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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-01-09 | GRFS | GRFS240216C00007500 | 7.50 | 137.0 | 300.000 | 1.088 | 0.316 | 1.1 | 0.0 | 0.030 | 1.620 | 0.550 | 1.45 | 8.54 | 2024-02-16 | CALL | Long | 0.214 | 0.331 | -0.218 |
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 | GRFS | 0.818 | 0.046 | 0.396 | 0.187 | 0.229 | 0.090 | 8.05 | 0.009 | 0.0000 | 5.47 | 11.56 | 21 | 1y | 8.95 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.82 | -0.51 | $-0.42 | -0.05 | -0.11 | 1.60 | 0.78 | 8.70 | 8.28 | -0.82 | $-82.00 | 160.00 | 31 | 4.0 | 2031.000 | -0.42 | 2024-02-09 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.82 | -0.51 | $-0.56 | -0.06 | 0.08 | 1.60 | 0.78 | 8.70 | 8.14 | -0.82 | $-82.00 | 160.00 | 30 | 4.0 | 2031.000 | -0.56 | 2024-02-08 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.82 | -0.51 | $-0.55 | -0.06 | 0.13 | 1.60 | 0.78 | 8.70 | 8.15 | -0.82 | $-82.00 | 160.00 | 29 | 4.0 | 2031.000 | -0.55 | 2024-02-07 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.72 | -0.45 | $-0.31 | -0.04 | 0.25 | 1.60 | 0.88 | 8.70 | 8.39 | -0.72 | $-72.00 | 160.00 | 28 | 7.0 | 2031.000 | -0.31 | 2024-02-06 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.72 | -0.45 | $-0.20 | -0.02 | -0.80 | 1.60 | 0.88 | 8.70 | 8.50 | -0.72 | $-72.00 | 160.00 | 27 | 7.0 | 2031.000 | -0.20 | 2024-02-05 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.72 | -0.45 | $-0.52 | -0.06 | -0.80 | 1.60 | 0.88 | 8.70 | 8.18 | -0.72 | $-72.00 | 160.00 | 26 | 7.0 | 2031.000 | -0.52 | 2024-02-04 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.72 | -0.45 | $-0.52 | -0.06 | 0.06 | 1.60 | 0.88 | 8.70 | 8.18 | -0.72 | $-72.00 | 160.00 | 24 | 7.0 | 2031.000 | -0.52 | 2024-02-02 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.75 | -0.47 | $-0.67 | -0.08 | 0.08 | 1.60 | 0.85 | 8.70 | 8.03 | -0.75 | $-75.00 | 160.00 | 23 | 1.0 | 2032.000 | -0.67 | 2024-02-01 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.65 | -0.41 | $-0.66 | -0.08 | 0.28 | 1.60 | 0.95 | 8.70 | 8.04 | -0.65 | $-65.00 | 160.00 | 22 | 41.0 | 2053.000 | -0.66 | 2024-01-31 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.58 | -0.36 | $-0.45 | -0.05 | 0.18 | 1.60 | 1.02 | 8.70 | 8.25 | -0.58 | $-58.00 | 160.00 | 21 | 1.0 | 2053.000 | -0.45 | 2024-01-30 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.75 | -0.47 | $-0.63 | -0.07 | 0.08 | 1.60 | 0.85 | 8.70 | 8.07 | -0.75 | $-75.00 | 160.00 | 20 | 1.0 | 2054.000 | -0.63 | 2024-01-29 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.54 | -0.34 | $-0.69 | -0.08 | -0.07 | 1.60 | 1.06 | 8.70 | 8.01 | -0.54 | $-54.00 | 160.00 | 19 | 12.0 | 2053.000 | -0.69 | 2024-01-28 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.54 | -0.34 | $-0.69 | -0.08 | -0.08 | 1.60 | 1.06 | 8.70 | 8.01 | -0.54 | $-54.00 | 160.00 | 18 | 12.0 | 2053.000 | -0.69 | 2024-01-27 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.54 | -0.34 | $-0.69 | -0.08 | -0.28 | 1.60 | 1.06 | 8.70 | 8.01 | -0.54 | $-54.00 | 160.00 | 17 | 12.0 | 2053.000 | -0.69 | 2024-01-26 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.97 | -0.61 | $-1.07 | -0.12 | 0.07 | 1.60 | 0.63 | 8.70 | 7.63 | -0.97 | $-97.00 | 160.00 | 16 | 154.0 | 2052.000 | -1.07 | 2024-01-25 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.80 | -0.50 | $-1.04 | -0.12 | 0.06 | 1.60 | 0.80 | 8.70 | 7.66 | -0.80 | $-80.00 | 160.00 | 15 | 23.0 | 2049.000 | -1.04 | 2024-01-24 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-1.05 | -0.66 | $-1.57 | -0.18 | 0.65 | 1.60 | 0.55 | 8.70 | 7.13 | -1.05 | $-105.00 | 160.00 | 14 | 2.0 | 2043.000 | -1.57 | 2024-01-23 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-1.00 | -0.62 | $-1.54 | -0.18 | 0.14 | 1.60 | 0.60 | 8.70 | 7.16 | -1.00 | $-100.00 | 160.00 | 13 | 116.0 | 1933.000 | -1.54 | 2024-01-22 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-1.15 | -0.72 | $-1.94 | -0.22 | 0.19 | 1.60 | 0.45 | 8.70 | 6.76 | -1.15 | $-115.00 | 160.00 | 10 | 158.0 | 1804.000 | -1.94 | 2024-01-19 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-1.15 | -0.72 | $-1.95 | -0.22 | 0.14 | 1.60 | 0.45 | 8.70 | 6.75 | -1.15 | $-115.00 | 160.00 | 9 | 114.0 | 1747.000 | -1.95 | 2024-01-18 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-1.29 | -0.81 | $-1.92 | -0.22 | 0.33 | 1.60 | 0.31 | 8.70 | 6.78 | -1.29 | $-129.00 | 160.00 | 8 | 155.0 | 1757.000 | -1.92 | 2024-01-17 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.94 | -0.59 | $-1.44 | -0.17 | 0.11 | 1.60 | 0.66 | 8.70 | 7.26 | -0.94 | $-94.00 | 160.00 | 7 | 1637.0 | 1770.000 | -1.44 | 2024-01-16 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.94 | -0.59 | $-1.67 | -0.19 | 0.18 | 1.60 | 0.66 | 8.70 | 7.03 | -0.94 | $-94.00 | 160.00 | 3 | 1637.0 | 486.000 | -1.67 | 2024-01-12 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $-0.50 | -0.31 | $-0.74 | -0.09 | 0.25 | 1.60 | 1.10 | 8.70 | 7.96 | -0.50 | $-50.00 | 160.00 | 2 | 132.0 | 355.000 | -0.74 | 2024-01-11 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.50 | 0.31 | $0.55 | 0.06 | 0.12 | 1.60 | 2.10 | 8.70 | 9.25 | 0.50 | $50.00 | 160.00 | 1 | 120.0 | 427.000 | 0.55 | 2024-01-10 |
GRFS240216C00007500 | GRFS | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.60 | 1.60 | 8.70 | 8.70 | 0.00 | $0.00 | 160.00 | 0 | 184.0 | 300.000 | 0.00 | 2024-01-09 |