EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: VTYX241220P00002500

View in yFinance: VTYX

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
2024-09-23	VTYX	VTYX241220P00002500	2.50	2.0	70.000	0.063	0.744	0.5	0.2	-0.010	0.250	0.000	0.58	2.73	2024-12-20	PUT	Long	0.447	0.452	0.070

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	VTYX	0.909	0.171	0.720	0.310	0.392	0.220	2.37	0.000	0.0000	1.72	10.13	21	1y	2.20

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
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.15	-0.43	$0.18	0.07	0.72	0.35	0.20	2.46	2.28	-0.15	$-15.00	35.00	87	11.0	560.000	0.18	2024-12-19
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.20	-0.57	$0.16	0.07	0.66	0.35	0.15	2.46	2.30	-0.20	$-20.00	35.00	86	45.0	495.000	0.16	2024-12-18
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.15	-0.43	$0.09	0.04	0.44	0.35	0.20	2.46	2.37	-0.15	$-15.00	35.00	85	35.0	465.000	0.09	2024-12-17
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.10	-0.29	$0.21	0.09	0.50	0.35	0.25	2.46	2.25	-0.10	$-10.00	35.00	84	110.0	410.000	0.21	2024-12-16
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.06	-0.17	$0.18	0.07	0.41	0.35	0.29	2.46	2.28	-0.06	$-6.00	35.00	81	67.0	329.000	0.18	2024-12-13
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.20	-0.57	$0.02	0.01	-0.19	0.35	0.15	2.46	2.44	-0.20	$-20.00	35.00	80	22.0	318.000	0.02	2024-12-12
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.20	-0.57	$-0.15	-0.06	0.10	0.35	0.15	2.46	2.61	-0.20	$-20.00	35.00	79	120.0	208.000	-0.15	2024-12-11
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.25	-0.71	$-0.32	-0.13	0.21	0.35	0.10	2.46	2.78	-0.25	$-25.00	35.00	78	1.0	208.000	-0.32	2024-12-10
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.28	-0.80	$-0.55	-0.22	0.48	0.35	0.07	2.46	3.01	-0.28	$-28.00	35.00	77	1.0	209.000	-0.55	2024-12-09
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.32	-0.91	$-0.66	-0.27	0.44	0.35	0.03	2.46	3.12	-0.32	$-32.00	35.00	76	205.0	340.000	-0.66	2024-12-08
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.32	-0.91	$-0.66	-0.27	0.30	0.35	0.03	2.46	3.12	-0.32	$-32.00	35.00	74	205.0	340.000	-0.66	2024-12-06
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.16	-0.46	$-0.05	-0.02	-0.04	0.35	0.19	2.46	2.51	-0.16	$-16.00	35.00	73	1.0	340.000	-0.05	2024-12-05
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.16	-0.46	$-0.14	-0.06	-0.24	0.35	0.19	2.46	2.60	-0.16	$-16.00	35.00	72	1.0	339.000	-0.14	2024-12-04
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.10	-0.29	$0.01	0.00	0.12	0.35	0.25	2.46	2.45	-0.10	$-10.00	35.00	71	54.0	409.000	0.01	2024-12-03
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.23	-0.66	$-0.06	-0.02	-0.08	0.35	0.12	2.46	2.52	-0.23	$-23.00	35.00	70	16.0	409.000	-0.06	2024-12-02
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.23	-0.66	$-0.22	-0.09	-0.66	0.35	0.12	2.46	2.68	-0.23	$-23.00	35.00	69	16.0	0.000	-0.22	2024-12-01
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.23	-0.66	$-0.22	-0.09	0.14	0.35	0.12	2.46	2.68	-0.23	$-23.00	35.00	68	16.0	0.000	-0.22	2024-11-30
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.15	-0.43	$-0.19	-0.08	-0.02	0.35	0.20	2.46	2.65	-0.15	$-15.00	35.00	66	229.0	399.000	-0.19	2024-11-28
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.15	-0.43	$-0.15	-0.06	0.09	0.35	0.20	2.46	2.61	-0.15	$-15.00	35.00	65	229.0	399.000	-0.15	2024-11-27
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.15	-0.43	$-0.08	-0.03	-0.14	0.35	0.20	2.46	2.54	-0.15	$-15.00	35.00	64	229.0	210.000	-0.08	2024-11-26
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$-0.15	-0.43	$0.40	0.16	-0.28	0.35	0.20	2.46	2.06	-0.15	$-15.00	35.00	63	5.0	205.000	0.40	2024-11-25
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.35	1.00	$0.61	0.25	1.21	0.35	0.70	2.46	1.85	0.35	$35.00	35.00	62	1.0	205.000	0.61	2024-11-24
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.35	1.00	$0.61	0.25	1.14	0.35	0.70	2.46	1.85	0.35	$35.00	35.00	61	1.0	205.000	0.61	2024-11-23
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.35	1.00	$0.61	0.25	0.42	0.35	0.70	2.46	1.85	0.35	$35.00	35.00	60	1.0	205.000	0.61	2024-11-22
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.37	1.06	$0.73	0.30	0.44	0.35	0.72	2.46	1.73	0.37	$37.00	35.00	59	38.0	205.000	0.73	2024-11-21
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.37	1.06	$0.74	0.30	1.40	0.35	0.72	2.46	1.72	0.37	$37.00	35.00	58	38.0	205.000	0.74	2024-11-20
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.37	1.06	$0.68	0.28	0.52	0.35	0.72	2.46	1.78	0.37	$37.00	35.00	57	38.0	205.000	0.68	2024-11-19
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.35	1.00	$0.69	0.28	0.44	0.35	0.70	2.46	1.77	0.35	$35.00	35.00	56	11.0	215.000	0.69	2024-11-18
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.30	0.86	$0.59	0.24	-0.78	0.35	0.65	2.46	1.87	0.30	$30.00	35.00	55	11.0	224.000	0.59	2024-11-17
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.30	0.86	$0.59	0.24	-0.78	0.35	0.65	2.46	1.87	0.30	$30.00	35.00	54	11.0	224.000	0.59	2024-11-16
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.30	0.86	$0.59	0.24	-0.78	0.35	0.65	2.46	1.87	0.30	$30.00	35.00	53	11.0	224.000	0.59	2024-11-15
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.40	1.14	$0.49	0.20	0.77	0.35	0.75	2.46	1.97	0.40	$40.00	35.00	52	10.0	214.000	0.49	2024-11-14
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.15	0.43	$0.44	0.18	0.47	0.35	0.50	2.46	2.02	0.15	$15.00	35.00	51	10.0	204.000	0.44	2024-11-13
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.01	0.03	$0.36	0.15	0.06	0.35	0.36	2.46	2.10	0.01	$1.00	35.00	50	20.0	204.000	0.36	2024-11-12
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.01	0.03	$0.31	0.13	-0.02	0.35	0.36	2.46	2.15	0.01	$1.00	35.00	49	20.0	204.000	0.31	2024-11-11
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.01	0.03	$0.26	0.11	0.78	0.35	0.36	2.46	2.20	0.01	$1.00	35.00	48	20.0	204.000	0.26	2024-11-10
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.01	0.03	$0.26	0.11	0.77	0.35	0.36	2.46	2.20	0.01	$1.00	35.00	47	20.0	204.000	0.26	2024-11-09
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.01	0.03	$0.28	0.11	0.13	0.35	0.36	2.46	2.18	0.01	$1.00	35.00	46	20.0	204.000	0.28	2024-11-08
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.01	0.03	$0.22	0.09	0.39	0.35	0.36	2.46	2.24	0.01	$1.00	35.00	45	20.0	184.000	0.22	2024-11-07
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.13	0.05	-0.02	0.35	0.40	2.46	2.33	0.05	$5.00	35.00	44	5.0	184.000	0.13	2024-11-06
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.28	0.11	0.09	0.35	0.40	2.46	2.18	0.05	$5.00	35.00	43	5.0	184.000	0.28	2024-11-05
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.31	0.13	-0.16	0.35	0.40	2.46	2.15	0.05	$5.00	35.00	42	5.0	184.000	0.31	2024-11-04
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.31	0.13	-0.28	0.35	0.40	2.46	2.15	0.05	$5.00	35.00	39	5.0	184.000	0.31	2024-11-01
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.30	0.12	-0.08	0.35	0.40	2.46	2.16	0.05	$5.00	35.00	38	5.0	184.000	0.30	2024-10-31
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.25	0.10	-0.14	0.35	0.40	2.46	2.21	0.05	$5.00	35.00	37	5.0	184.000	0.25	2024-10-30
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.07	0.03	-0.26	0.35	0.40	2.46	2.39	0.05	$5.00	35.00	36	5.0	184.000	0.07	2024-10-29
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.15	0.06	-0.19	0.35	0.40	2.46	2.31	0.05	$5.00	35.00	35	5.0	184.000	0.15	2024-10-28
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.28	0.11	-0.06	0.35	0.40	2.46	2.18	0.05	$5.00	35.00	34	5.0	184.000	0.28	2024-10-27
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.28	0.11	-0.07	0.35	0.40	2.46	2.18	0.05	$5.00	35.00	33	5.0	184.000	0.28	2024-10-26
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.27	0.11	1.04	0.35	0.40	2.46	2.19	0.05	$5.00	35.00	31	5.0	184.000	0.27	2024-10-24
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.25	0.10	0.11	0.35	0.40	2.46	2.21	0.05	$5.00	35.00	30	5.0	179.000	0.25	2024-10-23
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.20	0.57	$0.21	0.09	0.11	0.35	0.55	2.46	2.25	0.20	$20.00	35.00	29	5.0	179.000	0.21	2024-10-22
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.20	0.57	$0.07	0.03	0.14	0.35	0.55	2.46	2.39	0.20	$20.00	35.00	28	5.0	179.000	0.07	2024-10-21
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.20	0.57	$-0.08	-0.03	0.11	0.35	0.55	2.46	2.54	0.20	$20.00	35.00	26	5.0	179.000	-0.08	2024-10-19
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.20	0.57	$-0.05	-0.02	-0.11	0.35	0.55	2.46	2.51	0.20	$20.00	35.00	25	5.0	179.000	-0.05	2024-10-18
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.20	0.57	$-0.02	-0.01	0.03	0.35	0.55	2.46	2.48	0.20	$20.00	35.00	23	5.0	179.000	-0.02	2024-10-16
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.20	0.57	$0.12	0.05	0.22	0.35	0.55	2.46	2.34	0.20	$20.00	35.00	21	5.0	179.000	0.12	2024-10-14
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.20	0.57	$0.32	0.13	-0.15	0.35	0.55	2.46	2.14	0.20	$20.00	35.00	18	5.0	174.000	0.32	2024-10-11
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.41	0.17	0.18	0.35	0.45	2.46	2.05	0.10	$10.00	35.00	17	19.0	174.000	0.41	2024-10-10
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.39	0.16	0.07	0.35	0.45	2.46	2.07	0.10	$10.00	35.00	16	19.0	174.000	0.39	2024-10-09
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.34	0.14	0.92	0.35	0.45	2.46	2.12	0.10	$10.00	35.00	14	19.0	174.000	0.34	2024-10-07
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.36	0.15	-0.18	0.35	0.45	2.46	2.10	0.10	$10.00	35.00	12	19.0	174.000	0.36	2024-10-05
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.36	0.15	0.48	0.35	0.45	2.46	2.10	0.10	$10.00	35.00	11	19.0	174.000	0.36	2024-10-04
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.40	0.16	0.29	0.35	0.45	2.46	2.06	0.10	$10.00	35.00	10	19.0	174.000	0.40	2024-10-03
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.35	0.14	0.48	0.35	0.45	2.46	2.11	0.10	$10.00	35.00	9	19.0	174.000	0.35	2024-10-02
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.38	0.15	0.04	0.35	0.45	2.46	2.08	0.10	$10.00	35.00	8	19.0	174.000	0.38	2024-10-01
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.28	0.11	0.18	0.35	0.45	2.46	2.18	0.10	$10.00	35.00	7	19.0	174.000	0.28	2024-09-30
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.15	0.06	-0.78	0.35	0.45	2.46	2.31	0.10	$10.00	35.00	6	19.0	174.000	0.15	2024-09-29
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.15	0.06	-0.02	0.35	0.45	2.46	2.31	0.10	$10.00	35.00	5	19.0	174.000	0.15	2024-09-28
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.15	0.06	0.31	0.35	0.45	2.46	2.31	0.10	$10.00	35.00	4	19.0	174.000	0.15	2024-09-27
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.10	0.29	$0.10	0.04	-0.03	0.35	0.45	2.46	2.36	0.10	$10.00	35.00	3	19.0	155.000	0.10	2024-09-26
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.05	0.14	$0.07	0.03	0.21	0.35	0.40	2.46	2.39	0.05	$5.00	35.00	2	6.0	155.000	0.07	2024-09-25
VTYX241220P00002500	VTYX	PUT	Long	2.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.11	$0.00	0.00	$-0.00	-0.00	0.22	0.35	0.35	2.46	2.46	0.00	$0.00	35.00	1	50.0	105.000	-0.00	2024-09-24
VTYX241220P00002500	VTYX	PUT	Long	2.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.35	0.35	2.46	2.46	0.00	$0.00	35.00	0	36.0	70.000	-0.00	2024-09-23

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