EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: SIGA240920C00010000

View in yFinance: SIGA

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
2024-08-15 SIGA SIGA240920C00010000 10.00 14.0 183.000 1.033 0.432 0.4 0.7 0.010 1.070 1.400 1.56 9.62 2024-09-20 CALL Long 0.371 0.435 -0.196

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 SIGA 0.818 0.107 0.395 0.209 0.193 0.032 6.09 0.486 0.0000 4.51 11.97 21 1y 6.98

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
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.09 -0.11 5.39 1.56 1.56 9.62 8.53 0.00 $0.00 156.00 35 14.0 183.000 -1.09 2024-09-19
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.65 -0.17 5.07 1.56 1.56 9.62 7.97 0.00 $0.00 156.00 34 14.0 183.000 -1.65 2024-09-18
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.74 -0.18 4.37 1.56 1.56 9.62 7.88 0.00 $0.00 156.00 33 14.0 183.000 -1.74 2024-09-17
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.63 -0.17 3.67 1.56 1.56 9.62 7.99 0.00 $0.00 156.00 32 14.0 183.000 -1.63 2024-09-16
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.72 -0.18 3.36 1.56 1.56 9.62 7.90 0.00 $0.00 156.00 30 14.0 183.000 -1.72 2024-09-14
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.72 -0.18 2.77 1.56 1.56 9.62 7.90 0.00 $0.00 156.00 29 14.0 183.000 -1.72 2024-09-13
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.75 -0.18 2.58 1.56 1.56 9.62 7.87 0.00 $0.00 156.00 28 14.0 183.000 -1.75 2024-09-12
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-2.11 -0.22 2.71 1.56 1.56 9.62 7.51 0.00 $0.00 156.00 27 14.0 183.000 -2.11 2024-09-11
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-2.07 -0.22 2.50 1.56 1.56 9.62 7.55 0.00 $0.00 156.00 26 14.0 183.000 -2.07 2024-09-10
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.65 -0.17 2.02 1.56 1.56 9.62 7.97 0.00 $0.00 156.00 25 14.0 183.000 -1.65 2024-09-09
SIGA240920C00010000 SIGA CALL Long 10.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-1.91 -0.20 2.22 1.56 1.56 9.62 7.71 0.00 $0.00 156.00 24 14.0 183.000 -1.91 2024-09-08
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.91 -0.20 1.88 1.56 1.56 9.62 7.71 0.00 $0.00 156.00 22 14.0 183.000 -1.91 2024-09-06
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.65 -0.17 1.61 1.56 1.56 9.62 7.97 0.00 $0.00 156.00 21 14.0 183.000 -1.65 2024-09-05
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-1.77 -0.18 1.61 1.56 1.56 9.62 7.85 0.00 $0.00 156.00 20 14.0 183.000 -1.77 2024-09-04
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.59 -0.06 0.71 1.56 1.56 9.62 9.03 0.00 $0.00 156.00 16 14.0 183.000 -0.59 2024-08-31
SIGA240920C00010000 SIGA CALL Long 10.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.59 -0.06 0.63 1.56 1.56 9.62 9.03 0.00 $0.00 156.00 15 14.0 183.000 -0.59 2024-08-30
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.44 -0.05 0.51 1.56 1.56 9.62 9.18 0.00 $0.00 156.00 14 14.0 183.000 -0.44 2024-08-29
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.41 -0.04 0.46 1.56 1.56 9.62 9.21 0.00 $0.00 156.00 13 14.0 183.000 -0.41 2024-08-28
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.35 -0.04 0.40 1.56 1.56 9.62 9.27 0.00 $0.00 156.00 12 14.0 183.000 -0.35 2024-08-27
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.21 -0.02 0.30 1.56 1.56 9.62 9.41 0.00 $0.00 156.00 11 14.0 183.000 -0.21 2024-08-26
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.13 -0.01 0.24 1.56 1.56 9.62 9.49 0.00 $0.00 156.00 10 14.0 183.000 -0.13 2024-08-25
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.13 -0.01 0.22 1.56 1.56 9.62 9.49 0.00 $0.00 156.00 9 14.0 183.000 -0.13 2024-08-24
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.13 -0.01 0.20 1.56 1.56 9.62 9.49 0.00 $0.00 156.00 8 14.0 183.000 -0.13 2024-08-23
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.28 -0.03 0.24 1.56 1.56 9.62 9.34 0.00 $0.00 156.00 7 14.0 183.000 -0.28 2024-08-22
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $0.20 0.02 0.00 1.56 1.56 9.62 9.82 0.00 $0.00 156.00 6 14.0 183.000 0.20 2024-08-21
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $-0.77 -0.08 0.43 1.56 1.56 9.62 8.85 0.00 $0.00 156.00 5 14.0 183.000 -0.77 2024-08-20
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $0.82 0.09 -0.33 1.56 1.56 9.62 10.44 0.00 $0.00 156.00 4 14.0 183.000 0.82 2024-08-19
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $0.87 0.09 -0.36 1.56 1.56 9.62 10.49 0.00 $0.00 156.00 3 14.0 183.000 0.87 2024-08-18
SIGA240920C00010000 SIGA CALL Long 10.00 OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. $0.00 0.00 $0.87 0.09 -0.38 1.56 1.56 9.62 10.49 0.00 $0.00 156.00 2 14.0 183.000 0.87 2024-08-17
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $0.87 0.09 -0.38 1.56 1.56 9.62 10.49 0.00 $0.00 156.00 1 14.0 183.000 0.87 2024-08-16
SIGA240920C00010000 SIGA CALL Long 10.00 None $0.00 0.00 $0.00 0.00 0.00 1.56 1.56 9.62 9.62 0.00 $0.00 156.00 0 14.0 183.000 0.00 2024-08-15

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