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View Outliers PnL Drill-Down: YEXT240119C00005000

View in yFinance: YEXT

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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
2023-12-06	YEXT	YEXT240119C00005000	5.00	66.0	15.000	0.512	0.289	0.6	0.0	0.030	0.680	0.130	0.72	5.53	2024-01-19	CALL	Long	0.172	0.296	-0.211

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	YEXT	0.727	0.072	0.219	0.128	0.219	0.131	6.49	-0.007	0.0000	4.72	8.60	21	1y	7.39

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
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.03	0.04	$0.26	0.05	1.89	0.72	0.75	5.53	5.79	0.03	$3.00	72.00	43	10.0	59.000	0.26	2024-01-18
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$-0.07	-0.10	$0.19	0.03	1.25	0.72	0.65	5.53	5.72	-0.07	$-7.00	72.00	42	2.0	59.000	0.19	2024-01-17
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$-0.24	-0.33	$-0.10	-0.02	0.18	0.72	0.48	5.53	5.43	-0.24	$-24.00	72.00	41	20.0	59.000	-0.10	2024-01-16
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$-0.24	-0.33	$-0.05	-0.01	0.13	0.72	0.48	5.53	5.48	-0.24	$-24.00	72.00	37	20.0	59.000	-0.05	2024-01-12
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$-0.24	-0.33	$0.00	0.00	0.56	0.72	0.48	5.53	5.53	-0.24	$-24.00	72.00	36	20.0	76.000	0.00	2024-01-11
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.04	0.01	0.64	0.72	1.00	5.53	5.57	0.28	$28.00	72.00	35	1.0	76.000	0.04	2024-01-10
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.02	0.00	0.01	0.72	1.00	5.53	5.55	0.28	$28.00	72.00	34	1.0	76.000	0.02	2024-01-09
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.10	0.02	1.07	0.72	1.00	5.53	5.63	0.28	$28.00	72.00	33	1.0	76.000	0.10	2024-01-08
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$-0.08	-0.01	0.28	0.72	1.00	5.53	5.45	0.28	$28.00	72.00	32	1.0	76.000	-0.08	2024-01-07
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$-0.08	-0.01	0.19	0.72	1.00	5.53	5.45	0.28	$28.00	72.00	30	1.0	76.000	-0.08	2024-01-05
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$-0.01	-0.00	-0.51	0.72	1.00	5.53	5.52	0.28	$28.00	72.00	29	1.0	76.000	-0.01	2024-01-04
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.05	0.01	-0.51	0.72	1.00	5.53	5.58	0.28	$28.00	72.00	28	1.0	76.000	0.05	2024-01-03
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.28	0.05	-0.51	0.72	1.00	5.53	5.81	0.28	$28.00	72.00	27	1.0	76.000	0.28	2024-01-02
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.36	0.07	0.48	0.72	1.00	5.53	5.89	0.28	$28.00	72.00	26	1.0	76.000	0.36	2024-01-01
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.36	0.07	0.43	0.72	1.00	5.53	5.89	0.28	$28.00	72.00	24	1.0	76.000	0.36	2023-12-30
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.36	0.07	0.39	0.72	1.00	5.53	5.89	0.28	$28.00	72.00	23	1.0	76.000	0.36	2023-12-29
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.28	0.39	$0.45	0.08	0.46	0.72	1.00	5.53	5.98	0.28	$28.00	72.00	22	1.0	75.000	0.45	2023-12-28
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.18	0.25	$0.44	0.08	0.56	0.72	0.90	5.53	5.97	0.18	$18.00	72.00	21	1.0	75.000	0.44	2023-12-27
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.18	0.25	$0.49	0.09	0.10	0.72	0.90	5.53	6.02	0.18	$18.00	72.00	20	1.0	75.000	0.49	2023-12-26
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.18	0.25	$0.35	0.06	0.22	0.72	0.90	5.53	5.88	0.18	$18.00	72.00	19	1.0	75.000	0.35	2023-12-25
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.18	0.25	$0.35	0.06	0.19	0.72	0.90	5.53	5.88	0.18	$18.00	72.00	17	1.0	75.000	0.35	2023-12-23
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.18	0.25	$0.36	0.07	0.16	0.72	0.90	5.53	5.89	0.18	$18.00	72.00	16	2.0	75.000	0.36	2023-12-22
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.01	0.01	$0.31	0.06	0.24	0.72	0.73	5.53	5.84	0.01	$1.00	72.00	15	1.0	75.000	0.31	2023-12-21
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.01	0.01	$0.28	0.05	0.28	0.72	0.73	5.53	5.81	0.01	$1.00	72.00	14	1.0	75.000	0.28	2023-12-20
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.01	0.01	$0.23	0.04	0.43	0.72	0.73	5.53	5.76	0.01	$1.00	72.00	13	1.0	75.000	0.23	2023-12-19
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.01	0.01	$0.15	0.03	0.12	0.72	0.73	5.53	5.68	0.01	$1.00	72.00	12	1.0	75.000	0.15	2023-12-18
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.01	0.01	$0.08	0.01	0.00	0.72	0.73	5.53	5.61	0.01	$1.00	72.00	10	1.0	75.000	0.08	2023-12-16
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.01	0.01	$0.07	0.01	0.01	0.72	0.73	5.53	5.60	0.01	$1.00	72.00	9	1.0	75.000	0.07	2023-12-15
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.01	0.01	$0.11	0.02	0.30	0.72	0.73	5.53	5.64	0.01	$1.00	72.00	8	1.0	75.000	0.11	2023-12-14
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.01	0.01	$0.14	0.03	0.12	0.72	0.73	5.53	5.67	0.01	$1.00	72.00	7	1.0	74.000	0.14	2023-12-13
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$-0.18	-0.25	$-0.08	-0.01	0.14	0.72	0.54	5.53	5.45	-0.18	$-18.00	72.00	6	10.0	0.000	-0.08	2023-12-12
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.03	0.04	$-0.08	-0.01	0.00	0.72	0.75	5.53	5.45	0.03	$3.00	72.00	5	63.0	53.000	-0.08	2023-12-11
YEXT240119C00005000	YEXT	CALL	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.12; Exit EQ PnL: -0.17	$-0.12	-0.17	$-0.17	-0.03	0.14	0.72	0.60	5.53	5.36	-0.12	$-12.00	72.00	1	0.0	76.000	-0.17	2023-12-07
YEXT240119C00005000	YEXT	CALL	Long	5.00	None	$0.00	0.00	$0.00	0.00	0.00	0.72	0.72	5.53	5.53	0.00	$0.00	72.00	0	0.0	15.000	0.00	2023-12-06

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