EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: TNDM240920P00040000

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
2024-08-02	TNDM	TNDM240920P00040000	40.00	28.0	36.000	0.673	0.277	2.5	0.8	-0.010	4.500	2.830	3.25	41.46	2024-09-20	PUT	Long	0.242	0.298	0.183

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-1.75	-0.90	$-1.06	-0.02	0.11	1.95	0.20	43.39	44.45	-1.75	$-175.00	195.00	44	12.0	349.000	-1.06	2024-09-19
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-1.75	-0.90	$0.75	0.02	-0.01	1.95	0.20	43.39	42.64	-1.75	$-175.00	195.00	43	12.0	349.000	0.75	2024-09-18
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-1.70	-0.87	$0.19	0.00	0.03	1.95	0.25	43.39	43.20	-1.70	$-170.00	195.00	42	1.0	349.000	0.19	2024-09-17
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-1.70	-0.87	$0.69	0.02	0.02	1.95	0.25	43.39	42.70	-1.70	$-170.00	195.00	41	1.0	349.000	0.69	2024-09-16
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-1.70	-0.87	$-0.58	-0.01	0.15	1.95	0.25	43.39	43.97	-1.70	$-170.00	195.00	39	1.0	348.000	-0.58	2024-09-14
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-1.25	-0.64	$-0.58	-0.01	-0.00	1.95	0.70	43.39	43.97	-1.25	$-125.00	195.00	38	10.0	348.000	-0.58	2024-09-13
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-1.25	-0.64	$-0.37	-0.01	-0.01	1.95	0.70	43.39	43.76	-1.25	$-125.00	195.00	37	10.0	348.000	-0.37	2024-09-12
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-1.25	-0.64	$0.66	0.02	0.08	1.95	0.70	43.39	42.73	-1.25	$-125.00	195.00	36	10.0	358.000	0.66	2024-09-11
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.15	-0.08	$2.39	0.06	0.04	1.95	1.80	43.39	41.00	-0.15	$-15.00	195.00	35	1.0	358.000	2.39	2024-09-10
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.30	-0.15	$1.15	0.03	0.03	1.95	1.65	43.39	42.24	-0.30	$-30.00	195.00	34	1.0	358.000	1.15	2024-09-09
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.30	-0.15	$0.99	0.02	0.09	1.95	1.65	43.39	42.40	-0.30	$-30.00	195.00	33	1.0	358.000	0.99	2024-09-08
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.30	-0.15	$0.99	0.02	0.04	1.95	1.65	43.39	42.40	-0.30	$-30.00	195.00	31	1.0	358.000	0.99	2024-09-06
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.30	-0.15	$0.63	0.01	-0.02	1.95	1.65	43.39	42.76	-0.30	$-30.00	195.00	30	1.0	358.000	0.63	2024-09-05
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.30	-0.15	$2.27	0.05	-0.05	1.95	1.65	43.39	41.12	-0.30	$-30.00	195.00	29	1.0	358.000	2.27	2024-09-04
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.80	-0.41	$-0.11	-0.00	-0.02	1.95	1.15	43.39	43.50	-0.80	$-80.00	195.00	25	3.0	358.000	-0.11	2024-08-31
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.80	-0.41	$-0.11	-0.00	-0.05	1.95	1.15	43.39	43.50	-0.80	$-80.00	195.00	24	3.0	358.000	-0.11	2024-08-30
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.70	-0.36	$-0.81	-0.02	-0.01	1.95	1.25	43.39	44.20	-0.70	$-70.00	195.00	23	31.0	358.000	-0.81	2024-08-29
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.70	-0.36	$-0.99	-0.02	0.01	1.95	1.25	43.39	44.38	-0.70	$-70.00	195.00	22	31.0	358.000	-0.99	2024-08-28
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.70	-0.36	$-1.21	-0.03	-0.51	1.95	1.25	43.39	44.60	-0.70	$-70.00	195.00	21	31.0	358.000	-1.21	2024-08-27
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.70	-0.36	$-0.91	-0.02	0.01	1.95	1.25	43.39	44.30	-0.70	$-70.00	195.00	20	31.0	358.000	-0.91	2024-08-26
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.70	-0.36	$-1.21	-0.03	0.01	1.95	1.25	43.39	44.60	-0.70	$-70.00	195.00	19	31.0	380.000	-1.21	2024-08-25
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.70	-0.36	$-1.21	-0.03	0.00	1.95	1.25	43.39	44.60	-0.70	$-70.00	195.00	18	31.0	380.000	-1.21	2024-08-24
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.70	-0.36	$-1.21	-0.03	0.01	1.95	1.25	43.39	44.60	-0.70	$-70.00	195.00	17	31.0	380.000	-1.21	2024-08-23
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.02	-0.01	$0.90	0.02	-0.01	1.95	1.93	43.39	42.49	-0.02	$-2.00	195.00	16	21.0	365.000	0.90	2024-08-22
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.10	-0.05	$0.65	0.01	-0.02	1.95	1.85	43.39	42.74	-0.10	$-10.00	195.00	15	68.0	397.000	0.65	2024-08-21
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$0.35	0.18	$1.46	0.03	0.01	1.95	2.30	43.39	41.93	0.35	$35.00	195.00	14	137.0	312.000	1.46	2024-08-20
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.65	-0.33	$-2.32	-0.05	-0.08	1.95	1.30	43.39	45.71	-0.65	$-65.00	195.00	13	300.0	312.000	-2.32	2024-08-19
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.65	-0.33	$-1.31	-0.03	-0.06	1.95	1.30	43.39	44.70	-0.65	$-65.00	195.00	12	300.0	52.000	-1.31	2024-08-18
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.65	-0.33	$-1.31	-0.03	-0.07	1.95	1.30	43.39	44.70	-0.65	$-65.00	195.00	11	300.0	52.000	-1.31	2024-08-17
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.65	-0.33	$-1.31	-0.03	-0.05	1.95	1.30	43.39	44.70	-0.65	$-65.00	195.00	10	300.0	52.000	-1.31	2024-08-16
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$-0.80	-0.41	$-0.43	-0.01	-0.08	1.95	1.15	43.39	43.82	-0.80	$-80.00	195.00	9	1.0	52.000	-0.43	2024-08-15
TNDM240920P00040000	TNDM	PUT	Long	40.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.55	0.28	$1.68	0.04	-0.09	1.95	2.50	43.39	41.71	0.55	$55.00	195.00	8	1.0	52.000	1.68	2024-08-14
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$0.55	0.28	$1.79	0.04	-0.07	1.95	2.50	43.39	41.60	0.55	$55.00	195.00	7	1.0	52.000	1.79	2024-08-13
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$2.75	1.41	$4.02	0.09	-0.08	1.95	4.70	43.39	39.37	2.75	$275.00	195.00	6	13.0	52.000	4.02	2024-08-12
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$2.75	1.41	$5.89	0.14	-0.08	1.95	4.70	43.39	37.50	2.75	$275.00	195.00	3	13.0	52.000	5.89	2024-08-09
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$2.75	1.41	$6.51	0.15	-0.08	1.95	4.70	43.39	36.88	2.75	$275.00	195.00	2	13.0	49.000	6.51	2024-08-08
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$2.05	1.05	$6.35	0.15	-0.03	1.95	4.00	43.39	37.04	2.05	$205.00	195.00	1	2.0	49.000	6.35	2024-08-07
TNDM240920P00040000	TNDM	PUT	Long	40.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.95	1.95	43.39	43.39	0.00	$0.00	195.00	0	3.0	51.000	-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