EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: VSAT240315C00019000

View in yFinance: VSAT

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
2024-02-07	VSAT	VSAT240315C00019000	19.00	3.0	21.000	0.766	0.271	0.4	0.7	0.010	1.480	1.760	1.70	18.64	2024-03-15	CALL	Long	0.270	0.340	-0.182

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	VSAT	1.000	0.121	0.504	0.224	0.330	0.165	9.14	-0.250	0.0000	6.83	28.25	21	1y	9.67

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
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-1.65	-0.97	$-1.64	-0.09	0.14	1.70	0.05	18.64	17.00	-1.65	$-165.00	170.00	36	485.0	238.000	-1.64	2024-03-14
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-1.15	-0.68	$-0.12	-0.01	-0.06	1.70	0.55	18.64	18.52	-1.15	$-115.00	170.00	35	10.0	228.000	-0.12	2024-03-13
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-1.29	-0.76	$0.01	0.00	-0.12	1.70	0.41	18.64	18.65	-1.29	$-129.00	170.00	34	25.0	245.000	0.01	2024-03-12
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.80	-0.47	$0.90	0.05	-0.08	1.70	0.90	18.64	19.54	-0.80	$-80.00	170.00	33	121.0	232.000	0.90	2024-03-11
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-1.10	-0.65	$0.17	0.01	-0.10	1.70	0.60	18.64	18.81	-1.10	$-110.00	170.00	30	15.0	220.000	0.17	2024-03-08
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.70	-0.41	$0.61	0.03	-0.08	1.70	1.00	18.64	19.25	-0.70	$-70.00	170.00	29	86.0	163.000	0.61	2024-03-07
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.80	-0.47	$-0.09	-0.00	0.11	1.70	0.90	18.64	18.55	-0.80	$-80.00	170.00	28	5.0	147.000	-0.09	2024-03-06
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-1.00	-0.59	$-0.02	-0.00	-0.05	1.70	0.70	18.64	18.62	-1.00	$-100.00	170.00	27	6.0	132.000	-0.02	2024-03-05
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-1.10	-0.65	$-0.23	-0.01	-0.70	1.70	0.60	18.64	18.41	-1.10	$-110.00	170.00	26	51.0	0.000	-0.23	2024-03-04
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.10	-0.06	$1.11	0.06	-0.06	1.70	1.60	18.64	19.75	-0.10	$-10.00	170.00	25	2.0	117.000	1.11	2024-03-03
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.10	-0.06	$1.11	0.06	-0.06	1.70	1.60	18.64	19.75	-0.10	$-10.00	170.00	24	2.0	117.000	1.11	2024-03-02
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.10	-0.06	$0.90	0.05	-0.09	1.70	1.60	18.64	19.54	-0.10	$-10.00	170.00	23	2.0	117.000	0.90	2024-03-01
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.71	-0.42	$0.93	0.05	-0.18	1.70	0.99	18.64	19.57	-0.71	$-71.00	170.00	22	12.0	117.000	0.93	2024-02-29
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.71	-0.42	$0.54	0.03	-0.07	1.70	0.99	18.64	19.18	-0.71	$-71.00	170.00	21	12.0	107.000	0.54	2024-02-28
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.20	-0.12	$0.90	0.05	-0.04	1.70	1.50	18.64	19.54	-0.20	$-20.00	170.00	20	42.0	101.000	0.90	2024-02-27
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.50	-0.29	$0.09	0.00	-0.05	1.70	1.20	18.64	18.73	-0.50	$-50.00	170.00	19	18.0	97.000	0.09	2024-02-26
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.43	-0.25	$-0.15	-0.01	-0.08	1.70	1.27	18.64	18.49	-0.43	$-43.00	170.00	18	39.0	89.000	-0.15	2024-02-25
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.43	-0.25	$-0.15	-0.01	-0.13	1.70	1.27	18.64	18.49	-0.43	$-43.00	170.00	16	39.0	89.000	-0.15	2024-02-23
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$0.25	0.15	$1.59	0.09	-0.02	1.70	1.95	18.64	20.23	0.25	$25.00	170.00	15	5.0	89.000	1.59	2024-02-22
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$0.52	0.31	$1.83	0.10	-0.03	1.70	2.22	18.64	20.47	0.52	$52.00	170.00	14	25.0	66.000	1.83	2024-02-21
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$-0.10	-0.06	$1.11	0.06	-0.06	1.70	1.60	18.64	19.75	-0.10	$-10.00	170.00	13	18.0	48.000	1.11	2024-02-20
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$0.78	0.46	$1.94	0.10	0.00	1.70	2.48	18.64	20.58	0.78	$78.00	170.00	12	18.0	53.000	1.94	2024-02-19
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$0.80	0.47	$1.42	0.08	-0.09	1.70	2.50	18.64	20.06	0.80	$80.00	170.00	2	7.0	29.000	1.42	2024-02-09
VSAT240315C00019000	VSAT	CALL	Long	19.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.25	-0.15	$1.03	0.06	-0.13	1.70	1.45	18.64	19.67	-0.25	$-25.00	170.00	1	3.0	26.000	1.03	2024-02-08
VSAT240315C00019000	VSAT	CALL	Long	19.00	None	$0.00	0.00	$0.00	0.00	0.00	1.70	1.70	18.64	18.64	0.00	$0.00	170.00	0	3.0	21.000	0.00	2024-02-07

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