15	0.21	-0.37	2.65	3.50	15.00	11.85	0.85	$85.00	265.00	12	103.0	127.000	3.15	2024-03-05
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.85	0.32	$2.70	0.18	-1.11	2.65	3.50	15.00	12.30	0.85	$85.00	265.00	11	103.0	0.000	2.70	2024-03-04
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.15	0.06	$2.19	0.15	-0.18	2.65	2.80	15.00	12.81	0.15	$15.00	265.00	10	20.0	149.000	2.19	2024-03-03
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.15	0.06	$2.19	0.15	-0.18	2.65	2.80	15.00	12.81	0.15	$15.00	265.00	9	20.0	149.000	2.19	2024-03-02
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.15	0.06	$1.64	0.11	-0.22	2.65	2.80	15.00	13.36	0.15	$15.00	265.00	8	20.0	149.000	1.64	2024-03-01
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.07	0.03	$1.54	0.10	-0.17	2.65	2.72	15.00	13.46	0.07	$7.00	265.00	7	2.0	149.000	1.54	2024-02-29
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.55	0.21	$2.06	0.14	-0.17	2.65	3.20	15.00	12.94	0.55	$55.00	265.00	6	29.0	132.000	2.06	2024-02-28
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$-0.25	-0.09	$-0.52	-0.03	0.06	2.65	2.40	15.00	15.52	-0.25	$-25.00	265.00	5	34.0	120.000	-0.52	2024-02-27
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.24	0.09	$0.24	0.02	0.01	2.65	2.89	15.00	14.76	0.24	$24.00	265.00	4	1.0	119.000	0.24	2024-02-26
RXRX240419P00015000	RXRX	PUT	Long	15.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.65	0.25	$1.63	0.11	0.03	2.65	3.30	15.00	13.37	0.65	$65.00	265.00	3	20.0	109.000	1.63	2024-02-25
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.65	0.25	$1.63	0.11	-0.00	2.65	3.30	15.00	13.37	0.65	$65.00	265.00	1	20.0	109.000	1.63	2024-02-23
RXRX240419P00015000	RXRX	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.65	2.65	15.00	15.00	0.00	$0.00	265.00	0	10.0	0.000	-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