EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: VMEO240920P00005000

View in yFinance: VMEO

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
2024-08-06	VMEO	VMEO240920P00005000	5.00	6.0	0.000	0.723	0.276	0.0	0.6	-0.020	0.180	0.780	0.78	4.38	2024-09-20	PUT	Long	0.191	0.287	0.234

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	VMEO	0.909	0.060	0.401	0.166	0.093	-0.308	6.89	0.053	0.0000	3.50	7.32	21	1y	5.66

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
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.73	-0.94	$-0.70	-0.16	0.02	0.78	0.05	4.38	5.08	-0.73	$-73.00	78.00	44	1.0	878.000	-0.70	2024-09-19
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.69	-0.88	$-0.66	-0.15	-0.21	0.78	0.09	4.38	5.04	-0.69	$-69.00	78.00	43	1.0	878.000	-0.66	2024-09-18
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.72	-0.92	$-0.71	-0.16	-0.05	0.78	0.06	4.38	5.09	-0.72	$-72.00	78.00	42	1.0	879.000	-0.71	2024-09-17
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.72	-0.92	$-0.69	-0.16	-0.16	0.78	0.06	4.38	5.07	-0.72	$-72.00	78.00	41	1.0	879.000	-0.69	2024-09-16
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.72	-0.92	$-0.84	-0.19	0.00	0.78	0.06	4.38	5.22	-0.72	$-72.00	78.00	39	1.0	879.000	-0.84	2024-09-14
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.72	-0.92	$-0.84	-0.19	-0.09	0.78	0.06	4.38	5.22	-0.72	$-72.00	78.00	38	1.0	879.000	-0.84	2024-09-13
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.72	-0.92	$-0.72	-0.16	-0.11	0.78	0.06	4.38	5.10	-0.72	$-72.00	78.00	37	1.0	879.000	-0.72	2024-09-12
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.72	-0.92	$-0.63	-0.14	-0.10	0.78	0.06	4.38	5.01	-0.72	$-72.00	78.00	36	1.0	878.000	-0.63	2024-09-11
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.63	-0.81	$-0.74	-0.17	-0.14	0.78	0.15	4.38	5.12	-0.63	$-63.00	78.00	35	6.0	878.000	-0.74	2024-09-10
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.63	-0.81	$-0.69	-0.16	-0.15	0.78	0.15	4.38	5.07	-0.63	$-63.00	78.00	34	6.0	884.000	-0.69	2024-09-09
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.67	-0.15	0.04	0.78	0.20	4.38	5.05	-0.58	$-58.00	78.00	33	10.0	889.000	-0.67	2024-09-08
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.67	-0.15	-0.05	0.78	0.20	4.38	5.05	-0.58	$-58.00	78.00	31	10.0	889.000	-0.67	2024-09-06
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.66	-0.85	$-0.86	-0.20	-0.13	0.78	0.12	4.38	5.24	-0.66	$-66.00	78.00	30	4.0	893.000	-0.86	2024-09-05
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.68	-0.87	$-0.84	-0.19	-0.05	0.78	0.10	4.38	5.22	-0.68	$-68.00	78.00	29	1.0	892.000	-0.84	2024-09-04
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.97	-0.22	-0.12	0.78	0.20	4.38	5.35	-0.58	$-58.00	78.00	25	1.0	892.000	-0.97	2024-08-31
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.97	-0.22	-0.14	0.78	0.20	4.38	5.35	-0.58	$-58.00	78.00	24	1.0	892.000	-0.97	2024-08-30
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.77	-0.18	0.01	0.78	0.20	4.38	5.15	-0.58	$-58.00	78.00	23	1.0	892.000	-0.77	2024-08-29
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.69	-0.16	-0.27	0.78	0.20	4.38	5.07	-0.58	$-58.00	78.00	22	2.0	892.000	-0.69	2024-08-28
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.64	-0.82	$-0.77	-0.18	-0.69	0.78	0.14	4.38	5.15	-0.64	$-64.00	78.00	21	3.0	890.000	-0.77	2024-08-27
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.64	-0.82	$-0.81	-0.18	-0.20	0.78	0.14	4.38	5.19	-0.64	$-64.00	78.00	20	3.0	889.000	-0.81	2024-08-26
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.80	-0.18	-0.22	0.78	0.20	4.38	5.18	-0.58	$-58.00	78.00	19	101.0	836.000	-0.80	2024-08-25
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.80	-0.18	-0.22	0.78	0.20	4.38	5.18	-0.58	$-58.00	78.00	18	101.0	836.000	-0.80	2024-08-24
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.58	-0.74	$-0.80	-0.18	-0.23	0.78	0.20	4.38	5.18	-0.58	$-58.00	78.00	17	101.0	836.000	-0.80	2024-08-23
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.48	-0.62	$-0.63	-0.14	-0.19	0.78	0.30	4.38	5.01	-0.48	$-48.00	78.00	16	10.0	826.000	-0.63	2024-08-22
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.53	-0.68	$-0.78	-0.18	-0.22	0.78	0.25	4.38	5.16	-0.53	$-53.00	78.00	15	4.0	826.000	-0.78	2024-08-21
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.53	-0.68	$-0.66	-0.15	-0.18	0.78	0.25	4.38	5.04	-0.53	$-53.00	78.00	14	4.0	823.000	-0.66	2024-08-20
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.48	-0.62	$-0.65	-0.15	-0.12	0.78	0.30	4.38	5.03	-0.48	$-48.00	78.00	13	2.0	823.000	-0.65	2024-08-19
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.48	-0.62	$-0.62	-0.14	-0.15	0.78	0.30	4.38	5.00	-0.48	$-48.00	78.00	12	2.0	822.000	-0.62	2024-08-18
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.48	-0.62	$-0.62	-0.14	-0.16	0.78	0.30	4.38	5.00	-0.48	$-48.00	78.00	11	2.0	822.000	-0.62	2024-08-17
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.48	-0.62	$-0.62	-0.14	-0.04	0.78	0.30	4.38	5.00	-0.48	$-48.00	78.00	10	2.0	822.000	-0.62	2024-08-16
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.48	-0.62	$-0.72	-0.16	-0.22	0.78	0.30	4.38	5.10	-0.48	$-48.00	78.00	9	3.0	819.000	-0.72	2024-08-15
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.38	-0.49	$-0.74	-0.17	-0.02	0.78	0.40	4.38	5.12	-0.38	$-38.00	78.00	8	819.0	819.000	-0.74	2024-08-14
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.38	-0.49	$-0.71	-0.16	-0.12	0.78	0.40	4.38	5.09	-0.38	$-38.00	78.00	7	819.0	819.000	-0.71	2024-08-13
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.38	-0.49	$-0.61	-0.14	-0.12	0.78	0.40	4.38	4.99	-0.38	$-38.00	78.00	6	819.0	13.000	-0.61	2024-08-12
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.18	-0.23	$-0.39	-0.09	0.07	0.78	0.60	4.38	4.77	-0.18	$-18.00	78.00	3	2.0	13.000	-0.39	2024-08-09
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$-0.18	-0.23	$-0.42	-0.10	0.08	0.78	0.60	4.38	4.80	-0.18	$-18.00	78.00	2	2.0	13.000	-0.42	2024-08-08
VMEO240920P00005000	VMEO	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.21	$-0.06	-0.08	$-0.09	-0.02	0.42	0.78	0.72	4.38	4.47	-0.06	$-6.00	78.00	1	7.0	18.000	-0.09	2024-08-07
VMEO240920P00005000	VMEO	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.78	0.78	4.38	4.38	0.00	$0.00	78.00	0	6.0	0.000	-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