EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: TNDM240621P00037500

View in yFinance: TNDM

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
2024-05-03	TNDM	TNDM240621P00037500	37.50	5.0	7.000	0.679	0.394	8.1	0.1	-0.010	8.880	0.900	1.20	45.29	2024-06-21	PUT	Long	0.389	0.445	0.248

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	TNDM	0.909	0.116	0.320	0.183	0.178	0.028	34.23	-0.298	0.0000	22.09	53.43	21	1y	31.99

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
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.75	-0.79	$1.89	0.04	1.27	0.95	0.20	44.72	42.83	-0.75	$-75.00	95.00	46	3.0	55.000	1.89	2024-06-18
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.90	-0.95	$1.72	0.04	0.30	0.95	0.05	44.72	43.00	-0.90	$-90.00	95.00	45	10.0	45.000	1.72	2024-06-17
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.89	-0.94	$-0.61	-0.01	1.01	0.95	0.06	44.72	45.33	-0.89	$-89.00	95.00	42	1.0	46.000	-0.61	2024-06-14
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.85	-0.89	$-0.73	-0.02	0.61	0.95	0.10	44.72	45.45	-0.85	$-85.00	95.00	41	5.0	46.000	-0.73	2024-06-13
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-2.63	-0.06	0.59	0.95	0.16	44.72	47.35	-0.79	$-79.00	95.00	40	1.0	46.000	-2.63	2024-06-12
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-3.67	-0.08	0.78	0.95	0.16	44.72	48.39	-0.79	$-79.00	95.00	39	1.0	46.000	-3.67	2024-06-11
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-3.78	-0.08	0.51	0.95	0.16	44.72	48.50	-0.79	$-79.00	95.00	38	1.0	46.000	-3.78	2024-06-10
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-4.13	-0.09	0.62	0.95	0.16	44.72	48.85	-0.79	$-79.00	95.00	37	1.0	46.000	-4.13	2024-06-09
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-4.13	-0.09	0.49	0.95	0.16	44.72	48.85	-0.79	$-79.00	95.00	35	1.0	46.000	-4.13	2024-06-07
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-4.85	-0.11	0.36	0.95	0.16	44.72	49.57	-0.79	$-79.00	95.00	34	1.0	46.000	-4.85	2024-06-06
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-7.32	-0.16	0.70	0.95	0.16	44.72	52.04	-0.79	$-79.00	95.00	33	1.0	46.000	-7.32	2024-06-05
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-6.47	-0.14	0.81	0.95	0.16	44.72	51.19	-0.79	$-79.00	95.00	32	1.0	46.000	-6.47	2024-06-04
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.79	-0.83	$-7.26	-0.16	0.49	0.95	0.16	44.72	51.98	-0.79	$-79.00	95.00	31	1.0	47.000	-7.26	2024-06-03
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.77	-0.81	$-6.51	-0.15	0.41	0.95	0.18	44.72	51.23	-0.77	$-77.00	95.00	28	14.0	47.000	-6.51	2024-05-31
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.77	-0.81	$-8.71	-0.19	0.48	0.95	0.18	44.72	53.43	-0.77	$-77.00	95.00	27	14.0	47.000	-8.71	2024-05-30
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.77	-0.81	$-7.03	-0.16	0.46	0.95	0.18	44.72	51.75	-0.77	$-77.00	95.00	26	14.0	47.000	-7.03	2024-05-29
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.77	-0.81	$-8.18	-0.18	0.44	0.95	0.18	44.72	52.90	-0.77	$-77.00	95.00	25	14.0	47.000	-8.18	2024-05-28
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.77	-0.81	$-7.01	-0.16	0.53	0.95	0.18	44.72	51.73	-0.77	$-77.00	95.00	24	14.0	47.000	-7.01	2024-05-27
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.77	-0.81	$-7.01	-0.16	0.20	0.95	0.18	44.72	51.73	-0.77	$-77.00	95.00	21	14.0	47.000	-7.01	2024-05-24
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.77	-0.81	$-4.96	-0.11	0.12	0.95	0.18	44.72	49.68	-0.77	$-77.00	95.00	20	14.0	47.000	-4.96	2024-05-23
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.77	-0.81	$-6.67	-0.15	0.13	0.95	0.18	44.72	51.39	-0.77	$-77.00	95.00	19	14.0	50.000	-6.67	2024-05-22
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.55	-0.58	$-4.60	-0.10	0.11	0.95	0.40	44.72	49.32	-0.55	$-55.00	95.00	18	29.0	30.000	-4.60	2024-05-21
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.45	-0.47	$-2.51	-0.06	-0.33	0.95	0.50	44.72	47.23	-0.45	$-45.00	95.00	17	16.0	0.000	-2.51	2024-05-20
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.57	-0.60	$-2.58	-0.06	-0.01	0.95	0.38	44.72	47.30	-0.57	$-57.00	95.00	16	3.0	19.000	-2.58	2024-05-19
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.57	-0.60	$-2.58	-0.06	-0.02	0.95	0.38	44.72	47.30	-0.57	$-57.00	95.00	15	3.0	19.000	-2.58	2024-05-18
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.57	-0.60	$-2.58	-0.06	-0.03	0.95	0.38	44.72	47.30	-0.57	$-57.00	95.00	14	3.0	19.000	-2.58	2024-05-17
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.20	-0.21	$-2.65	-0.06	-0.04	0.95	0.75	44.72	47.37	-0.20	$-20.00	95.00	12	1.0	18.000	-2.65	2024-05-15
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.20	-0.21	$0.65	0.01	-0.04	0.95	0.75	44.72	44.07	-0.20	$-20.00	95.00	11	1.0	18.000	0.65	2024-05-14
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.20	-0.21	$0.79	0.02	-0.04	0.95	0.75	44.72	43.93	-0.20	$-20.00	95.00	10	1.0	18.000	0.79	2024-05-13
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.20	-0.21	$0.36	0.01	-0.45	0.95	0.75	44.72	44.36	-0.20	$-20.00	95.00	9	1.0	18.000	0.36	2024-05-12
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.20	-0.21	$-1.00	-0.02	-0.04	0.95	0.75	44.72	45.72	-0.20	$-20.00	95.00	7	2.0	18.000	-1.00	2024-05-10
TNDM240621P00037500	TNDM	PUT	Long	37.50	Exit OP PnL: $-0.20;Exit EQ PnL: 0.67; Position is Long and position continued to lose. Latest OP price is: $0.75 (EQ: $44.05). Initial OP price was: $0.95 (EQ: $44.72). Surpassed Stop Loss Percentage: -0.2105263157894736842105263158 < -0.16.	$-0.20	-0.21	$0.67	0.01	-0.03	0.95	0.75	44.72	44.05	-0.20	$-20.00	95.00	6	2.0	18.000	0.67	2024-05-09
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$0.20	0.21	$2.57	0.06	-0.03	0.95	1.15	44.72	42.15	0.20	$20.00	95.00	5	7.0	21.000	2.57	2024-05-08
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$-0.05	-0.05	$0.72	0.02	-0.04	0.95	0.90	44.72	44.00	-0.05	$-5.00	95.00	4	15.0	20.000	0.72	2024-05-07
TNDM240621P00037500	TNDM	PUT	Long	37.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.95	0.95	44.72	44.72	0.00	$0.00	95.00	0	14.0	7.000	-0.00	2024-05-03

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