EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: WBS241220P00050000

View in yFinance: WBS

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
2024-11-06	WBS	WBS241220P00050000	50.00	2.0	79.000	0.431	0.236	10.4	0.0	-0.010	10.660	0.300	1.40	60.10	2024-12-20	PUT	Long	0.181	0.245	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	WBS	0.818	0.053	0.191	0.098	0.053	-0.138	57.71	0.327	0.0000	39.64	62.82	21	1y	54.58

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
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.30	-0.93	$5.99	0.10	0.40	1.40	0.10	60.10	54.11	-1.30	$-130.00	140.00	43	1.0	87.000	5.99	2024-12-19
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$5.58	0.09	1.04	1.40	0.18	60.10	54.52	-1.22	$-122.00	140.00	42	2.0	86.000	5.58	2024-12-18
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$2.39	0.04	0.48	1.40	0.18	60.10	57.71	-1.22	$-122.00	140.00	41	2.0	86.000	2.39	2024-12-17
WBS241220P00050000	WBS	PUT	Long	50.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.22	-0.87	$1.09	0.02	0.48	1.40	0.18	60.10	59.01	-1.22	$-122.00	140.00	40	2.0	86.000	1.09	2024-12-16
WBS241220P00050000	WBS	PUT	Long	50.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.22	-0.87	$1.11	0.02	0.29	1.40	0.18	60.10	58.99	-1.22	$-122.00	140.00	37	2.0	86.000	1.11	2024-12-13
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$1.03	0.02	0.12	1.40	0.18	60.10	59.07	-1.22	$-122.00	140.00	36	2.0	86.000	1.03	2024-12-12
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$0.41	0.01	0.27	1.40	0.18	60.10	59.69	-1.22	$-122.00	140.00	35	2.0	86.000	0.41	2024-12-11
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$1.18	0.02	0.10	1.40	0.18	60.10	58.92	-1.22	$-122.00	140.00	34	2.0	86.000	1.18	2024-12-10
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$0.94	0.02	0.20	1.40	0.18	60.10	59.16	-1.22	$-122.00	140.00	33	2.0	86.000	0.94	2024-12-09
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$0.09	0.00	0.15	1.40	0.18	60.10	60.01	-1.22	$-122.00	140.00	32	2.0	86.000	0.09	2024-12-08
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$0.11	0.00	0.17	1.40	0.18	60.10	59.99	-1.22	$-122.00	140.00	30	2.0	86.000	0.11	2024-12-06
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$0.23	0.00	0.09	1.40	0.18	60.10	59.87	-1.22	$-122.00	140.00	29	2.0	86.000	0.23	2024-12-05
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-0.25	-0.00	0.11	1.40	0.18	60.10	60.35	-1.22	$-122.00	140.00	28	2.0	86.000	-0.25	2024-12-04
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-0.20	-0.00	0.16	1.40	0.18	60.10	60.30	-1.22	$-122.00	140.00	27	2.0	86.000	-0.20	2024-12-03
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-0.84	-0.01	0.12	1.40	0.18	60.10	60.94	-1.22	$-122.00	140.00	26	2.0	86.000	-0.84	2024-12-02
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-1.68	-0.03	-0.18	1.40	0.18	60.10	61.78	-1.22	$-122.00	140.00	25	2.0	0.000	-1.68	2024-12-01
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-1.68	-0.03	0.14	1.40	0.18	60.10	61.78	-1.22	$-122.00	140.00	24	2.0	0.000	-1.68	2024-11-30
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-1.95	-0.03	0.16	1.40	0.18	60.10	62.05	-1.22	$-122.00	140.00	22	2.0	86.000	-1.95	2024-11-28
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-2.36	-0.04	0.15	1.40	0.18	60.10	62.46	-1.22	$-122.00	140.00	21	2.0	86.000	-2.36	2024-11-27
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-1.90	-0.03	0.13	1.40	0.18	60.10	62.00	-1.22	$-122.00	140.00	20	2.0	86.000	-1.90	2024-11-26
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-2.72	-0.05	0.14	1.40	0.18	60.10	62.82	-1.22	$-122.00	140.00	19	2.0	86.000	-2.72	2024-11-25
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-1.66	-0.03	0.15	1.40	0.18	60.10	61.76	-1.22	$-122.00	140.00	18	2.0	86.000	-1.66	2024-11-24
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-1.66	-0.03	0.13	1.40	0.18	60.10	61.76	-1.22	$-122.00	140.00	17	2.0	86.000	-1.66	2024-11-23
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-1.66	-0.03	0.08	1.40	0.18	60.10	61.76	-1.22	$-122.00	140.00	16	2.0	86.000	-1.66	2024-11-22
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-0.37	-0.01	0.13	1.40	0.18	60.10	60.47	-1.22	$-122.00	140.00	15	2.0	86.000	-0.37	2024-11-21
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$0.54	0.01	0.04	1.40	0.18	60.10	59.56	-1.22	$-122.00	140.00	14	2.0	86.000	0.54	2024-11-20
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$0.14	0.00	0.17	1.40	0.18	60.10	59.96	-1.22	$-122.00	140.00	13	2.0	86.000	0.14	2024-11-19
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.22	-0.87	$-0.41	-0.01	0.10	1.40	0.18	60.10	60.51	-1.22	$-122.00	140.00	12	2.0	84.000	-0.41	2024-11-18
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.10	-0.79	$0.03	0.00	0.02	1.40	0.30	60.10	60.07	-1.10	$-110.00	140.00	11	17.0	84.000	0.03	2024-11-17
WBS241220P00050000	WBS	PUT	Long	50.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.10	-0.79	$0.03	0.00	0.01	1.40	0.30	60.10	60.07	-1.10	$-110.00	140.00	10	17.0	84.000	0.03	2024-11-16
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.10	-0.79	$0.03	0.00	0.00	1.40	0.30	60.10	60.07	-1.10	$-110.00	140.00	9	17.0	84.000	0.03	2024-11-15
WBS241220P00050000	WBS	PUT	Long	50.00	None	$-1.10	-0.79	$0.42	0.01	-0.02	1.40	0.30	60.10	59.68	-1.10	$-110.00	140.00	8	17.0	79.000	0.42	2024-11-14
WBS241220P00050000	WBS	PUT	Long	50.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.26	0.00	0.02	1.40	1.40	60.10	59.84	0.00	$0.00	140.00	7	2.0	79.000	0.26	2024-11-13
WBS241220P00050000	WBS	PUT	Long	50.00	None	$0.00	0.00	$0.01	0.00	0.09	1.40	1.40	60.10	60.09	0.00	$0.00	140.00	6	2.0	79.000	0.01	2024-11-12
WBS241220P00050000	WBS	PUT	Long	50.00	None	$0.00	0.00	$0.14	0.00	0.09	1.40	1.40	60.10	59.96	0.00	$0.00	140.00	5	2.0	79.000	0.14	2024-11-11
WBS241220P00050000	WBS	PUT	Long	50.00	None	$0.00	0.00	$2.40	0.04	-0.04	1.40	1.40	60.10	57.70	0.00	$0.00	140.00	4	2.0	79.000	2.40	2024-11-10
WBS241220P00050000	WBS	PUT	Long	50.00	None	$0.00	0.00	$2.40	0.04	-0.04	1.40	1.40	60.10	57.70	0.00	$0.00	140.00	3	2.0	79.000	2.40	2024-11-09
WBS241220P00050000	WBS	PUT	Long	50.00	None	$0.00	0.00	$2.72	0.05	-0.08	1.40	1.40	60.10	57.38	0.00	$0.00	140.00	2	2.0	79.000	2.72	2024-11-08
WBS241220P00050000	WBS	PUT	Long	50.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$2.42	0.04	-0.05	1.40	1.40	60.10	57.68	0.00	$0.00	140.00	1	2.0	79.000	2.42	2024-11-07
WBS241220P00050000	WBS	PUT	Long	50.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.40	1.40	60.10	60.10	0.00	$0.00	140.00	0	2.0	79.000	-0.00	2024-11-06

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