EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: SNDL240426P00001500

View in yFinance: SNDL

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
2024-03-22	SNDL	SNDL240426P00001500	1.50	4.0	34.000	1.102	0.294	0.3	0.0	-0.010	0.370	0.110	0.15	1.75	2024-04-26	PUT	Long	0.259	0.326	0.215

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	SNDL	0.909	0.095	0.402	0.170	0.095	-0.124	1.75	-0.190	0.0000	1.31	2.65	21	1y	2.09

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
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.20	-0.11	1.02	0.15	0.01	1.75	1.95	-0.14	$-14.00	15.00	34	1.0	4138.000	-0.20	2024-04-25
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.25	-0.14	0.77	0.15	0.01	1.75	2.00	-0.14	$-14.00	15.00	33	1.0	4137.000	-0.25	2024-04-24
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.32	-0.18	0.65	0.15	0.01	1.75	2.07	-0.14	$-14.00	15.00	32	105.0	4032.000	-0.32	2024-04-23
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.13	-0.07	0.09	0.15	0.01	1.75	1.88	-0.14	$-14.00	15.00	31	75.0	3974.000	-0.13	2024-04-22
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.12	-0.07	-0.16	0.15	0.01	1.75	1.87	-0.14	$-14.00	15.00	28	427.0	3954.000	-0.12	2024-04-19
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.12	-0.80	$-0.08	-0.05	0.12	0.15	0.03	1.75	1.83	-0.12	$-12.00	15.00	27	226.0	3809.000	-0.08	2024-04-18
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.13	-0.87	$-0.08	-0.05	-0.12	0.15	0.02	1.75	1.83	-0.13	$-13.00	15.00	26	57.0	3805.000	-0.08	2024-04-17
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.23	-0.13	-0.16	0.15	0.01	1.75	1.98	-0.14	$-14.00	15.00	25	8.0	3802.000	-0.23	2024-04-16
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.17	-0.10	-0.04	0.15	0.01	1.75	1.92	-0.14	$-14.00	15.00	24	31.0	3774.000	-0.17	2024-04-15
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.13	-0.87	$-0.25	-0.14	-0.04	0.15	0.02	1.75	2.00	-0.13	$-13.00	15.00	21	7.0	3767.000	-0.25	2024-04-12
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.34	-0.19	-0.07	0.15	0.01	1.75	2.09	-0.14	$-14.00	15.00	20	21.0	3767.000	-0.34	2024-04-11
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.32	-0.18	0.12	0.15	0.01	1.75	2.07	-0.14	$-14.00	15.00	19	3.0	3767.000	-0.32	2024-04-10
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.12	-0.80	$-0.34	-0.19	-0.04	0.15	0.03	1.75	2.09	-0.12	$-12.00	15.00	18	101.0	3866.000	-0.34	2024-04-09
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.13	-0.87	$-0.52	-0.30	0.12	0.15	0.02	1.75	2.27	-0.13	$-13.00	15.00	17	27.0	3890.000	-0.52	2024-04-08
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.11	-0.73	$-0.45	-0.26	0.23	0.15	0.04	1.75	2.20	-0.11	$-11.00	15.00	14	30.0	3860.000	-0.45	2024-04-05
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.12	-0.80	$-0.52	-0.30	0.27	0.15	0.03	1.75	2.27	-0.12	$-12.00	15.00	13	3020.0	853.000	-0.52	2024-04-04
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.11	-0.73	$-0.75	-0.43	0.30	0.15	0.04	1.75	2.50	-0.11	$-11.00	15.00	12	114.0	745.000	-0.75	2024-04-03
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.14	-0.93	$-0.29	-0.17	-0.18	0.15	0.01	1.75	2.04	-0.14	$-14.00	15.00	11	2.0	746.000	-0.29	2024-04-02
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.11	-0.73	$-0.22	-0.13	-0.06	0.15	0.04	1.75	1.97	-0.11	$-11.00	15.00	10	51.0	697.000	-0.22	2024-04-01
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.10	-0.67	$-0.26	-0.15	-0.07	0.15	0.05	1.75	2.01	-0.10	$-10.00	15.00	9	33.0	668.000	-0.26	2024-03-31
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.10	-0.67	$-0.26	-0.15	-0.12	0.15	0.05	1.75	2.01	-0.10	$-10.00	15.00	8	33.0	668.000	-0.26	2024-03-30
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.10	-0.67	$-0.26	-0.15	-0.13	0.15	0.05	1.75	2.01	-0.10	$-10.00	15.00	7	33.0	668.000	-0.26	2024-03-29
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.10	-0.67	$-0.26	-0.15	-0.15	0.15	0.05	1.75	2.01	-0.10	$-10.00	15.00	6	33.0	668.000	-0.26	2024-03-28
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.13	-0.87	$-0.43	-0.25	0.05	0.15	0.02	1.75	2.18	-0.13	$-13.00	15.00	5	135.0	571.000	-0.43	2024-03-27
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$-0.10	-0.67	$-0.22	-0.13	0.05	0.15	0.05	1.75	1.97	-0.10	$-10.00	15.00	4	551.0	102.000	-0.22	2024-03-26
SNDL240426P00001500	SNDL	PUT	Long	1.50	Exit OP PnL: $-0.06;Exit EQ PnL: -0.03; Position is Long and position continued to lose. Latest OP price is: $0.09 (EQ: $1.78). Initial OP price was: $0.15 (EQ: $1.75). Surpassed Stop Loss Percentage: -0.4 < -0.16.	$-0.06	-0.40	$0.02	0.01	-0.16	0.15	0.09	1.75	1.73	-0.06	$-6.00	15.00	3	81.0	36.000	0.02	2024-03-25
SNDL240426P00001500	SNDL	PUT	Long	1.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.15	0.15	1.75	1.75	0.00	$0.00	15.00	0	4.0	34.000	-0.00	2024-03-22

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