EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: WSM241220P00170000

View in yFinance: WSM

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
2024-11-20 WSM WSM241220P00170000 170.00 903.0 2.000 0.395 0.274 8.1 2.6 -0.030 10.040 4.560 5.50 174.92 2024-12-20 PUT Long 0.203 0.318 0.275

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 WSM 0.909 0.065 0.257 0.132 0.257 0.175 198.21 0.123 0.0000 96.69 198.21 21 1y 133.87

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
WSM241220P00170000 WSM PUT Long 170.00 None $-5.43 -0.99 $-4.54 -0.03 0.04 5.50 0.07 175.05 179.59 -5.43 $-543.00 550.00 29 35.0 889.000 -4.54 2024-12-19
WSM241220P00170000 WSM PUT Long 170.00 None $-5.42 -0.99 $-10.81 -0.06 0.10 5.50 0.08 175.05 185.86 -5.42 $-542.00 550.00 28 19.0 879.000 -10.81 2024-12-18
WSM241220P00170000 WSM PUT Long 170.00 None $-5.20 -0.95 $-23.24 -0.13 0.42 5.50 0.30 175.05 198.29 -5.20 $-520.00 550.00 27 4.0 998.000 -23.24 2024-12-17
WSM241220P00170000 WSM PUT Long 170.00 None $-5.20 -0.95 $-19.10 -0.11 0.21 5.50 0.30 175.05 194.15 -5.20 $-520.00 550.00 26 4.0 1001.000 -19.10 2024-12-16
WSM241220P00170000 WSM PUT Long 170.00 None $-5.44 -0.99 $-20.63 -0.12 0.10 5.50 0.06 175.05 195.68 -5.44 $-544.00 550.00 23 6.0 1001.000 -20.63 2024-12-13
WSM241220P00170000 WSM PUT Long 170.00 None $-5.28 -0.96 $-16.38 -0.09 0.05 5.50 0.22 175.05 191.43 -5.28 $-528.00 550.00 22 56.0 985.000 -16.38 2024-12-12
WSM241220P00170000 WSM PUT Long 170.00 None $-5.01 -0.91 $-15.52 -0.09 0.06 5.50 0.49 175.05 190.57 -5.01 $-501.00 550.00 21 4.0 985.000 -15.52 2024-12-11
WSM241220P00170000 WSM PUT Long 170.00 None $-5.01 -0.91 $-11.70 -0.07 0.00 5.50 0.49 175.05 186.75 -5.01 $-501.00 550.00 20 4.0 986.000 -11.70 2024-12-10
WSM241220P00170000 WSM PUT Long 170.00 None $-5.17 -0.94 $-15.08 -0.09 0.02 5.50 0.33 175.05 190.13 -5.17 $-517.00 550.00 19 29.0 990.000 -15.08 2024-12-09
WSM241220P00170000 WSM PUT Long 170.00 None $-5.05 -0.92 $-13.77 -0.08 0.03 5.50 0.45 175.05 188.82 -5.05 $-505.00 550.00 18 7.0 993.000 -13.77 2024-12-08
WSM241220P00170000 WSM PUT Long 170.00 None $-5.05 -0.92 $-13.64 -0.08 -0.03 5.50 0.45 175.05 188.69 -5.05 $-505.00 550.00 16 7.0 993.000 -13.64 2024-12-06
WSM241220P00170000 WSM PUT Long 170.00 None $-4.43 -0.81 $-7.89 -0.05 -0.06 5.50 1.07 175.05 182.94 -4.43 $-443.00 550.00 15 14.0 990.000 -7.89 2024-12-05
WSM241220P00170000 WSM PUT Long 170.00 None $-4.80 -0.87 $-11.92 -0.07 -0.03 5.50 0.70 175.05 186.97 -4.80 $-480.00 550.00 14 529.0 477.000 -11.92 2024-12-04
WSM241220P00170000 WSM PUT Long 170.00 None $-4.10 -0.75 $-6.94 -0.04 -0.05 5.50 1.40 175.05 181.99 -4.10 $-410.00 550.00 13 25.0 480.000 -6.94 2024-12-03
WSM241220P00170000 WSM PUT Long 170.00 None $-2.90 -0.53 $-2.38 -0.01 -0.05 5.50 2.60 175.05 177.43 -2.90 $-290.00 550.00 12 42.0 485.000 -2.38 2024-12-02
WSM241220P00170000 WSM PUT Long 170.00 None $-1.50 -0.27 $3.03 0.02 -0.06 5.50 4.00 175.05 172.02 -1.50 $-150.00 550.00 10 32.0 486.000 3.03 2024-11-30
WSM241220P00170000 WSM PUT Long 170.00 None $-0.80 -0.15 $3.66 0.02 -0.04 5.50 4.70 175.05 171.39 -0.80 $-80.00 550.00 8 25.0 478.000 3.66 2024-11-28
WSM241220P00170000 WSM PUT Long 170.00 None $-1.50 -0.27 $3.06 0.02 -0.08 5.50 4.00 175.05 171.99 -1.50 $-150.00 550.00 7 88.0 478.000 3.06 2024-11-27
WSM241220P00170000 WSM PUT Long 170.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $-1.60 -0.29 $1.06 0.01 -0.08 5.50 3.90 175.05 173.99 -1.60 $-160.00 550.00 6 86.0 472.000 1.06 2024-11-26
WSM241220P00170000 WSM PUT Long 170.00 None $-2.98 -0.54 $-2.84 -0.02 -0.09 5.50 2.52 175.05 177.89 -2.98 $-298.00 550.00 5 84.0 451.000 -2.84 2024-11-25
WSM241220P00170000 WSM PUT Long 170.00 None $0.00 0.00 $3.07 0.02 -0.04 5.50 5.50 175.05 171.98 0.00 $0.00 550.00 4 139.0 434.000 3.07 2024-11-24
WSM241220P00170000 WSM PUT Long 170.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $3.07 0.02 -0.05 5.50 5.50 175.05 171.98 0.00 $0.00 550.00 3 139.0 434.000 3.07 2024-11-23
WSM241220P00170000 WSM PUT Long 170.00 None $0.00 0.00 $3.15 0.02 -0.06 5.50 5.50 175.05 171.90 0.00 $0.00 550.00 2 137.0 434.000 3.15 2024-11-22
WSM241220P00170000 WSM PUT Long 170.00 None $-0.19 -0.03 $2.54 0.01 -0.04 5.50 5.31 175.05 172.51 -0.19 $-19.00 550.00 1 340.0 459.000 2.54 2024-11-21
WSM241220P00170000 WSM PUT Long 170.00 OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL $0.00 0.00 $-0.00 -0.00 0.00 5.50 5.50 175.05 175.05 0.00 $0.00 550.00 0 903.0 2.000 -0.00 2024-11-20

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