EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: URTY241220P00055000

View in yFinance: URTY

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
2024-11-06	URTY	URTY241220P00055000	55.00	1084.0	546.000	0.704	0.282	8.3	0.2	-0.010	10.320	2.210	3.00	62.82	2024-12-20	PUT	Long	0.286	0.327	0.175

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
URTY241220P00055000	URTY	PUT	Long	55.00	None	$2.39	0.80	$13.78	0.22	0.13	3.00	5.39	62.82	49.04	2.39	$239.00	300.00	43	15.0	869.000	13.78	2024-12-19
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.00	-0.67	$13.11	0.21	0.29	3.00	1.00	62.82	49.71	-2.00	$-200.00	300.00	42	1.0	870.000	13.11	2024-12-18
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.03	-0.68	$5.52	0.09	0.06	3.00	0.97	62.82	57.30	-2.03	$-203.00	300.00	41	3.0	867.000	5.52	2024-12-17
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.22	-0.74	$3.42	0.05	-0.01	3.00	0.78	62.82	59.40	-2.22	$-222.00	300.00	40	18.0	867.000	3.42	2024-12-16
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.22	-0.74	$4.40	0.07	-0.11	3.00	0.78	62.82	58.42	-2.22	$-222.00	300.00	37	18.0	859.000	4.40	2024-12-13
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.45	-0.82	$3.20	0.05	-0.11	3.00	0.55	62.82	59.62	-2.45	$-245.00	300.00	36	2.0	857.000	3.20	2024-12-12
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.60	-0.87	$0.71	0.01	-0.08	3.00	0.40	62.82	62.11	-2.60	$-260.00	300.00	35	8.0	865.000	0.71	2024-12-11
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.22	-0.74	$1.47	0.02	-0.04	3.00	0.78	62.82	61.35	-2.22	$-222.00	300.00	34	3.0	865.000	1.47	2024-12-10
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.22	-0.74	$0.77	0.01	-0.05	3.00	0.78	62.82	62.05	-2.22	$-222.00	300.00	33	3.0	865.000	0.77	2024-12-09
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.22	-0.74	$-0.29	-0.00	-0.01	3.00	0.78	62.82	63.11	-2.22	$-222.00	300.00	32	3.0	865.000	-0.29	2024-12-08
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.22	-0.74	$-0.28	-0.00	-0.07	3.00	0.78	62.82	63.10	-2.22	$-222.00	300.00	30	3.0	865.000	-0.28	2024-12-06
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.22	-0.74	$0.39	0.01	-0.05	3.00	0.78	62.82	62.43	-2.22	$-222.00	300.00	29	3.0	863.000	0.39	2024-12-05
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.32	-0.77	$-1.93	-0.03	0.02	3.00	0.68	62.82	64.75	-2.32	$-232.00	300.00	28	2.0	861.000	-1.93	2024-12-04
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.18	-0.73	$-1.31	-0.02	0.02	3.00	0.82	62.82	64.13	-2.18	$-218.00	300.00	27	11.0	860.000	-1.31	2024-12-03
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.15	-0.72	$-2.74	-0.04	0.03	3.00	0.85	62.82	65.56	-2.15	$-215.00	300.00	26	23.0	848.000	-2.74	2024-12-02
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.05	-0.68	$-2.84	-0.05	-0.45	3.00	0.95	62.82	65.66	-2.05	$-205.00	300.00	25	10.0	0.000	-2.84	2024-12-01
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.05	-0.68	$-2.84	-0.05	0.04	3.00	0.95	62.82	65.66	-2.05	$-205.00	300.00	24	10.0	0.000	-2.84	2024-11-30
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-1.91	-0.64	$-2.13	-0.03	-0.08	3.00	1.09	62.82	64.95	-1.91	$-191.00	300.00	22	13.0	837.000	-2.13	2024-11-28
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-1.85	-0.62	$-2.80	-0.04	-0.01	3.00	1.15	62.82	65.62	-1.85	$-185.00	300.00	21	134.0	837.000	-2.80	2024-11-27
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-1.85	-0.62	$-1.92	-0.03	0.00	3.00	1.15	62.82	64.74	-1.85	$-185.00	300.00	20	134.0	886.000	-1.92	2024-11-26
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-2.05	-0.68	$-3.42	-0.05	-0.01	3.00	0.95	62.82	66.24	-2.05	$-205.00	300.00	19	496.0	918.000	-3.42	2024-11-25
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-1.42	-0.47	$-0.50	-0.01	0.02	3.00	1.58	62.82	63.32	-1.42	$-142.00	300.00	18	423.0	1129.000	-0.50	2024-11-24
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-1.42	-0.47	$-0.50	-0.01	-0.01	3.00	1.58	62.82	63.32	-1.42	$-142.00	300.00	17	423.0	1129.000	-0.50	2024-11-23
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-1.40	-0.47	$-0.46	-0.01	-0.01	3.00	1.60	62.82	63.28	-1.40	$-140.00	300.00	16	422.0	1129.000	-0.46	2024-11-22
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-0.77	-0.26	$2.61	0.04	-0.03	3.00	2.23	62.82	60.21	-0.77	$-77.00	300.00	15	289.0	1374.000	2.61	2024-11-21
URTY241220P00055000	URTY	PUT	Long	55.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.36	0.12	$5.35	0.09	-0.00	3.00	3.36	62.82	57.47	0.36	$36.00	300.00	14	55.0	1374.000	5.35	2024-11-20
URTY241220P00055000	URTY	PUT	Long	55.00	None	$0.36	0.12	$5.54	0.09	-0.14	3.00	3.36	62.82	57.28	0.36	$36.00	300.00	13	55.0	1327.000	5.54	2024-11-19
URTY241220P00055000	URTY	PUT	Long	55.00	None	$0.40	0.13	$6.76	0.11	-0.12	3.00	3.40	62.82	56.06	0.40	$40.00	300.00	12	37.0	1320.000	6.76	2024-11-18
URTY241220P00055000	URTY	PUT	Long	55.00	None	$1.10	0.37	$7.12	0.11	-0.03	3.00	4.10	62.82	55.70	1.10	$110.00	300.00	11	5.0	1324.000	7.12	2024-11-17
URTY241220P00055000	URTY	PUT	Long	55.00	None	$1.10	0.37	$7.12	0.11	-0.04	3.00	4.10	62.82	55.70	1.10	$110.00	300.00	10	5.0	1324.000	7.12	2024-11-16
URTY241220P00055000	URTY	PUT	Long	55.00	None	$1.10	0.37	$7.12	0.11	-0.09	3.00	4.10	62.82	55.70	1.10	$110.00	300.00	9	5.0	1324.000	7.12	2024-11-15
URTY241220P00055000	URTY	PUT	Long	55.00	None	$0.00	0.00	$4.37	0.07	-0.09	3.00	3.00	62.82	58.45	0.00	$0.00	300.00	8	13.0	1318.000	4.37	2024-11-14
URTY241220P00055000	URTY	PUT	Long	55.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.70	-0.23	$1.92	0.03	-0.10	3.00	2.30	62.82	60.90	-0.70	$-70.00	300.00	7	23.0	1322.000	1.92	2024-11-13
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-0.85	-0.28	$0.06	0.00	-0.02	3.00	2.15	62.82	62.76	-0.85	$-85.00	300.00	6	154.0	1461.000	0.06	2024-11-12
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-1.40	-0.47	$-3.43	-0.05	-0.02	3.00	1.60	62.82	66.25	-1.40	$-140.00	300.00	5	202.0	1639.000	-3.43	2024-11-11
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-0.75	-0.25	$-0.57	-0.01	-0.10	3.00	2.25	62.82	63.39	-0.75	$-75.00	300.00	4	9.0	1632.000	-0.57	2024-11-10
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-0.75	-0.25	$-0.57	-0.01	-0.11	3.00	2.25	62.82	63.39	-0.75	$-75.00	300.00	3	9.0	1632.000	-0.57	2024-11-09
URTY241220P00055000	URTY	PUT	Long	55.00	None	$-0.75	-0.25	$0.26	0.00	-0.06	3.00	2.25	62.82	62.56	-0.75	$-75.00	300.00	2	9.0	1632.000	0.26	2024-11-08
URTY241220P00055000	URTY	PUT	Long	55.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.40	-0.13	$0.73	0.01	-0.05	3.00	2.60	62.82	62.09	-0.40	$-40.00	300.00	1	4.0	1628.000	0.73	2024-11-07
URTY241220P00055000	URTY	PUT	Long	55.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.00	3.00	62.82	62.82	0.00	$0.00	300.00	0	1084.0	546.000	-0.00	2024-11-06

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