EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: VOD241213C00010000

View in yFinance: VOD

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
2024-11-12	VOD	VOD241213C00010000	10.00	5.0	40.000	0.422	0.110	0.0	1.5	0.000	0.030	1.530	0.08	8.47	2024-12-13	CALL	Long	0.090	0.132	-0.091

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	VOD	0.727	0.041	0.113	0.075	0.063	-0.050	8.63	0.031	0.0000	8.06	10.35	21	1y	9.28

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
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.07	-0.88	$0.21	0.02	0.84	0.08	0.01	8.47	8.68	-0.07	$-7.00	8.00	30	1.0	45.000	0.21	2024-12-12
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.07	-0.88	$0.30	0.04	0.55	0.08	0.01	8.47	8.77	-0.07	$-7.00	8.00	29	1.0	45.000	0.30	2024-12-11
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.07	-0.88	$0.37	0.04	0.17	0.08	0.01	8.47	8.84	-0.07	$-7.00	8.00	28	1.0	45.000	0.37	2024-12-10
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.07	-0.88	$0.45	0.05	0.08	0.08	0.01	8.47	8.92	-0.07	$-7.00	8.00	27	1.0	44.000	0.45	2024-12-09
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.07	-0.88	$0.70	0.08	0.12	0.08	0.01	8.47	9.17	-0.07	$-7.00	8.00	26	3.0	44.000	0.70	2024-12-08
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.07	-0.88	$0.70	0.08	0.10	0.08	0.01	8.47	9.17	-0.07	$-7.00	8.00	24	3.0	44.000	0.70	2024-12-06
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.07	-0.88	$0.59	0.07	0.05	0.08	0.01	8.47	9.06	-0.07	$-7.00	8.00	23	3.0	41.000	0.59	2024-12-05
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.29	0.03	0.12	0.08	0.05	8.47	8.76	-0.03	$-3.00	8.00	22	1.0	41.000	0.29	2024-12-04
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.36	0.04	0.16	0.08	0.05	8.47	8.83	-0.03	$-3.00	8.00	21	1.0	41.000	0.36	2024-12-03
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.40	0.05	0.12	0.08	0.05	8.47	8.87	-0.03	$-3.00	8.00	20	1.0	41.000	0.40	2024-12-02
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.50	0.06	-0.30	0.08	0.05	8.47	8.97	-0.03	$-3.00	8.00	19	1.0	0.000	0.50	2024-12-01
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.50	0.06	0.05	0.08	0.05	8.47	8.97	-0.03	$-3.00	8.00	18	1.0	0.000	0.50	2024-11-30
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.50	0.06	0.03	0.08	0.05	8.47	8.97	-0.03	$-3.00	8.00	16	1.0	41.000	0.50	2024-11-28
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.48	0.06	0.37	0.08	0.05	8.47	8.95	-0.03	$-3.00	8.00	15	1.0	41.000	0.48	2024-11-27
VOD241213C00010000	VOD	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.03	-0.38	$0.39	0.05	0.57	0.08	0.05	8.47	8.86	-0.03	$-3.00	8.00	14	1.0	41.000	0.39	2024-11-26
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.44	0.05	0.34	0.08	0.05	8.47	8.91	-0.03	$-3.00	8.00	13	1.0	41.000	0.44	2024-11-25
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.26	0.03	0.60	0.08	0.05	8.47	8.73	-0.03	$-3.00	8.00	12	1.0	41.000	0.26	2024-11-24
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.26	0.03	0.55	0.08	0.05	8.47	8.73	-0.03	$-3.00	8.00	11	1.0	41.000	0.26	2024-11-23
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.26	0.03	0.36	0.08	0.05	8.47	8.73	-0.03	$-3.00	8.00	10	1.0	41.000	0.26	2024-11-22
VOD241213C00010000	VOD	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.03	-0.38	$0.37	0.04	0.30	0.08	0.05	8.47	8.84	-0.03	$-3.00	8.00	9	1.0	41.000	0.37	2024-11-21
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.47	0.06	0.25	0.08	0.05	8.47	8.94	-0.03	$-3.00	8.00	8	1.0	41.000	0.47	2024-11-20
VOD241213C00010000	VOD	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.03	-0.38	$0.45	0.05	0.41	0.08	0.05	8.47	8.92	-0.03	$-3.00	8.00	7	1.0	41.000	0.45	2024-11-19
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.45	0.05	0.09	0.08	0.05	8.47	8.92	-0.03	$-3.00	8.00	6	1.0	41.000	0.45	2024-11-18
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.30	0.04	0.43	0.08	0.05	8.47	8.77	-0.03	$-3.00	8.00	5	1.0	40.000	0.30	2024-11-17
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.30	0.04	0.42	0.08	0.05	8.47	8.77	-0.03	$-3.00	8.00	4	1.0	40.000	0.30	2024-11-16
VOD241213C00010000	VOD	CALL	Long	10.00	None	$-0.03	-0.38	$0.30	0.04	0.23	0.08	0.05	8.47	8.77	-0.03	$-3.00	8.00	3	1.0	40.000	0.30	2024-11-15
VOD241213C00010000	VOD	CALL	Long	10.00	None	$0.00	0.00	$0.21	0.02	0.20	0.08	0.08	8.47	8.68	0.00	$0.00	8.00	2	5.0	40.000	0.21	2024-11-14
VOD241213C00010000	VOD	CALL	Long	10.00	None	$0.00	0.00	$0.28	0.03	-0.06	0.08	0.08	8.47	8.75	0.00	$0.00	8.00	1	5.0	40.000	0.28	2024-11-13
VOD241213C00010000	VOD	CALL	Long	10.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.08	0.08	8.47	8.47	0.00	$0.00	8.00	0	5.0	40.000	0.00	2024-11-12

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