EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: VRTX240112P00360000

View in yFinance: VRTX

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
2023-12-13	VRTX	VRTX240112P00360000	360.00	50.0	44.000	0.442	0.159	46.2	0.0	-0.010	49.160	2.950	1.55	405.07	2024-01-12	PUT	Long	0.116	0.170	0.132

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	VRTX	0.818	0.031	0.097	0.059	0.068	-0.029	469.24	0.367	0.0000	392.81	516.74	21	1y	483.15

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
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-25.01	-0.06	0.59	1.55	0.85	405.07	430.08	-0.70	$-70.00	155.00	29	4.0	97.000	-25.01	2024-01-11
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-18.69	-0.05	0.34	1.55	0.85	405.07	423.76	-0.70	$-70.00	155.00	28	4.0	97.000	-18.69	2024-01-10
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-15.94	-0.04	0.21	1.55	0.85	405.07	421.01	-0.70	$-70.00	155.00	27	4.0	97.000	-15.94	2024-01-09
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-14.05	-0.03	0.20	1.55	0.85	405.07	419.12	-0.70	$-70.00	155.00	26	4.0	97.000	-14.05	2024-01-08
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-11.43	-0.03	0.33	1.55	0.85	405.07	416.50	-0.70	$-70.00	155.00	23	4.0	97.000	-11.43	2024-01-05
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-11.08	-0.03	-0.19	1.55	0.85	405.07	416.15	-0.70	$-70.00	155.00	22	4.0	97.000	-11.08	2024-01-04
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-5.64	-0.01	-0.32	1.55	0.85	405.07	410.71	-0.70	$-70.00	155.00	21	4.0	97.000	-5.64	2024-01-03
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-5.84	-0.01	-0.32	1.55	0.85	405.07	410.91	-0.70	$-70.00	155.00	20	4.0	97.000	-5.84	2024-01-02
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-1.82	-0.00	0.15	1.55	0.85	405.07	406.89	-0.70	$-70.00	155.00	19	4.0	97.000	-1.82	2024-01-01
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-1.82	-0.00	0.10	1.55	0.85	405.07	406.89	-0.70	$-70.00	155.00	17	4.0	97.000	-1.82	2023-12-30
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-1.82	-0.00	0.06	1.55	0.85	405.07	406.89	-0.70	$-70.00	155.00	16	4.0	97.000	-1.82	2023-12-29
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-4.20	-0.01	0.08	1.55	0.85	405.07	409.27	-0.70	$-70.00	155.00	15	4.0	97.000	-4.20	2023-12-28
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-2.98	-0.01	0.16	1.55	0.85	405.07	408.05	-0.70	$-70.00	155.00	14	4.0	97.000	-2.98	2023-12-27
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-2.59	-0.01	0.15	1.55	0.85	405.07	407.66	-0.70	$-70.00	155.00	13	4.0	97.000	-2.59	2023-12-26
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-0.18	-0.00	0.12	1.55	0.85	405.07	405.25	-0.70	$-70.00	155.00	12	4.0	97.000	-0.18	2023-12-25
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-0.18	-0.00	0.09	1.55	0.85	405.07	405.25	-0.70	$-70.00	155.00	10	4.0	97.000	-0.18	2023-12-23
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-0.18	-0.00	0.08	1.55	0.85	405.07	405.25	-0.70	$-70.00	155.00	9	4.0	97.000	-0.18	2023-12-22
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$4.44	0.01	0.04	1.55	0.85	405.07	400.63	-0.70	$-70.00	155.00	8	4.0	97.000	4.44	2023-12-21
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$1.23	0.00	0.02	1.55	0.85	405.07	403.84	-0.70	$-70.00	155.00	7	4.0	97.000	1.23	2023-12-20
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$1.93	0.00	-0.08	1.55	0.85	405.07	403.14	-0.70	$-70.00	155.00	6	4.0	97.000	1.93	2023-12-19
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$0.42	0.00	0.05	1.55	0.85	405.07	404.65	-0.70	$-70.00	155.00	5	4.0	97.000	0.42	2023-12-18
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-5.61	-0.01	-0.08	1.55	0.85	405.07	410.68	-0.70	$-70.00	155.00	3	4.0	97.000	-5.61	2023-12-16
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$-0.70	-0.45	$-5.61	-0.01	-0.08	1.55	0.85	405.07	410.68	-0.70	$-70.00	155.00	2	4.0	97.000	-5.61	2023-12-15
VRTX240112P00360000	VRTX	PUT	Long	360.00	Exit OP PnL: $-0.73;Exit EQ PnL: 7.71; Position is Long and position continued to lose. Latest OP price is: $0.82 (EQ: $397.36). Initial OP price was: $1.55 (EQ: $405.07). Surpassed Stop Loss Percentage: -0.4709677419354838709677419355 < -0.16.	$-0.70	-0.45	$-1.53	-0.00	-0.15	1.55	0.85	405.07	406.60	-0.70	$-70.00	155.00	1	4.0	94.000	-1.53	2023-12-14
VRTX240112P00360000	VRTX	PUT	Long	360.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.55	1.55	405.07	405.07	0.00	$0.00	155.00	0	50.0	44.000	-0.00	2023-12-13

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