EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: SG240419P00016000

View in yFinance: SG

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
2024-03-01	SG	SG240419P00016000	16.00	117.0	12.000	0.551	0.349	0.9	0.6	-0.020	1.330	1.020	1.20	16.22	2024-04-19	PUT	Long	0.281	0.369	0.273

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-4.65	-0.29	1.30	1.20	0.05	16.18	20.83	-1.15	$-115.00	120.00	48	1.0	100.000	-4.65	2024-04-18
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-4.63	-0.29	1.96	1.20	0.05	16.18	20.81	-1.15	$-115.00	120.00	47	1.0	100.000	-4.63	2024-04-17
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-4.99	-0.31	1.72	1.20	0.05	16.18	21.17	-1.15	$-115.00	120.00	46	1.0	100.000	-4.99	2024-04-16
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-4.90	-0.30	0.66	1.20	0.05	16.18	21.08	-1.15	$-115.00	120.00	45	1.0	100.000	-4.90	2024-04-15
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-6.55	-0.40	0.61	1.20	0.05	16.18	22.73	-1.15	$-115.00	120.00	42	1.0	100.000	-6.55	2024-04-12
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-7.26	-0.45	0.63	1.20	0.05	16.18	23.44	-1.15	$-115.00	120.00	41	1.0	100.000	-7.26	2024-04-11
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-6.65	-0.41	0.73	1.20	0.05	16.18	22.83	-1.15	$-115.00	120.00	40	1.0	100.000	-6.65	2024-04-10
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-6.68	-0.41	0.67	1.20	0.05	16.18	22.86	-1.15	$-115.00	120.00	39	1.0	100.000	-6.68	2024-04-09
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-8.95	-0.55	0.86	1.20	0.05	16.18	25.13	-1.15	$-115.00	120.00	38	1.0	100.000	-8.95	2024-04-08
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-9.22	-0.57	0.73	1.20	0.05	16.18	25.40	-1.15	$-115.00	120.00	35	1.0	100.000	-9.22	2024-04-05
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-7.78	-0.48	0.57	1.20	0.05	16.18	23.96	-1.15	$-115.00	120.00	34	1.0	100.000	-7.78	2024-04-04
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-8.07	-0.50	0.56	1.20	0.05	16.18	24.25	-1.15	$-115.00	120.00	33	1.0	100.000	-8.07	2024-04-03
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-7.92	-0.49	0.51	1.20	0.05	16.18	24.10	-1.15	$-115.00	120.00	32	1.0	100.000	-7.92	2024-04-02
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-9.18	-0.57	0.61	1.20	0.05	16.18	25.36	-1.15	$-115.00	120.00	31	1.0	100.000	-9.18	2024-04-01
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-9.08	-0.56	0.57	1.20	0.05	16.18	25.26	-1.15	$-115.00	120.00	30	1.0	100.000	-9.08	2024-03-31
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-9.08	-0.56	0.52	1.20	0.05	16.18	25.26	-1.15	$-115.00	120.00	29	1.0	100.000	-9.08	2024-03-30
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-9.08	-0.56	0.50	1.20	0.05	16.18	25.26	-1.15	$-115.00	120.00	28	1.0	100.000	-9.08	2024-03-29
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-9.08	-0.56	0.47	1.20	0.05	16.18	25.26	-1.15	$-115.00	120.00	27	1.0	100.000	-9.08	2024-03-28
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.15	-0.96	$-9.29	-0.57	0.30	1.20	0.05	16.18	25.47	-1.15	$-115.00	120.00	26	1.0	99.000	-9.29	2024-03-27
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.05	-0.88	$-8.23	-0.51	0.38	1.20	0.15	16.18	24.41	-1.05	$-105.00	120.00	25	28.0	99.000	-8.23	2024-03-26
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.05	-0.88	$-9.41	-0.58	0.49	1.20	0.15	16.18	25.59	-1.05	$-105.00	120.00	24	28.0	99.000	-9.41	2024-03-25
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.05	-0.88	$-8.90	-0.55	0.40	1.20	0.15	16.18	25.08	-1.05	$-105.00	120.00	21	28.0	99.000	-8.90	2024-03-22
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.05	-0.88	$-8.68	-0.54	0.37	1.20	0.15	16.18	24.86	-1.05	$-105.00	120.00	20	28.0	99.000	-8.68	2024-03-21
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.05	-0.88	$-8.24	-0.51	0.33	1.20	0.15	16.18	24.42	-1.05	$-105.00	120.00	19	28.0	99.000	-8.24	2024-03-20
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.05	-0.88	$-6.77	-0.42	0.22	1.20	0.15	16.18	22.95	-1.05	$-105.00	120.00	18	28.0	99.000	-6.77	2024-03-19
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.05	-0.88	$-5.91	-0.37	0.15	1.20	0.15	16.18	22.09	-1.05	$-105.00	120.00	17	28.0	99.000	-5.91	2024-03-18
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.05	-0.88	$-6.01	-0.37	0.16	1.20	0.15	16.18	22.19	-1.05	$-105.00	120.00	14	28.0	87.000	-6.01	2024-03-15
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.03	-0.86	$-5.44	-0.34	0.07	1.20	0.17	16.18	21.62	-1.03	$-103.00	120.00	13	6.0	87.000	-5.44	2024-03-14
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.03	-0.86	$-5.19	-0.32	0.09	1.20	0.17	16.18	21.37	-1.03	$-103.00	120.00	12	6.0	92.000	-5.19	2024-03-13
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.00	-0.83	$-3.62	-0.22	0.06	1.20	0.20	16.18	19.80	-1.00	$-100.00	120.00	11	25.0	92.000	-3.62	2024-03-12
SG240419P00016000	SG	PUT	Long	16.00	None	$-1.00	-0.83	$-2.76	-0.17	0.01	1.20	0.20	16.18	18.94	-1.00	$-100.00	120.00	10	25.0	117.000	-2.76	2024-03-11
SG240419P00016000	SG	PUT	Long	16.00	None	$-0.85	-0.71	$-2.58	-0.16	-0.00	1.20	0.35	16.18	18.76	-0.85	$-85.00	120.00	7	22.0	102.000	-2.58	2024-03-08
SG240419P00016000	SG	PUT	Long	16.00	None	$-0.80	-0.67	$-2.34	-0.14	0.04	1.20	0.40	16.18	18.52	-0.80	$-80.00	120.00	6	27.0	77.000	-2.34	2024-03-07
SG240419P00016000	SG	PUT	Long	16.00	None	$-0.75	-0.62	$-2.46	-0.15	0.03	1.20	0.45	16.18	18.64	-0.75	$-75.00	120.00	5	3.0	75.000	-2.46	2024-03-06
SG240419P00016000	SG	PUT	Long	16.00	None	$-0.60	-0.50	$-1.66	-0.10	0.04	1.20	0.60	16.18	17.84	-0.60	$-60.00	120.00	4	3.0	73.000	-1.66	2024-03-05
SG240419P00016000	SG	PUT	Long	16.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.70; Exit EQ PnL: -2.08	$-0.70	-0.58	$-2.08	-0.13	-0.42	1.20	0.50	16.18	18.26	-0.70	$-70.00	120.00	3	24.0	0.000	-2.08	2024-03-04
SG240419P00016000	SG	PUT	Long	16.00	None	$-0.05	-0.04	$-0.18	-0.01	0.02	1.20	1.15	16.18	16.36	-0.05	$-5.00	120.00	2	125.0	12.000	-0.18	2024-03-03
SG240419P00016000	SG	PUT	Long	16.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.20	1.20	16.18	16.18	0.00	$0.00	120.00	0	117.0	12.000	-0.00	2024-03-01

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