EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: SNAP240906P00010000

View in yFinance: SNAP

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
2024-08-02	SNAP	SNAP240906P00010000	10.00	51.0	31.000	0.508	0.359	0.2	0.8	0.050	0.310	0.910	0.95	9.35	2024-09-06	PUT	Short	0.210	0.377	-0.270

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	SNAP	0.909	0.103	0.460	0.190	0.134	-0.073	11.18	-0.287	0.0000	8.29	17.45	21	1y	11.28

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
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.33	0.22	$0.25	0.03	0.40	1.52	1.19	8.64	8.89	0.33	$33.00	1000.00	30	5.0	152.000	0.25	2024-09-05
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.38	0.25	$0.15	0.02	0.22	1.52	1.14	8.64	8.79	0.38	$38.00	1000.00	29	51.0	170.000	0.15	2024-09-04
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.83	0.55	$0.70	0.08	-0.06	1.52	0.69	8.64	9.34	0.83	$83.00	1000.00	25	31.0	224.000	0.70	2024-08-31
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.83	0.55	$0.70	0.08	-0.00	1.52	0.69	8.64	9.34	0.83	$83.00	1000.00	24	31.0	224.000	0.70	2024-08-30
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.82	0.54	$0.58	0.07	-0.10	1.52	0.70	8.64	9.22	0.82	$82.00	1000.00	23	105.0	128.000	0.58	2024-08-29
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.69	0.45	$0.54	0.06	-0.16	1.52	0.83	8.64	9.18	0.69	$69.00	1000.00	22	24.0	116.000	0.54	2024-08-28
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.86	0.57	$0.72	0.08	-0.58	1.52	0.66	8.64	9.36	0.86	$86.00	1000.00	21	56.0	116.000	0.72	2024-08-27
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.86	0.57	$0.78	0.09	-0.18	1.52	0.66	8.64	9.42	0.86	$86.00	1000.00	20	56.0	80.000	0.78	2024-08-26
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.83	0.55	$0.79	0.09	-0.15	1.52	0.69	8.64	9.43	0.83	$83.00	1000.00	19	29.0	72.000	0.79	2024-08-25
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.83	0.55	$0.79	0.09	-0.16	1.52	0.69	8.64	9.43	0.83	$83.00	1000.00	18	29.0	72.000	0.79	2024-08-24
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.86	0.57	$0.79	0.09	-0.03	1.52	0.66	8.64	9.43	0.86	$86.00	1000.00	17	22.0	72.000	0.79	2024-08-23
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.70	0.46	$0.61	0.07	-0.12	1.52	0.82	8.64	9.25	0.70	$70.00	1000.00	16	1.0	71.000	0.61	2024-08-22
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.81	0.53	$0.84	0.10	-0.14	1.52	0.71	8.64	9.48	0.81	$81.00	1000.00	15	22.0	68.000	0.84	2024-08-21
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.93	0.61	$0.84	0.10	-0.12	1.52	0.59	8.64	9.48	0.93	$93.00	1000.00	14	2.0	68.000	0.84	2024-08-20
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.73	0.48	$0.86	0.10	0.08	1.52	0.79	8.64	9.50	0.73	$73.00	1000.00	13	5.0	66.000	0.86	2024-08-19
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.55	0.36	$0.59	0.07	-0.08	1.52	0.97	8.64	9.23	0.55	$55.00	1000.00	12	1.0	65.000	0.59	2024-08-18
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.55	0.36	$0.59	0.07	0.13	1.52	0.97	8.64	9.23	0.55	$55.00	1000.00	11	1.0	65.000	0.59	2024-08-17
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.55	0.36	$0.59	0.07	-0.07	1.52	0.97	8.64	9.23	0.55	$55.00	1000.00	10	1.0	65.000	0.59	2024-08-16
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.70	0.46	$0.65	0.08	0.04	1.52	0.82	8.64	9.29	0.70	$70.00	1000.00	9	5.0	65.000	0.65	2024-08-15
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.74	0.49	$0.38	0.04	-0.02	1.52	0.78	8.64	9.02	0.74	$74.00	1000.00	8	10.0	65.000	0.38	2024-08-14
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.74	0.49	$0.57	0.07	0.02	1.52	0.78	8.64	9.21	0.74	$74.00	1000.00	7	10.0	55.000	0.57	2024-08-13
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.51	0.34	$0.38	0.04	0.01	1.52	1.01	8.64	9.02	0.51	$51.00	1000.00	6	1.0	55.000	0.38	2024-08-12
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.34	0.22	$0.41	0.05	-0.04	1.52	1.18	8.64	9.05	0.34	$34.00	1000.00	3	20.0	55.000	0.41	2024-08-09
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$0.34	0.22	$0.30	0.03	0.11	1.52	1.18	8.64	8.94	0.34	$34.00	1000.00	2	20.0	35.000	0.30	2024-08-08
SNAP240906P00010000	SNAP	PUT	Short	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -0.26	$-0.10	-0.07	$-0.35	-0.04	0.03	1.52	1.62	8.64	8.29	-0.10	$-10.00	1000.00	1	2.0	35.000	-0.35	2024-08-07
SNAP240906P00010000	SNAP	PUT	Short	10.00	None	$-0.00	-0.00	$0.00	0.00	0.00	1.52	1.52	8.64	8.64	-0.00	$-0.00	1000.00	0	6.0	32.000	0.00	2024-08-06

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