EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: VNDA231215C00003000

View in yFinance: VNDA

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
2023-11-09	VNDA	VNDA231215C00003000	3.00	2.0	0.000	0.000	0.297	0.4	0.0	0.020	0.390	0.000	1.60	3.38	2023-12-15	CALL	Long	0.234	0.338	-0.219

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	VNDA	0.909	0.083	0.402	0.170	0.092	-0.044	4.73	0.013	0.0000	3.47	6.50	21	1y	4.88

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
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.47	0.14	3.00	1.60	0.65	3.38	3.85	-0.95	$-95.00	160.00	35	100.0	5.000	0.47	2023-12-14
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.58	0.17	2.88	1.60	0.65	3.38	3.96	-0.95	$-95.00	160.00	34	100.0	5.000	0.58	2023-12-13
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.43	0.13	3.94	1.60	0.65	3.38	3.81	-0.95	$-95.00	160.00	33	100.0	5.000	0.43	2023-12-12
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.35	0.10	2.19	1.60	0.65	3.38	3.73	-0.95	$-95.00	160.00	32	100.0	5.000	0.35	2023-12-11
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.38	0.11	2.72	1.60	0.65	3.38	3.76	-0.95	$-95.00	160.00	29	100.0	5.000	0.38	2023-12-08
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.59	0.17	2.61	1.60	0.65	3.38	3.97	-0.95	$-95.00	160.00	28	100.0	5.000	0.59	2023-12-07
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.66	0.20	2.28	1.60	0.65	3.38	4.04	-0.95	$-95.00	160.00	27	0.0	5.000	0.66	2023-12-06
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.58	0.17	1.98	1.60	0.65	3.38	3.96	-0.95	$-95.00	160.00	26	0.0	5.000	0.58	2023-12-05
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.47	0.14	1.85	1.60	0.65	3.38	3.85	-0.95	$-95.00	160.00	25	0.0	5.000	0.47	2023-12-04
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.52	0.15	2.44	1.60	0.65	3.38	3.90	-0.95	$-95.00	160.00	24	0.0	5.000	0.52	2023-12-03
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.52	0.15	2.35	1.60	0.65	3.38	3.90	-0.95	$-95.00	160.00	23	0.0	5.000	0.52	2023-12-02
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.52	0.15	2.48	1.60	0.65	3.38	3.90	-0.95	$-95.00	160.00	22	0.0	5.000	0.52	2023-12-01
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.34	0.10	1.94	1.60	0.65	3.38	3.72	-0.95	$-95.00	160.00	21	0.0	5.000	0.34	2023-11-30
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.26	0.08	0.59	1.60	0.65	3.38	3.64	-0.95	$-95.00	160.00	20	0.0	103.000	0.26	2023-11-29
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.17	0.05	0.78	1.60	0.50	3.38	3.55	-1.10	$-110.00	160.00	19	0.0	103.000	0.17	2023-11-28
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.15	0.04	0.58	1.60	0.50	3.38	3.53	-1.10	$-110.00	160.00	18	0.0	103.000	0.15	2023-11-27
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.18	0.05	0.53	1.60	0.50	3.38	3.56	-1.10	$-110.00	160.00	15	0.0	0.000	0.18	2023-11-24
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.13	0.04	0.00	1.60	0.50	3.38	3.51	-1.10	$-110.00	160.00	14	0.0	0.000	0.13	2023-11-23
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.09	0.03	0.84	1.60	0.50	3.38	3.47	-1.10	$-110.00	160.00	13	0.0	103.000	0.09	2023-11-22
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.07	0.02	2.16	1.60	0.50	3.38	3.45	-1.10	$-110.00	160.00	12	0.0	103.000	0.07	2023-11-21
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.20	0.06	0.52	1.60	0.50	3.38	3.58	-1.10	$-110.00	160.00	11	0.0	103.000	0.20	2023-11-20
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.17	0.05	0.74	1.60	0.50	3.38	3.55	-1.10	$-110.00	160.00	10	0.0	5.000	0.17	2023-11-19
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-1.10	-0.69	$0.17	0.05	0.73	1.60	0.50	3.38	3.55	-1.10	$-110.00	160.00	8	0.0	5.000	0.17	2023-11-17
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.00	0.00	0.66	1.60	0.65	3.38	3.38	-0.95	$-95.00	160.00	7	0.0	5.000	0.00	2023-11-16
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$-0.95	-0.59	$0.17	0.05	0.70	1.60	0.65	3.38	3.55	-0.95	$-95.00	160.00	6	0.0	5.000	0.17	2023-11-15
VNDA231215C00003000	VNDA	CALL	Long	3.00	Exit OP PnL: $-0.95;Exit EQ PnL: 0.17; Position is Long and position continued to lose. Latest OP price is: $0.65 (EQ: $3.55). Initial OP price was: $1.60 (EQ: $3.38). Surpassed Stop Loss Percentage: -0.59375 < -0.16.	$-0.95	-0.59	$0.17	0.05	0.87	1.60	0.65	3.38	3.55	-0.95	$-95.00	160.00	5	0.0	3.000	0.17	2023-11-14
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$0.00	0.00	$0.03	0.01	0.63	1.60	1.60	3.38	3.41	0.00	$0.00	160.00	4	0.0	3.000	0.03	2023-11-13
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$0.00	0.00	$0.03	0.01	0.55	1.60	1.60	3.38	3.41	0.00	$0.00	160.00	1	0.0	3.000	0.03	2023-11-10
VNDA231215C00003000	VNDA	CALL	Long	3.00	None	$0.00	0.00	$0.00	0.00	0.00	1.60	1.60	3.38	3.38	0.00	$0.00	160.00	0	0.0	0.000	0.00	2023-11-09

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