EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: SYM240119P00050000

View in yFinance: SYM

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
2023-11-21	SYM	SYM240119P00050000	50.00	30.0	244.000	0.802	0.511	4.9	2.5	-0.050	6.910	4.530	5.50	52.08	2024-01-19	PUT	Long	0.399	0.524	0.402

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	SYM	0.909	0.111	0.570	0.242	0.570	0.378	25.53	-0.008	0.0000	17.86	57.00	21	1y	30.20

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
SYM240119P00050000	SYM	PUT	Long	50.00	None	$2.84	0.52	$10.30	0.20	0.39	5.50	8.34	52.08	41.78	2.84	$284.00	550.00	58	10.0	546.000	10.30	2024-01-18
SYM240119P00050000	SYM	PUT	Long	50.00	None	$4.16	0.76	$11.65	0.22	0.57	5.50	9.66	52.08	40.43	4.16	$416.00	550.00	57	16.0	557.000	11.65	2024-01-17
SYM240119P00050000	SYM	PUT	Long	50.00	None	$2.90	0.53	$9.23	0.18	0.88	5.50	8.40	52.08	42.85	2.90	$290.00	550.00	56	5.0	583.000	9.23	2024-01-16
SYM240119P00050000	SYM	PUT	Long	50.00	None	$2.38	0.43	$9.86	0.19	-0.02	5.50	7.88	52.08	42.22	2.38	$238.00	550.00	52	2.0	583.000	9.86	2024-01-12
SYM240119P00050000	SYM	PUT	Long	50.00	None	$3.30	0.60	$9.34	0.18	-0.14	5.50	8.80	52.08	42.74	3.30	$330.00	550.00	51	25.0	590.000	9.34	2024-01-11
SYM240119P00050000	SYM	PUT	Long	50.00	None	$2.50	0.45	$9.20	0.18	0.22	5.50	8.00	52.08	42.88	2.50	$250.00	550.00	50	3.0	590.000	9.20	2024-01-10
SYM240119P00050000	SYM	PUT	Long	50.00	None	$0.90	0.16	$8.98	0.17	-0.10	5.50	6.40	52.08	43.10	0.90	$90.00	550.00	49	4.0	590.000	8.98	2024-01-09
SYM240119P00050000	SYM	PUT	Long	50.00	None	$0.60	0.11	$6.87	0.13	-0.06	5.50	6.10	52.08	45.21	0.60	$60.00	550.00	48	85.0	603.000	6.87	2024-01-08
SYM240119P00050000	SYM	PUT	Long	50.00	None	$2.20	0.40	$8.69	0.17	0.00	5.50	7.70	52.08	43.39	2.20	$220.00	550.00	47	23.0	609.000	8.69	2024-01-07
SYM240119P00050000	SYM	PUT	Long	50.00	None	$2.20	0.40	$8.69	0.17	-0.08	5.50	7.70	52.08	43.39	2.20	$220.00	550.00	45	23.0	609.000	8.69	2024-01-05
SYM240119P00050000	SYM	PUT	Long	50.00	None	$0.10	0.02	$6.92	0.13	-0.80	5.50	5.60	52.08	45.16	0.10	$10.00	550.00	44	30.0	609.000	6.92	2024-01-04
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-0.20	-0.04	$5.60	0.11	-0.80	5.50	5.30	52.08	46.48	-0.20	$-20.00	550.00	43	66.0	612.000	5.60	2024-01-03
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-2.30	-0.42	$2.39	0.05	-0.80	5.50	3.20	52.08	49.69	-2.30	$-230.00	550.00	42	51.0	622.000	2.39	2024-01-02
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-2.90	-0.53	$0.75	0.01	-0.08	5.50	2.60	52.08	51.33	-2.90	$-290.00	550.00	41	118.0	579.000	0.75	2024-01-01
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-2.90	-0.53	$0.75	0.01	-0.12	5.50	2.60	52.08	51.33	-2.90	$-290.00	550.00	39	118.0	579.000	0.75	2023-12-30
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-2.90	-0.53	$0.75	0.01	-0.15	5.50	2.60	52.08	51.33	-2.90	$-290.00	550.00	38	118.0	579.000	0.75	2023-12-29
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.19	-0.58	$-1.12	-0.02	-0.09	5.50	2.31	52.08	53.20	-3.19	$-319.00	550.00	37	30.0	573.000	-1.12	2023-12-28
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.20	-0.58	$-1.84	-0.04	-0.07	5.50	2.30	52.08	53.92	-3.20	$-320.00	550.00	36	81.0	517.000	-1.84	2023-12-27
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.85	-0.70	$-3.87	-0.07	-0.10	5.50	1.65	52.08	55.95	-3.85	$-385.00	550.00	35	62.0	479.000	-3.87	2023-12-26
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.09	-0.56	$-2.11	-0.04	-0.05	5.50	2.41	52.08	54.19	-3.09	$-309.00	550.00	34	5.0	476.000	-2.11	2023-12-25
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.09	-0.56	$-2.11	-0.04	-0.08	5.50	2.41	52.08	54.19	-3.09	$-309.00	550.00	32	5.0	476.000	-2.11	2023-12-23
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.09	-0.56	$-2.11	-0.04	-0.09	5.50	2.41	52.08	54.19	-3.09	$-309.00	550.00	31	5.0	476.000	-2.11	2023-12-22
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-2.61	-0.47	$-1.35	-0.03	-0.06	5.50	2.89	52.08	53.43	-2.61	$-261.00	550.00	30	35.0	461.000	-1.35	2023-12-21
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.00	-0.55	$-2.28	-0.04	-0.07	5.50	2.50	52.08	54.36	-3.00	$-300.00	550.00	29	88.0	460.000	-2.28	2023-12-20
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.40	-0.62	$-4.28	-0.08	-0.09	5.50	2.10	52.08	56.36	-3.40	$-340.00	550.00	28	110.0	423.000	-4.28	2023-12-19
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-3.50	-0.64	$-4.92	-0.09	-0.05	5.50	2.00	52.08	57.00	-3.50	$-350.00	550.00	27	77.0	368.000	-4.92	2023-12-18
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-2.20	-0.40	$-1.39	-0.03	-0.05	5.50	3.30	52.08	53.47	-2.20	$-220.00	550.00	25	75.0	366.000	-1.39	2023-12-16
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-2.13	-0.39	$-1.39	-0.03	-0.09	5.50	3.37	52.08	53.47	-2.13	$-213.00	550.00	24	74.0	366.000	-1.39	2023-12-15
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-0.78	-0.14	$1.88	0.04	-0.06	5.50	4.72	52.08	50.20	-0.78	$-78.00	550.00	23	33.0	354.000	1.88	2023-12-14
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-0.52	-0.09	$1.64	0.03	-0.03	5.50	4.98	52.08	50.44	-0.52	$-52.00	550.00	22	68.0	353.000	1.64	2023-12-13
SYM240119P00050000	SYM	PUT	Long	50.00	None	$0.00	0.00	$3.11	0.06	-0.02	5.50	5.50	52.08	48.97	0.00	$0.00	550.00	21	41.0	348.000	3.11	2023-12-12
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-0.31	-0.06	$1.81	0.03	0.02	5.50	5.19	52.08	50.27	-0.31	$-31.00	550.00	20	42.0	321.000	1.81	2023-12-11
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-0.30	-0.05	$1.75	0.03	0.00	5.50	5.20	52.08	50.33	-0.30	$-30.00	550.00	17	18.0	307.000	1.75	2023-12-08
SYM240119P00050000	SYM	PUT	Long	50.00	None	$1.00	0.18	$4.03	0.08	0.03	5.50	6.50	52.08	48.05	1.00	$100.00	550.00	16	5.0	303.000	4.03	2023-12-07
SYM240119P00050000	SYM	PUT	Long	50.00	None	$0.42	0.08	$2.44	0.05	0.04	5.50	5.92	52.08	49.64	0.42	$42.00	550.00	15	0.0	292.000	2.44	2023-12-06
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-1.00	-0.18	$-2.00	-0.04	0.04	5.50	4.50	52.08	54.08	-1.00	$-100.00	550.00	14	0.0	292.000	-2.00	2023-12-05
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-1.50	-0.27	$-3.60	-0.07	0.05	5.50	4.00	52.08	55.68	-1.50	$-150.00	550.00	13	0.0	301.000	-3.60	2023-12-04
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-1.84	-0.33	$-4.65	-0.09	0.05	5.50	3.66	52.08	56.73	-1.84	$-184.00	550.00	12	0.0	276.000	-4.65	2023-12-03
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-1.84	-0.33	$-4.65	-0.09	0.04	5.50	3.66	52.08	56.73	-1.84	$-184.00	550.00	11	0.0	276.000	-4.65	2023-12-02
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-1.84	-0.33	$-4.65	-0.09	0.06	5.50	3.66	52.08	56.73	-1.84	$-184.00	550.00	10	0.0	276.000	-4.65	2023-12-01
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-1.10	-0.20	$-0.80	-0.02	0.01	5.50	4.40	52.08	52.88	-1.10	$-110.00	550.00	9	0.0	276.000	-0.80	2023-11-30
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-1.10	-0.20	$-3.24	-0.06	-0.00	5.50	4.40	52.08	55.32	-1.10	$-110.00	550.00	8	0.0	275.000	-3.24	2023-11-29
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-0.80	-0.15	$-1.72	-0.03	-0.00	5.50	4.70	52.08	53.80	-0.80	$-80.00	550.00	7	0.0	261.000	-1.72	2023-11-28
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-2.10	-0.38	$-5.00	-0.10	-0.02	5.50	3.40	52.08	57.08	-2.10	$-210.00	550.00	6	0.0	261.000	-5.00	2023-11-27
SYM240119P00050000	SYM	PUT	Long	50.00	None	$0.00	0.00	$0.65	0.01	-0.02	5.50	5.50	52.08	51.43	0.00	$0.00	550.00	3	0.0	0.000	0.65	2023-11-24
SYM240119P00050000	SYM	PUT	Long	50.00	None	$-0.70	-0.13	$-1.78	-0.03	-0.74	5.50	4.80	52.08	53.86	-0.70	$-70.00	550.00	2	0.0	0.000	-1.78	2023-11-23
SYM240119P00050000	SYM	PUT	Long	50.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.50	0.09	$0.15	0.00	0.07	5.50	6.00	52.08	51.93	0.50	$50.00	550.00	1	0.0	248.000	0.15	2023-11-22
SYM240119P00050000	SYM	PUT	Long	50.00	None	$0.00	0.00	$-0.00	-0.00	0.00	5.50	5.50	52.08	52.08	0.00	$0.00	550.00	0	30.0	244.000	-0.00	2023-11-21

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