EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: SHOP240906P00063000

View in yFinance: SHOP

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
2024-08-07	SHOP	SHOP240906P00063000	63.00	52.0	9.000	0.453	0.245	2.2	1.1	-0.010	3.500	2.430	2.70	63.87	2024-09-06	PUT	Long	0.209	0.268	0.178

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	SHOP	0.636	0.066	0.242	0.139	0.094	-0.128	119.49	0.019	0.0000	52.26	119.49	21	1y	87.01

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
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.68	-0.99	$-6.22	-0.10	0.39	2.70	0.02	63.89	70.11	-2.68	$-268.00	270.00	29	6.0	266.000	-6.22	2024-09-05
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.68	-0.99	$-6.33	-0.10	0.19	2.70	0.02	63.89	70.22	-2.68	$-268.00	270.00	28	6.0	260.000	-6.33	2024-09-04
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.67	-0.99	$-10.18	-0.16	0.19	2.70	0.03	63.89	74.07	-2.67	$-267.00	270.00	24	4.0	257.000	-10.18	2024-08-31
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.67	-0.99	$-10.16	-0.16	0.05	2.70	0.03	63.89	74.05	-2.67	$-267.00	270.00	23	4.0	257.000	-10.16	2024-08-30
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.61	-0.97	$-9.38	-0.15	0.04	2.70	0.09	63.89	73.27	-2.61	$-261.00	270.00	22	1.0	257.000	-9.38	2024-08-29
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.61	-0.97	$-8.65	-0.14	0.06	2.70	0.09	63.89	72.54	-2.61	$-261.00	270.00	21	1.0	257.000	-8.65	2024-08-28
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.66	-0.99	$-10.17	-0.16	-0.20	2.70	0.04	63.89	74.06	-2.66	$-266.00	270.00	20	115.0	257.000	-10.17	2024-08-27
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.66	-0.99	$-11.06	-0.17	0.04	2.70	0.04	63.89	74.95	-2.66	$-266.00	270.00	19	115.0	166.000	-11.06	2024-08-26
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.58	-0.96	$-12.25	-0.19	0.07	2.70	0.12	63.89	76.14	-2.58	$-258.00	270.00	18	5.0	166.000	-12.25	2024-08-25
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.58	-0.96	$-12.25	-0.19	0.05	2.70	0.12	63.89	76.14	-2.58	$-258.00	270.00	17	5.0	166.000	-12.25	2024-08-24
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.58	-0.96	$-12.24	-0.19	0.08	2.70	0.12	63.89	76.13	-2.58	$-258.00	270.00	16	5.0	166.000	-12.24	2024-08-23
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.58	-0.96	$-10.43	-0.16	0.06	2.70	0.12	63.89	74.32	-2.58	$-258.00	270.00	15	5.0	166.000	-10.43	2024-08-22
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.58	-0.96	$-12.25	-0.19	0.04	2.70	0.12	63.89	76.14	-2.58	$-258.00	270.00	14	5.0	171.000	-12.25	2024-08-21
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.61	-0.97	$-10.97	-0.17	0.01	2.70	0.09	63.89	74.86	-2.61	$-261.00	270.00	13	1.0	171.000	-10.97	2024-08-20
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.60	-0.96	$-11.26	-0.18	0.07	2.70	0.10	63.89	75.15	-2.60	$-260.00	270.00	12	4.0	171.000	-11.26	2024-08-19
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.57	-0.95	$-10.66	-0.17	0.05	2.70	0.13	63.89	74.55	-2.57	$-257.00	270.00	11	13.0	171.000	-10.66	2024-08-18
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.57	-0.95	$-10.66	-0.17	0.03	2.70	0.13	63.89	74.55	-2.57	$-257.00	270.00	10	13.0	171.000	-10.66	2024-08-17
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.57	-0.95	$-10.69	-0.17	0.02	2.70	0.13	63.89	74.58	-2.57	$-257.00	270.00	9	13.0	171.000	-10.69	2024-08-16
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.57	-0.95	$-10.97	-0.17	-0.03	2.70	0.13	63.89	74.86	-2.57	$-257.00	270.00	8	13.0	184.000	-10.97	2024-08-15
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.36	-0.87	$-7.71	-0.12	-0.06	2.70	0.34	63.89	71.60	-2.36	$-236.00	270.00	7	154.0	287.000	-7.71	2024-08-14
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-2.12	-0.79	$-6.01	-0.09	-0.06	2.70	0.58	63.89	69.90	-2.12	$-212.00	270.00	6	9.0	282.000	-6.01	2024-08-13
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-1.77	-0.66	$-4.42	-0.07	-0.05	2.70	0.93	63.89	68.31	-1.77	$-177.00	270.00	5	168.0	147.000	-4.42	2024-08-12
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$-1.70	-0.63	$-5.41	-0.08	-0.02	2.70	1.00	63.89	69.30	-1.70	$-170.00	270.00	2	23.0	127.000	-5.41	2024-08-09
SHOP240906P00063000	SHOP	PUT	Long	63.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.24; Exit EQ PnL: -2.51	$-1.32	-0.49	$-4.66	-0.07	0.00	2.70	1.38	63.89	68.55	-1.32	$-132.00	270.00	1	80.0	54.000	-4.66	2024-08-08
SHOP240906P00063000	SHOP	PUT	Long	63.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.70	2.70	63.89	63.89	0.00	$0.00	270.00	0	52.0	9.000	-0.00	2024-08-07

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