EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: TNYA250117P00002500

View in yFinance: TNYA

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
2024-11-04	TNYA	TNYA250117P00002500	2.50	49.0	10.000	1.684	0.529	0.2	0.2	-0.010	0.610	0.680	0.75	2.41	2025-01-17	PUT	Long	0.428	0.482	0.242
2024-11-07	TNYA	TNYA250117P00002500	2.50	4.0	61.000	1.742	0.558	0.3	0.2	0.000	0.740	0.640	0.67	2.58	2025-01-17	PUT	Long	0.491	0.505	0.121

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	TNYA	1.000	0.160	0.871	0.318	0.871	0.473	1.41	0.000	0.0000	1.41	6.80	21	1y	2.11

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
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.35	0.47	$0.74	0.31	0.82	0.75	1.10	2.41	1.67	0.35	$35.00	75.00	46	8.0	637.000	0.74	2024-12-20
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.52	0.69	$1.00	0.41	1.01	0.75	1.27	2.41	1.41	0.52	$52.00	75.00	45	59.0	580.000	1.00	2024-12-19
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.58	0.77	$1.18	0.49	0.33	0.75	1.33	2.41	1.23	0.58	$58.00	75.00	44	1.0	579.000	1.18	2024-12-18
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.47	0.63	$1.00	0.41	7.19	0.75	1.22	2.41	1.41	0.47	$47.00	75.00	43	84.0	612.000	1.00	2024-12-17
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.17	-0.23	$-0.47	-0.20	0.69	0.75	0.58	2.41	2.88	-0.17	$-17.00	75.00	42	38.0	583.000	-0.47	2024-12-16
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.09	-0.12	$-0.34	-0.14	0.79	0.75	0.66	2.41	2.75	-0.09	$-9.00	75.00	39	11.0	575.000	-0.34	2024-12-13
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.12	-0.16	$-0.34	-0.14	0.92	0.75	0.63	2.41	2.75	-0.12	$-12.00	75.00	38	63.0	503.000	-0.34	2024-12-12
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.30	-0.40	$-1.25	-0.52	0.63	0.75	0.45	2.41	3.66	-0.30	$-30.00	75.00	37	21.0	503.000	-1.25	2024-12-11
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.30	-0.40	$-1.17	-0.49	0.56	0.75	0.45	2.41	3.58	-0.30	$-30.00	75.00	36	21.0	496.000	-1.17	2024-12-10
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.40	-0.53	$-1.37	-0.57	0.64	0.75	0.35	2.41	3.78	-0.40	$-40.00	75.00	35	12.0	484.000	-1.37	2024-12-09
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.40	-0.53	$-1.17	-0.49	0.53	0.75	0.35	2.41	3.58	-0.40	$-40.00	75.00	34	46.0	451.000	-1.17	2024-12-08
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.40	-0.53	$-1.17	-0.49	0.38	0.75	0.35	2.41	3.58	-0.40	$-40.00	75.00	32	46.0	451.000	-1.17	2024-12-06
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.30	-0.40	$-0.91	-0.38	0.05	0.75	0.45	2.41	3.32	-0.30	$-30.00	75.00	31	82.0	390.000	-0.91	2024-12-05
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.31	-0.41	$-1.01	-0.42	0.31	0.75	0.44	2.41	3.42	-0.31	$-31.00	75.00	30	2.0	388.000	-1.01	2024-12-04
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.29	-0.39	$-1.05	-0.44	0.38	0.75	0.46	2.41	3.46	-0.29	$-29.00	75.00	29	191.0	440.000	-1.05	2024-12-03
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.35	-0.47	$-1.17	-0.49	0.42	0.75	0.40	2.41	3.58	-0.35	$-35.00	75.00	28	100.0	330.000	-1.17	2024-12-02
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.31	-0.41	$-1.16	-0.48	-1.43	0.75	0.44	2.41	3.57	-0.31	$-31.00	75.00	27	20.0	0.000	-1.16	2024-12-01
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.31	-0.41	$-1.16	-0.48	0.31	0.75	0.44	2.41	3.57	-0.31	$-31.00	75.00	26	20.0	310.000	-1.16	2024-11-30
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.23	-0.31	$-0.88	-0.37	1.08	0.75	0.52	2.41	3.29	-0.23	$-23.00	75.00	24	39.0	271.000	-0.88	2024-11-28
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.15	-0.20	$-0.91	-0.38	0.24	0.75	0.60	2.41	3.32	-0.15	$-15.00	75.00	23	30.0	271.000	-0.91	2024-11-27
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.15	-0.20	$-0.88	-0.37	0.01	0.75	0.60	2.41	3.29	-0.15	$-15.00	75.00	22	30.0	256.000	-0.88	2024-11-26
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.15	-0.20	$-0.55	-0.23	0.43	0.75	0.60	2.41	2.96	-0.15	$-15.00	75.00	21	7.0	248.000	-0.55	2024-11-25
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.10	0.13	$0.03	0.01	0.48	0.75	0.85	2.41	2.38	0.10	$10.00	75.00	20	20.0	248.000	0.03	2024-11-24
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.10	0.13	$0.03	0.01	0.44	0.75	0.85	2.41	2.38	0.10	$10.00	75.00	19	20.0	248.000	0.03	2024-11-23
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.10	0.13	$0.03	0.01	0.50	0.75	0.85	2.41	2.38	0.10	$10.00	75.00	18	20.0	248.000	0.03	2024-11-22
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.20	0.27	$0.25	0.10	0.46	0.75	0.95	2.41	2.16	0.20	$20.00	75.00	17	2.0	246.000	0.25	2024-11-21
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.10	0.13	$0.19	0.08	0.43	0.75	0.85	2.41	2.22	0.10	$10.00	75.00	16	1.0	245.000	0.19	2024-11-20
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.05	0.07	$0.14	0.06	0.06	0.75	0.80	2.41	2.27	0.05	$5.00	75.00	15	5.0	240.000	0.14	2024-11-19
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.20	0.27	$0.35	0.15	0.28	0.75	0.95	2.41	2.06	0.20	$20.00	75.00	14	1.0	240.000	0.35	2024-11-18
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.20	0.27	$0.44	0.18	-1.68	0.75	0.95	2.41	1.97	0.20	$20.00	75.00	13	1.0	239.000	0.44	2024-11-17
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.20	0.27	$0.44	0.18	-1.68	0.75	0.95	2.41	1.97	0.20	$20.00	75.00	12	1.0	239.000	0.44	2024-11-16
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.20	0.27	$0.44	0.18	0.04	0.75	0.95	2.41	1.97	0.20	$20.00	75.00	11	1.0	239.000	0.44	2024-11-15
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.10	0.13	$0.39	0.16	0.02	0.75	0.85	2.41	2.02	0.10	$10.00	75.00	10	16.0	223.000	0.39	2024-11-14
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.10	0.13	$0.32	0.13	0.17	0.75	0.85	2.41	2.09	0.10	$10.00	75.00	9	20.0	203.000	0.32	2024-11-13
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.05	0.07	$0.20	0.08	-0.05	0.75	0.80	2.41	2.21	0.05	$5.00	75.00	8	133.0	70.000	0.20	2024-11-12
TNYA250117P00002500	TNYA	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.10	-0.13	$-0.16	-0.07	-0.62	0.75	0.65	2.41	2.57	-0.10	$-10.00	75.00	7	6.0	70.000	-0.16	2024-11-11
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.10	-0.13	$-0.35	-0.15	0.17	0.75	0.65	2.41	2.76	-0.10	$-10.00	75.00	6	6.0	65.000	-0.35	2024-11-10
TNYA250117P00002500	TNYA	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.10	-0.13	$-0.35	-0.15	0.16	0.75	0.65	2.41	2.76	-0.10	$-10.00	75.00	5	6.0	65.000	-0.35	2024-11-09
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$-0.08	-0.11	$-0.30	-0.12	0.17	0.75	0.67	2.41	2.71	-0.08	$-8.00	75.00	4	4.0	65.000	-0.30	2024-11-08
TNYA250117P00002500	TNYA	PUT	Long	2.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.08	-0.11	$-0.09	-0.04	0.11	0.75	0.67	2.41	2.50	-0.08	$-8.00	75.00	3	4.0	61.000	-0.09	2024-11-07
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.15	0.20	$0.18	0.07	-0.03	0.75	0.90	2.41	2.23	0.15	$15.00	75.00	2	3.0	61.000	0.18	2024-11-06
TNYA250117P00002500	TNYA	PUT	Long	2.50	Underlying has moved in favorable position (0.1244813278008298755186721992) however, position is suffering from IV crush;Exit OP PnL: $-0.02;Exit EQ PnL: 0.30	$0.15	0.20	$0.28	0.12	0.11	0.75	0.90	2.41	2.13	0.15	$15.00	75.00	1	3.0	59.000	0.28	2024-11-05
TNYA250117P00002500	TNYA	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.75	0.75	2.41	2.41	0.00	$0.00	75.00	0	49.0	10.000	-0.00	2024-11-04

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