EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: Z241220P00072500

View in yFinance: Z

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
2024-11-07	Z	Z241220P00072500	72.50	187.0	102.000	0.450	0.272	2.8	2.3	-0.020	4.440	3.940	4.03	72.63	2024-12-20	PUT	Long	0.196	0.289	0.238

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	Z	0.909	0.085	0.247	0.137	0.085	-0.162	80.77	-0.081	0.0000	39.21	85.45	21	1y	64.99

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
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.92	-0.97	$-2.06	-0.03	-0.09	4.03	0.11	72.63	74.69	-3.92	$-392.00	403.00	42	482.0	733.000	-2.06	2024-12-19
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.84	-0.95	$-2.84	-0.04	-0.01	4.03	0.19	72.63	75.47	-3.84	$-384.00	403.00	41	115.0	671.000	-2.84	2024-12-18
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.97	-0.99	$-8.14	-0.11	0.20	4.03	0.06	72.63	80.77	-3.97	$-397.00	403.00	40	2.0	673.000	-8.14	2024-12-17
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.61	-0.90	$-9.01	-0.12	0.19	4.03	0.42	72.63	81.64	-3.61	$-361.00	403.00	39	2.0	673.000	-9.01	2024-12-16
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.90	-0.97	$-7.30	-0.10	0.02	4.03	0.13	72.63	79.93	-3.90	$-390.00	403.00	36	2.0	671.000	-7.30	2024-12-13
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.90	-0.97	$-7.70	-0.11	-0.01	4.03	0.13	72.63	80.33	-3.90	$-390.00	403.00	35	2.0	671.000	-7.70	2024-12-12
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.74	-0.93	$-9.24	-0.13	0.06	4.03	0.29	72.63	81.87	-3.74	$-374.00	403.00	34	1.0	671.000	-9.24	2024-12-11
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.86	-0.96	$-9.39	-0.13	0.02	4.03	0.17	72.63	82.02	-3.86	$-386.00	403.00	33	2.0	671.000	-9.39	2024-12-10
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.86	-0.96	$-9.41	-0.13	0.03	4.03	0.17	72.63	82.04	-3.86	$-386.00	403.00	32	2.0	671.000	-9.41	2024-12-09
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.86	-0.96	$-9.59	-0.13	0.22	4.03	0.17	72.63	82.22	-3.86	$-386.00	403.00	31	2.0	671.000	-9.59	2024-12-08
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.86	-0.96	$-9.59	-0.13	-0.04	4.03	0.17	72.63	82.22	-3.86	$-386.00	403.00	29	2.0	671.000	-9.59	2024-12-06
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.86	-0.96	$-8.67	-0.12	-0.05	4.03	0.17	72.63	81.30	-3.86	$-386.00	403.00	28	2.0	673.000	-8.67	2024-12-05
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.83	-0.95	$-9.86	-0.14	-0.02	4.03	0.20	72.63	82.49	-3.83	$-383.00	403.00	27	138.0	673.000	-9.86	2024-12-04
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.83	-0.95	$-11.34	-0.16	-0.01	4.03	0.20	72.63	83.97	-3.83	$-383.00	403.00	26	138.0	730.000	-11.34	2024-12-03
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.77	-0.94	$-11.07	-0.15	-0.02	4.03	0.26	72.63	83.70	-3.77	$-377.00	403.00	25	4.0	730.000	-11.07	2024-12-02
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.77	-0.94	$-12.08	-0.17	-0.32	4.03	0.26	72.63	84.71	-3.77	$-377.00	403.00	24	4.0	0.000	-12.08	2024-12-01
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.77	-0.94	$-12.08	-0.17	0.01	4.03	0.26	72.63	84.71	-3.77	$-377.00	403.00	23	4.0	0.000	-12.08	2024-11-30
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.78	-0.94	$-12.82	-0.18	0.04	4.03	0.25	72.63	85.45	-3.78	$-378.00	403.00	21	3.0	733.000	-12.82	2024-11-28
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.75	-0.93	$-12.50	-0.17	0.01	4.03	0.28	72.63	85.13	-3.75	$-375.00	403.00	20	7.0	733.000	-12.50	2024-11-27
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.75	-0.93	$-12.22	-0.17	-0.02	4.03	0.28	72.63	84.85	-3.75	$-375.00	403.00	19	7.0	734.000	-12.22	2024-11-26
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.60	-0.89	$-11.71	-0.16	-0.00	4.03	0.43	72.63	84.34	-3.60	$-360.00	403.00	18	3.0	735.000	-11.71	2024-11-25
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.48	-0.86	$-11.14	-0.15	0.02	4.03	0.55	72.63	83.77	-3.48	$-348.00	403.00	17	11.0	736.000	-11.14	2024-11-24
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.48	-0.86	$-11.14	-0.15	0.00	4.03	0.55	72.63	83.77	-3.48	$-348.00	403.00	16	11.0	736.000	-11.14	2024-11-23
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.48	-0.86	$-11.14	-0.15	0.00	4.03	0.55	72.63	83.77	-3.48	$-348.00	403.00	15	11.0	736.000	-11.14	2024-11-22
Z241220P00072500	Z	PUT	Long	72.50	None	$-3.18	-0.79	$-9.52	-0.13	0.00	4.03	0.85	72.63	82.15	-3.18	$-318.00	403.00	14	10.0	742.000	-9.52	2024-11-21
Z241220P00072500	Z	PUT	Long	72.50	None	$-2.35	-0.58	$-5.25	-0.07	-0.01	4.03	1.68	72.63	77.88	-2.35	$-235.00	403.00	13	2.0	742.000	-5.25	2024-11-20
Z241220P00072500	Z	PUT	Long	72.50	None	$-1.89	-0.47	$-2.62	-0.04	-0.05	4.03	2.14	72.63	75.25	-1.89	$-189.00	403.00	12	17.0	725.000	-2.62	2024-11-19
Z241220P00072500	Z	PUT	Long	72.50	None	$-1.08	-0.27	$-0.69	-0.01	-0.07	4.03	2.95	72.63	73.32	-1.08	$-108.00	403.00	11	18.0	709.000	-0.69	2024-11-18
Z241220P00072500	Z	PUT	Long	72.50	None	$-0.73	-0.18	$-0.41	-0.01	-0.03	4.03	3.30	72.63	73.04	-0.73	$-73.00	403.00	10	243.0	513.000	-0.41	2024-11-17
Z241220P00072500	Z	PUT	Long	72.50	None	$-0.73	-0.18	$-0.41	-0.01	-0.04	4.03	3.30	72.63	73.04	-0.73	$-73.00	403.00	9	243.0	513.000	-0.41	2024-11-16
Z241220P00072500	Z	PUT	Long	72.50	None	$-0.73	-0.18	$-0.41	-0.01	-0.04	4.03	3.30	72.63	73.04	-0.73	$-73.00	403.00	8	241.0	513.000	-0.41	2024-11-15
Z241220P00072500	Z	PUT	Long	72.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.34	-0.33	$-1.68	-0.02	-0.05	4.03	2.69	72.63	74.31	-1.34	$-134.00	403.00	7	1.0	512.000	-1.68	2024-11-14
Z241220P00072500	Z	PUT	Long	72.50	None	$-1.03	-0.26	$-2.04	-0.03	-0.05	4.03	3.00	72.63	74.67	-1.03	$-103.00	403.00	6	3.0	509.000	-2.04	2024-11-13
Z241220P00072500	Z	PUT	Long	72.50	None	$-0.98	-0.24	$-1.72	-0.02	-0.04	4.03	3.05	72.63	74.35	-0.98	$-98.00	403.00	5	151.0	412.000	-1.72	2024-11-12
Z241220P00072500	Z	PUT	Long	72.50	None	$-1.31	-0.33	$-3.16	-0.04	-0.03	4.03	2.72	72.63	75.79	-1.31	$-131.00	403.00	4	12.0	403.000	-3.16	2024-11-11
Z241220P00072500	Z	PUT	Long	72.50	None	$-0.83	-0.21	$-1.26	-0.02	-0.06	4.03	3.20	72.63	73.89	-0.83	$-83.00	403.00	3	224.0	213.000	-1.26	2024-11-10
Z241220P00072500	Z	PUT	Long	72.50	None	$-0.83	-0.21	$-1.26	-0.02	-0.06	4.03	3.20	72.63	73.89	-0.83	$-83.00	403.00	2	224.0	213.000	-1.26	2024-11-09
Z241220P00072500	Z	PUT	Long	72.50	None	$-0.83	-0.21	$-1.63	-0.02	-0.05	4.03	3.20	72.63	74.26	-0.83	$-83.00	403.00	1	166.0	213.000	-1.63	2024-11-08
Z241220P00072500	Z	PUT	Long	72.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	4.03	4.03	72.63	72.63	0.00	$0.00	403.00	0	187.0	102.000	-0.00	2024-11-07

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