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View Outliers PnL Drill-Down: GRFS240216C00007500

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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
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

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 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

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
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

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