EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: WW240920P00001000

View in yFinance: WW

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
2024-08-09	WW	WW240920P00001000	1.00	560.0	44.000	1.500	0.531	0.1	0.1	-0.040	0.190	0.170	0.20	1.01	2024-09-20	PUT	Long	0.447	0.561	0.377

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	WW	0.818	0.240	0.614	0.365	0.401	0.056	1.59	-0.126	0.0000	0.69	9.59	21	1y	1.06

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
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.01	-0.05	$0.20	0.20	1.25	0.20	0.19	1.01	0.81	-0.01	$-1.00	20.00	41	5.0	497.000	0.20	2024-09-19
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.01	-0.05	$0.20	0.20	2.62	0.20	0.19	1.01	0.81	-0.01	$-1.00	20.00	40	5.0	502.000	0.20	2024-09-18
WW240920P00001000	WW	PUT	Long	1.00	None	$0.00	0.00	$0.19	0.19	0.69	0.20	0.20	1.01	0.82	0.00	$0.00	20.00	39	1.0	502.000	0.19	2024-09-17
WW240920P00001000	WW	PUT	Long	1.00	None	$0.00	0.00	$0.20	0.20	1.75	0.20	0.20	1.01	0.81	0.00	$0.00	20.00	38	1.0	501.000	0.20	2024-09-16
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.05	-0.25	$0.16	0.16	0.16	0.20	0.15	1.01	0.85	-0.05	$-5.00	20.00	36	24.0	484.000	0.16	2024-09-14
WW240920P00001000	WW	PUT	Long	1.00	None	$0.10	0.50	$0.16	0.16	-0.06	0.20	0.30	1.01	0.85	0.10	$10.00	20.00	35	25.0	484.000	0.16	2024-09-13
WW240920P00001000	WW	PUT	Long	1.00	None	$0.10	0.50	$0.25	0.25	-0.12	0.20	0.30	1.01	0.76	0.10	$10.00	20.00	34	25.0	484.000	0.25	2024-09-12
WW240920P00001000	WW	PUT	Long	1.00	None	$0.10	0.50	$0.27	0.27	4.00	0.20	0.30	1.01	0.74	0.10	$10.00	20.00	33	25.0	484.000	0.27	2024-09-11
WW240920P00001000	WW	PUT	Long	1.00	None	$0.10	0.50	$0.32	0.32	1.06	0.20	0.30	1.01	0.69	0.10	$10.00	20.00	32	25.0	509.000	0.32	2024-09-10
WW240920P00001000	WW	PUT	Long	1.00	None	$0.05	0.25	$0.29	0.29	0.25	0.20	0.25	1.01	0.72	0.05	$5.00	20.00	31	13.0	509.000	0.29	2024-09-09
WW240920P00001000	WW	PUT	Long	1.00	None	$0.09	0.45	$0.26	0.26	0.81	0.20	0.29	1.01	0.75	0.09	$9.00	20.00	30	35.0	509.000	0.26	2024-09-08
WW240920P00001000	WW	PUT	Long	1.00	None	$0.09	0.45	$0.26	0.26	0.56	0.20	0.29	1.01	0.75	0.09	$9.00	20.00	28	35.0	509.000	0.26	2024-09-06
WW240920P00001000	WW	PUT	Long	1.00	None	$0.09	0.45	$0.25	0.25	0.19	0.20	0.29	1.01	0.76	0.09	$9.00	20.00	27	35.0	537.000	0.25	2024-09-05
WW240920P00001000	WW	PUT	Long	1.00	None	$0.07	0.35	$0.23	0.23	0.69	0.20	0.27	1.01	0.78	0.07	$7.00	20.00	26	14.0	537.000	0.23	2024-09-04
WW240920P00001000	WW	PUT	Long	1.00	None	$0.07	0.35	$0.23	0.23	-0.19	0.20	0.27	1.01	0.78	0.07	$7.00	20.00	22	14.0	537.000	0.23	2024-08-31
WW240920P00001000	WW	PUT	Long	1.00	None	$0.07	0.35	$0.23	0.23	0.12	0.20	0.27	1.01	0.78	0.07	$7.00	20.00	21	14.0	537.000	0.23	2024-08-30
WW240920P00001000	WW	PUT	Long	1.00	None	$0.07	0.35	$0.24	0.24	-0.41	0.20	0.27	1.01	0.77	0.07	$7.00	20.00	20	14.0	531.000	0.24	2024-08-29
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.09	-0.45	$0.16	0.16	-0.34	0.20	0.11	1.01	0.85	-0.09	$-9.00	20.00	19	4.0	531.000	0.16	2024-08-28
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.09	-0.45	$-0.05	-0.05	-1.38	0.20	0.11	1.01	1.06	-0.09	$-9.00	20.00	18	4.0	531.000	-0.05	2024-08-27
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.09	-0.45	$-0.04	-0.04	-0.12	0.20	0.11	1.01	1.05	-0.09	$-9.00	20.00	17	4.0	532.000	-0.04	2024-08-26
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.05	-0.25	$-0.02	-0.02	0.00	0.20	0.15	1.01	1.03	-0.05	$-5.00	20.00	16	2.0	532.000	-0.02	2024-08-25
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.05	-0.25	$-0.02	-0.02	-0.03	0.20	0.15	1.01	1.03	-0.05	$-5.00	20.00	15	2.0	532.000	-0.02	2024-08-24
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.05	-0.25	$-0.02	-0.02	-0.05	0.20	0.15	1.01	1.03	-0.05	$-5.00	20.00	14	2.0	532.000	-0.02	2024-08-23
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.05	-0.25	$0.06	0.06	-0.39	0.20	0.15	1.01	0.95	-0.05	$-5.00	20.00	13	2.0	532.000	0.06	2024-08-22
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.05	-0.25	$-0.01	-0.01	-0.12	0.20	0.15	1.01	1.02	-0.05	$-5.00	20.00	12	2.0	532.000	-0.01	2024-08-21
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.05	-0.25	$0.01	0.01	-0.86	0.20	0.15	1.01	1.00	-0.05	$-5.00	20.00	11	2.0	532.000	0.01	2024-08-20
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.05	-0.25	$-0.03	-0.03	0.97	0.20	0.15	1.01	1.04	-0.05	$-5.00	20.00	10	15.0	532.000	-0.03	2024-08-19
WW240920P00001000	WW	PUT	Long	1.00	None	$0.00	0.00	$0.10	0.10	-0.19	0.20	0.20	1.01	0.91	0.00	$0.00	20.00	9	3.0	529.000	0.10	2024-08-18
WW240920P00001000	WW	PUT	Long	1.00	None	$0.00	0.00	$0.10	0.10	-0.20	0.20	0.20	1.01	0.91	0.00	$0.00	20.00	8	3.0	529.000	0.10	2024-08-17
WW240920P00001000	WW	PUT	Long	1.00	None	$0.00	0.00	$0.10	0.10	-0.22	0.20	0.20	1.01	0.91	0.00	$0.00	20.00	7	3.0	529.000	0.10	2024-08-16
WW240920P00001000	WW	PUT	Long	1.00	None	$-0.04	-0.20	$0.09	0.09	-0.42	0.20	0.16	1.01	0.92	-0.04	$-4.00	20.00	6	16.0	529.000	0.09	2024-08-15
WW240920P00001000	WW	PUT	Long	1.00	Exit OP PnL: $-0.04;Exit EQ PnL: 0.04; Position is Long and position continued to lose. Latest OP price is: $0.16 (EQ: $0.97). Initial OP price was: $0.20 (EQ: $1.01). Surpassed Stop Loss Percentage: -0.2 < -0.16.	$-0.04	-0.20	$0.09	0.09	-0.20	0.20	0.16	1.01	0.92	-0.04	$-4.00	20.00	5	16.0	521.000	0.09	2024-08-14
WW240920P00001000	WW	PUT	Long	1.00	None	$0.10	0.50	$0.15	0.15	-0.08	0.20	0.30	1.01	0.86	0.10	$10.00	20.00	4	27.0	521.000	0.15	2024-08-13
WW240920P00001000	WW	PUT	Long	1.00	None	$0.05	0.25	$0.25	0.25	-0.16	0.20	0.25	1.01	0.76	0.05	$5.00	20.00	3	501.0	521.000	0.25	2024-08-12
WW240920P00001000	WW	PUT	Long	1.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.20	0.20	1.01	1.01	0.00	$0.00	20.00	0	560.0	44.000	-0.00	2024-08-09

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