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View Outliers PnL Drill-Down: GRFS240216C00010000

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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	GRFS240216C00010000	10.00	3137.0	295.000	1.004	0.300	0.0	1.3	0.030	0.550	1.810	0.74	8.70	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
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.54	-0.73	$-0.42	-0.05	-0.21	0.74	0.20	8.70	8.28	-0.54	$-54.00	74.00	31	14.0	4713.000	-0.42	2024-02-09
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.54	-0.73	$-0.56	-0.06	-0.06	0.74	0.20	8.70	8.14	-0.54	$-54.00	74.00	30	14.0	4713.000	-0.56	2024-02-08
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.54	-0.73	$-0.55	-0.06	0.07	0.74	0.20	8.70	8.15	-0.54	$-54.00	74.00	29	14.0	4713.000	-0.55	2024-02-07
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.54	-0.73	$-0.31	-0.04	0.05	0.74	0.20	8.70	8.39	-0.54	$-54.00	74.00	28	14.0	4713.000	-0.31	2024-02-06
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.54	-0.73	$-0.20	-0.02	-0.75	0.74	0.20	8.70	8.50	-0.54	$-54.00	74.00	27	14.0	4713.000	-0.20	2024-02-05
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.67	-0.91	$-0.52	-0.06	-0.75	0.74	0.07	8.70	8.18	-0.67	$-67.00	74.00	26	10.0	4714.000	-0.52	2024-02-04
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.67	-0.91	$-0.52	-0.06	-0.21	0.74	0.07	8.70	8.18	-0.67	$-67.00	74.00	24	10.0	4714.000	-0.52	2024-02-02
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.69	-0.93	$-0.67	-0.08	-0.11	0.74	0.05	8.70	8.03	-0.69	$-69.00	74.00	23	1.0	4714.000	-0.67	2024-02-01
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.59	-0.80	$-0.66	-0.08	-0.08	0.74	0.15	8.70	8.04	-0.59	$-59.00	74.00	22	159.0	4714.000	-0.66	2024-01-31
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.59	-0.80	$-0.45	-0.05	-0.18	0.74	0.15	8.70	8.25	-0.59	$-59.00	74.00	21	159.0	4719.000	-0.45	2024-01-30
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.68	-0.92	$-0.63	-0.07	-0.20	0.74	0.06	8.70	8.07	-0.68	$-68.00	74.00	20	6.0	4716.000	-0.63	2024-01-29
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.61	-0.82	$-0.69	-0.08	-0.14	0.74	0.13	8.70	8.01	-0.61	$-61.00	74.00	19	34.0	4716.000	-0.69	2024-01-28
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.61	-0.82	$-0.69	-0.08	-0.16	0.74	0.13	8.70	8.01	-0.61	$-61.00	74.00	18	34.0	4716.000	-0.69	2024-01-27
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.61	-0.82	$-0.69	-0.08	-0.18	0.74	0.13	8.70	8.01	-0.61	$-61.00	74.00	17	34.0	4716.000	-0.69	2024-01-26
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.64	-0.86	$-1.07	-0.12	-0.20	0.74	0.10	8.70	7.63	-0.64	$-64.00	74.00	16	13.0	4716.000	-1.07	2024-01-25
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.59	-0.80	$-1.04	-0.12	-0.10	0.74	0.15	8.70	7.66	-0.59	$-59.00	74.00	15	9.0	4718.000	-1.04	2024-01-24
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.64	-0.86	$-1.57	-0.18	0.06	0.74	0.10	8.70	7.13	-0.64	$-64.00	74.00	14	165.0	4724.000	-1.57	2024-01-23
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.64	-0.86	$-1.54	-0.18	-0.04	0.74	0.10	8.70	7.16	-0.64	$-64.00	74.00	13	165.0	4875.000	-1.54	2024-01-22
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.61	-0.82	$-1.94	-0.22	0.10	0.74	0.13	8.70	6.76	-0.61	$-61.00	74.00	10	206.0	4925.000	-1.94	2024-01-19
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.54	-0.73	$-1.95	-0.22	0.08	0.74	0.20	8.70	6.75	-0.54	$-54.00	74.00	9	42.0	4925.000	-1.95	2024-01-18
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.54	-0.73	$-1.92	-0.22	0.23	0.74	0.20	8.70	6.78	-0.54	$-54.00	74.00	8	42.0	4885.000	-1.92	2024-01-17
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.63	-0.85	$-1.44	-0.17	0.04	0.74	0.11	8.70	7.26	-0.63	$-63.00	74.00	7	1737.0	4895.000	-1.44	2024-01-16
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.63	-0.85	$-1.67	-0.19	0.05	0.74	0.11	8.70	7.03	-0.63	$-63.00	74.00	3	1737.0	5180.000	-1.67	2024-01-12
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$-0.44	-0.59	$-0.74	-0.09	-0.02	0.74	0.30	8.70	7.96	-0.44	$-44.00	74.00	2	1203.0	4106.000	-0.74	2024-01-11
GRFS240216C00010000	GRFS	CALL	Long	10.00	Exit OP PnL: $-0.19;Exit EQ PnL: 0.46; Position is Long and position continued to lose. Latest OP price is: $0.55 (EQ: $9.16). Initial OP price was: $0.74 (EQ: $8.70). Surpassed Stop Loss Percentage: -0.2567567567567567567567567568 < -0.16.	$0.11	0.15	$0.55	0.06	-0.17	0.74	0.85	8.70	9.25	0.11	$11.00	74.00	1	763.0	3427.000	0.55	2024-01-10
GRFS240216C00010000	GRFS	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.74	0.74	8.70	8.70	0.00	$0.00	74.00	0	3137.0	295.000	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