EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: SNY231215C00050000

View in yFinance: SNY

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
2023-10-27	SNY	SNY231215C00050000	50.00	23.0	1.000	0.293	0.223	0.0	6.7	0.030	0.110	6.730	0.18	43.13	2023-12-15	CALL	Long	0.079	0.228	-0.191

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	SNY	0.636	0.038	0.085	0.060	0.079	0.005	48.94	0.116	0.0000	45.39	58.53	21	1y	52.15

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
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.10	-0.56	$5.11	0.12	0.14	0.18	0.08	43.13	48.24	-0.10	$-10.00	18.00	48	3.0	5433.000	5.11	2023-12-14
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.13	-0.72	$5.17	0.12	0.10	0.18	0.05	43.13	48.30	-0.13	$-13.00	18.00	47	1.0	5433.000	5.17	2023-12-13
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.13	-0.72	$4.20	0.10	0.25	0.18	0.05	43.13	47.33	-0.13	$-13.00	18.00	46	1.0	5434.000	4.20	2023-12-12
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.13	-0.72	$4.02	0.09	0.28	0.18	0.05	43.13	47.15	-0.13	$-13.00	18.00	45	20.0	5417.000	4.02	2023-12-11
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.08	-0.44	$3.19	0.07	0.22	0.18	0.10	43.13	46.32	-0.08	$-8.00	18.00	42	30.0	5417.000	3.19	2023-12-08
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.08	-0.44	$2.93	0.07	0.24	0.18	0.10	43.13	46.06	-0.08	$-8.00	18.00	41	30.0	5425.000	2.93	2023-12-07
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.04	-0.22	$2.85	0.07	0.10	0.18	0.14	43.13	45.98	-0.04	$-4.00	18.00	40	0.0	5429.000	2.85	2023-12-06
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.03	-0.17	$3.21	0.07	0.14	0.18	0.15	43.13	46.34	-0.03	$-3.00	18.00	39	0.0	5429.000	3.21	2023-12-05
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.03	-0.17	$3.89	0.09	0.05	0.18	0.15	43.13	47.02	-0.03	$-3.00	18.00	38	0.0	5429.000	3.89	2023-12-04
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.03	-0.17	$3.59	0.08	0.03	0.18	0.15	43.13	46.72	-0.03	$-3.00	18.00	37	0.0	5454.000	3.59	2023-12-03
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.03	-0.17	$3.59	0.08	0.02	0.18	0.15	43.13	46.72	-0.03	$-3.00	18.00	36	0.0	5454.000	3.59	2023-12-02
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.03	-0.17	$3.59	0.08	0.01	0.18	0.15	43.13	46.72	-0.03	$-3.00	18.00	35	0.0	5454.000	3.59	2023-12-01
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.12	0.67	$3.62	0.08	0.02	0.18	0.30	43.13	46.75	0.12	$12.00	18.00	34	0.0	5454.000	3.62	2023-11-30
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.12	0.67	$3.47	0.08	0.05	0.18	0.30	43.13	46.60	0.12	$12.00	18.00	33	0.0	5454.000	3.47	2023-11-29
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.12	0.67	$3.85	0.09	0.01	0.18	0.30	43.13	46.98	0.12	$12.00	18.00	32	0.0	5455.000	3.85	2023-11-28
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.14	0.78	$4.06	0.09	0.01	0.18	0.32	43.13	47.19	0.14	$14.00	18.00	31	0.0	5455.000	4.06	2023-11-27
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.12	0.67	$4.05	0.09	-0.01	0.18	0.30	43.13	47.18	0.12	$12.00	18.00	28	0.0	0.000	4.05	2023-11-24
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.02	0.11	$3.33	0.08	-0.23	0.18	0.20	43.13	46.46	0.02	$2.00	18.00	27	0.0	0.000	3.33	2023-11-23
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.05	0.28	$3.10	0.07	-0.01	0.18	0.23	43.13	46.23	0.05	$5.00	18.00	26	0.0	5451.000	3.10	2023-11-22
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.05	0.28	$3.42	0.08	-0.01	0.18	0.23	43.13	46.55	0.05	$5.00	18.00	25	0.0	5451.000	3.42	2023-11-21
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.02	0.11	$3.37	0.08	-0.01	0.18	0.20	43.13	46.50	0.02	$2.00	18.00	24	0.0	5452.000	3.37	2023-11-20
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.07	0.39	$3.89	0.09	-0.02	0.18	0.25	43.13	47.02	0.07	$7.00	18.00	23	0.0	5452.000	3.89	2023-11-19
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.07	0.39	$3.89	0.09	-0.03	0.18	0.25	43.13	47.02	0.07	$7.00	18.00	21	0.0	5452.000	3.89	2023-11-17
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.07	0.39	$3.22	0.07	-0.04	0.18	0.25	43.13	46.35	0.07	$7.00	18.00	20	0.0	435.000	3.22	2023-11-16
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.03	-0.17	$2.29	0.05	-0.02	0.18	0.15	43.13	45.42	-0.03	$-3.00	18.00	19	0.0	425.000	2.29	2023-11-15
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.06	-0.33	$2.60	0.06	-0.04	0.18	0.12	43.13	45.73	-0.06	$-6.00	18.00	18	0.0	425.000	2.60	2023-11-14
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.06	-0.33	$2.39	0.06	-0.04	0.18	0.12	43.13	45.52	-0.06	$-6.00	18.00	17	0.0	411.000	2.39	2023-11-13
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.05	-0.28	$2.79	0.06	-0.05	0.18	0.13	43.13	45.92	-0.05	$-5.00	18.00	14	0.0	411.000	2.79	2023-11-10
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.05	-0.28	$2.34	0.05	-0.23	0.18	0.13	43.13	45.47	-0.05	$-5.00	18.00	13	0.0	0.000	2.34	2023-11-09
SNY231215C00050000	SNY	CALL	Long	50.00	None	$-0.05	-0.28	$2.34	0.05	-0.04	0.18	0.13	43.13	45.47	-0.05	$-5.00	18.00	12	0.0	411.000	2.34	2023-11-08
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.02	0.11	$2.65	0.06	-0.04	0.18	0.20	43.13	45.78	0.02	$2.00	18.00	11	0.0	411.000	2.65	2023-11-07
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.02	0.11	$2.11	0.05	-0.04	0.18	0.20	43.13	45.24	0.02	$2.00	18.00	10	0.0	411.000	2.11	2023-11-06
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.02	0.11	$2.11	0.05	-0.04	0.18	0.20	43.13	45.24	0.02	$2.00	18.00	9	0.0	411.000	2.11	2023-11-05
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.07	0.39	$2.67	0.06	-0.05	0.18	0.25	43.13	45.80	0.07	$7.00	18.00	7	0.0	411.000	2.67	2023-11-03
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.17	0.94	$3.38	0.08	-0.04	0.18	0.35	43.13	46.51	0.17	$17.00	18.00	6	0.0	270.000	3.38	2023-11-02
SNY231215C00050000	SNY	CALL	Long	50.00	Exit OP PnL: $22.00;Exit EQ PnL: 3.20; Position surpassed Take Profit. Latest OP price is: $0.40 (EQ: $46.33); Initial OP price was: $0.18 (EQ: $43.13). Option Percentage Gain: 1.222222222222222222222222222 > STOP_LOSS: -0.16	$0.22	1.22	$3.20	0.07	-0.04	0.18	0.40	43.13	46.33	0.22	$22.00	18.00	5	0.0	33.000	3.20	2023-11-01
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.03	0.17	$2.12	0.05	-0.03	0.18	0.21	43.13	45.25	0.03	$3.00	18.00	4	0.0	33.000	2.12	2023-10-31
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.03	0.17	$1.73	0.04	-0.02	0.18	0.21	43.13	44.86	0.03	$3.00	18.00	3	0.0	23.000	1.73	2023-10-30
SNY231215C00050000	SNY	CALL	Long	50.00	None	$0.00	0.00	$0.00	0.00	0.00	0.18	0.18	43.13	43.13	0.00	$0.00	18.00	0	23.0	1.000	0.00	2023-10-27

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