EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: SHLS241220C00005000

View in yFinance: SHLS

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
2024-11-06	SHLS	SHLS241220C00005000	5.00	2.0	298.000	0.000	0.361	0.3	0.2	0.010	0.110	0.000	1.39	5.09	2024-12-20	CALL	Long	0.330	0.336	-0.060
2024-11-12	SHLS	SHLS241220C00005000	5.00	180.0	338.000	0.617	0.281	0.1	0.2	0.010	0.290	0.420	0.31	4.85	2024-12-20	CALL	Long	0.328	0.372	-0.159

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	SHLS	0.818	0.090	0.274	0.194	0.250	-0.024	4.92	0.082	0.0000	4.15	17.02	21	1y	5.33

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
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-1.06	-0.95	$-1.23	-0.21	0.19	1.11	0.05	5.77	4.54	-1.06	$-106.00	111.00	43	40.0	891.000	-1.23	2024-12-19
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-1.01	-0.91	$-1.11	-0.19	0.22	1.11	0.10	5.77	4.66	-1.01	$-101.00	111.00	42	33.0	911.000	-1.11	2024-12-18
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-1.01	-0.91	$-0.85	-0.15	-0.15	1.11	0.10	5.77	4.92	-1.01	$-101.00	111.00	41	174.0	911.000	-0.85	2024-12-17
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-1.08	-0.97	$-1.60	-0.28	0.22	1.11	0.03	5.77	4.17	-1.08	$-108.00	111.00	40	2.0	912.000	-1.60	2024-12-16
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-1.03	-0.93	$-1.36	-0.24	-0.24	1.11	0.08	5.77	4.41	-1.03	$-103.00	111.00	37	24.0	935.000	-1.36	2024-12-13
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-1.05	-0.95	$-1.36	-0.24	0.01	1.11	0.06	5.77	4.41	-1.05	$-105.00	111.00	36	35.0	936.000	-1.36	2024-12-12
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-1.02	-0.92	$-1.20	-0.21	-0.20	1.11	0.09	5.77	4.57	-1.02	$-102.00	111.00	35	4.0	938.000	-1.20	2024-12-11
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-1.00	-0.90	$-1.11	-0.19	-0.15	1.11	0.11	5.77	4.66	-1.00	$-100.00	111.00	34	130.0	1039.000	-1.11	2024-12-10
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.86	-0.77	$-1.09	-0.19	-0.05	1.11	0.25	5.77	4.68	-0.86	$-86.00	111.00	33	22.0	1041.000	-1.09	2024-12-09
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.99	-0.89	$-1.24	-0.21	-0.05	1.11	0.12	5.77	4.53	-0.99	$-99.00	111.00	32	38.0	1063.000	-1.24	2024-12-08
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.99	-0.89	$-1.24	-0.21	-0.14	1.11	0.12	5.77	4.53	-0.99	$-99.00	111.00	30	38.0	1063.000	-1.24	2024-12-06
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.93	-0.84	$-1.13	-0.20	-0.20	1.11	0.18	5.77	4.64	-0.93	$-93.00	111.00	29	12.0	1052.000	-1.13	2024-12-05
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.86	-0.77	$-0.88	-0.15	-0.22	1.11	0.25	5.77	4.89	-0.86	$-86.00	111.00	28	33.0	1013.000	-0.88	2024-12-04
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.86	-0.77	$-0.88	-0.15	-0.24	1.11	0.25	5.77	4.89	-0.86	$-86.00	111.00	27	45.0	985.000	-0.88	2024-12-03
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.66	-0.59	$-0.61	-0.11	-0.14	1.11	0.45	5.77	5.16	-0.66	$-66.00	111.00	26	7.0	990.000	-0.61	2024-12-02
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.61	-0.55	$-0.55	-0.10	-0.93	1.11	0.50	5.77	5.22	-0.61	$-61.00	111.00	25	61.0	0.000	-0.55	2024-12-01
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.61	-0.55	$-0.55	-0.10	-0.26	1.11	0.50	5.77	5.22	-0.61	$-61.00	111.00	24	61.0	0.000	-0.55	2024-11-30
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.57	-0.51	$-0.51	-0.09	-0.22	1.11	0.54	5.77	5.26	-0.57	$-57.00	111.00	22	21.0	966.000	-0.51	2024-11-28
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.71	-0.64	$-0.59	-0.10	-0.25	1.11	0.40	5.77	5.18	-0.71	$-71.00	111.00	21	2.0	966.000	-0.59	2024-11-27
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.71	-0.64	$-0.76	-0.13	-0.13	1.11	0.40	5.77	5.01	-0.71	$-71.00	111.00	20	2.0	965.000	-0.76	2024-11-26
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.64	-0.58	$-0.70	-0.12	-0.06	1.11	0.47	5.77	5.07	-0.64	$-64.00	111.00	19	228.0	975.000	-0.70	2024-11-25
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.81	-0.73	$-0.94	-0.16	-0.20	1.11	0.30	5.77	4.83	-0.81	$-81.00	111.00	18	137.0	937.000	-0.94	2024-11-24
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.81	-0.73	$-0.94	-0.16	-0.23	1.11	0.30	5.77	4.83	-0.81	$-81.00	111.00	17	137.0	937.000	-0.94	2024-11-23
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.81	-0.73	$-0.94	-0.16	-0.24	1.11	0.30	5.77	4.83	-0.81	$-81.00	111.00	16	101.0	937.000	-0.94	2024-11-22
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.94	-0.85	$-1.37	-0.24	-0.17	1.11	0.17	5.77	4.40	-0.94	$-94.00	111.00	15	133.0	842.000	-1.37	2024-11-21
SHLS241220C00005000	SHLS	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.91	-0.82	$-1.36	-0.24	-0.19	1.11	0.20	5.77	4.41	-0.91	$-91.00	111.00	14	175.0	658.000	-1.36	2024-11-20
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.98	-0.88	$-1.62	-0.28	-0.14	1.11	0.13	5.77	4.15	-0.98	$-98.00	111.00	13	144.0	533.000	-1.62	2024-11-19
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.96	-0.86	$-1.51	-0.26	-0.23	1.11	0.15	5.77	4.26	-0.96	$-96.00	111.00	12	292.0	691.000	-1.51	2024-11-18
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.81	-0.73	$-1.21	-0.21	-0.12	1.11	0.30	5.77	4.56	-0.81	$-81.00	111.00	11	198.0	583.000	-1.21	2024-11-17
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.81	-0.73	$-1.21	-0.21	-0.14	1.11	0.30	5.77	4.56	-0.81	$-81.00	111.00	10	198.0	583.000	-1.21	2024-11-16
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.86	-0.77	$-1.21	-0.21	-0.16	1.11	0.25	5.77	4.56	-0.86	$-86.00	111.00	9	178.0	583.000	-1.21	2024-11-15
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.54	-0.49	$-0.55	-0.10	-0.19	1.11	0.57	5.77	5.22	-0.54	$-54.00	111.00	8	72.0	531.000	-0.55	2024-11-14
SHLS241220C00005000	SHLS	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.70	-0.63	$-0.82	-0.14	-0.23	1.11	0.41	5.77	4.95	-0.70	$-70.00	111.00	7	256.0	338.000	-0.82	2024-11-13
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.80	-0.72	$-0.92	-0.16	-0.32	1.11	0.31	5.77	4.85	-0.80	$-80.00	111.00	6	180.0	338.000	-0.92	2024-11-12
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$0.04	0.04	$0.00	0.00	0.02	1.11	1.15	5.77	5.77	0.04	$4.00	111.00	5	72.0	303.000	0.00	2024-11-11
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.08	-0.07	$-0.06	-0.01	-0.01	1.11	1.03	5.77	5.71	-0.08	$-8.00	111.00	4	38.0	298.000	-0.06	2024-11-10
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.08	-0.07	$-0.06	-0.01	-0.02	1.11	1.03	5.77	5.71	-0.08	$-8.00	111.00	3	38.0	298.000	-0.06	2024-11-09
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.08	-0.07	$-0.08	-0.01	-0.04	1.11	1.03	5.77	5.69	-0.08	$-8.00	111.00	2	17.0	298.000	-0.08	2024-11-08
SHLS241220C00005000	SHLS	CALL	Long	5.00	None	$-0.03	-0.03	$0.05	0.01	0.03	1.11	1.08	5.77	5.82	-0.03	$-3.00	111.00	1	1.0	298.000	0.05	2024-11-07
SHLS241220C00005000	SHLS	CALL	Long	5.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	1.11	1.11	5.77	5.77	0.00	$0.00	111.00	0	7.0	298.000	0.00	2024-11-06

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