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View Outliers PnL Drill-Down: GRFS240419C00010000

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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
2024-02-29	GRFS	GRFS240419C00010000	10.00	530.0	11.000	1.068	0.446	0.0	2.5	0.010	0.370	2.800	0.40	7.51	2024-04-19	CALL	Long	0.392	0.449	-0.196

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
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.97	-0.13	5.29	0.40	0.05	7.51	6.54	-0.35	$-35.00	40.00	49	38.0	574.000	-0.97	2024-04-18
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.93	-0.12	4.07	0.40	0.05	7.51	6.58	-0.35	$-35.00	40.00	48	38.0	574.000	-0.93	2024-04-17
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.73	-0.10	1.51	0.40	0.05	7.51	6.78	-0.35	$-35.00	40.00	47	38.0	574.000	-0.73	2024-04-16
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.97	-0.13	2.96	0.40	0.05	7.51	6.54	-0.35	$-35.00	40.00	46	38.0	574.000	-0.97	2024-04-15
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.95	-0.13	2.10	0.40	0.05	7.51	6.56	-0.35	$-35.00	40.00	43	38.0	574.000	-0.95	2024-04-12
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.86	-0.11	1.85	0.40	0.05	7.51	6.65	-0.35	$-35.00	40.00	42	38.0	574.000	-0.86	2024-04-11
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.54	-0.07	1.47	0.40	0.05	7.51	6.97	-0.35	$-35.00	40.00	41	38.0	574.000	-0.54	2024-04-10
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.33	-0.04	1.22	0.40	0.05	7.51	7.18	-0.35	$-35.00	40.00	40	38.0	574.000	-0.33	2024-04-09
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.22	-0.03	1.05	0.40	0.05	7.51	7.29	-0.35	$-35.00	40.00	39	38.0	574.000	-0.22	2024-04-08
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.42	-0.06	-0.57	0.40	0.05	7.51	7.09	-0.35	$-35.00	40.00	36	38.0	574.000	-0.42	2024-04-05
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.65	-0.09	1.00	0.40	0.05	7.51	6.86	-0.35	$-35.00	40.00	35	38.0	574.000	-0.65	2024-04-04
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.35	-0.88	$-0.62	-0.08	0.53	0.40	0.05	7.51	6.89	-0.35	$-35.00	40.00	34	38.0	538.000	-0.62	2024-04-03
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.73	-0.10	0.92	0.40	0.35	7.51	6.78	-0.05	$-5.00	40.00	33	2.0	538.000	-0.73	2024-04-02
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.83	-0.11	0.98	0.40	0.35	7.51	6.68	-0.05	$-5.00	40.00	32	2.0	538.000	-0.83	2024-04-01
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.83	-0.11	-0.57	0.40	0.35	7.51	6.68	-0.05	$-5.00	40.00	31	2.0	538.000	-0.83	2024-03-31
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.83	-0.11	-0.00	0.40	0.35	7.51	6.68	-0.05	$-5.00	40.00	30	2.0	538.000	-0.83	2024-03-30
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.83	-0.11	-0.03	0.40	0.35	7.51	6.68	-0.05	$-5.00	40.00	29	2.0	538.000	-0.83	2024-03-29
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.83	-0.11	-0.18	0.40	0.35	7.51	6.68	-0.05	$-5.00	40.00	28	2.0	538.000	-0.83	2024-03-28
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.86	-0.11	-0.07	0.40	0.35	7.51	6.65	-0.05	$-5.00	40.00	27	2.0	538.000	-0.86	2024-03-27
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.03	-0.14	-0.04	0.40	0.35	7.51	6.48	-0.05	$-5.00	40.00	26	2.0	538.000	-1.03	2024-03-26
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.15	-0.15	-0.02	0.40	0.35	7.51	6.36	-0.05	$-5.00	40.00	25	2.0	538.000	-1.15	2024-03-25
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.29	-0.17	-0.03	0.40	0.35	7.51	6.22	-0.05	$-5.00	40.00	22	2.0	538.000	-1.29	2024-03-22
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.73	-0.10	0.06	0.40	0.35	7.51	6.78	-0.05	$-5.00	40.00	21	2.0	538.000	-0.73	2024-03-21
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.22	-0.16	0.66	0.40	0.35	7.51	6.29	-0.05	$-5.00	40.00	20	2.0	538.000	-1.22	2024-03-20
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.45	-0.19	-0.04	0.40	0.35	7.51	6.06	-0.05	$-5.00	40.00	19	2.0	538.000	-1.45	2024-03-19
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.46	-0.19	1.29	0.40	0.35	7.51	6.05	-0.05	$-5.00	40.00	18	2.0	538.000	-1.46	2024-03-18
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.38	-0.18	0.23	0.40	0.35	7.51	6.13	-0.05	$-5.00	40.00	15	2.0	538.000	-1.38	2024-03-15
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.75	-0.23	1.16	0.40	0.35	7.51	5.76	-0.05	$-5.00	40.00	14	2.0	538.000	-1.75	2024-03-14
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.17	-0.16	0.03	0.40	0.35	7.51	6.34	-0.05	$-5.00	40.00	13	2.0	538.000	-1.17	2024-03-13
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-1.22	-0.16	0.07	0.40	0.35	7.51	6.29	-0.05	$-5.00	40.00	12	2.0	538.000	-1.22	2024-03-12
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.74	-0.10	0.16	0.40	0.35	7.51	6.77	-0.05	$-5.00	40.00	11	2.0	538.000	-0.74	2024-03-11
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.05	-0.12	$-0.51	-0.07	0.12	0.40	0.35	7.51	7.00	-0.05	$-5.00	40.00	8	2.0	537.000	-0.51	2024-03-08
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.30	-0.75	$-1.90	-0.25	0.32	0.40	0.10	7.51	5.61	-0.30	$-30.00	40.00	7	10.0	527.000	-1.90	2024-03-07
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.15	-0.38	$-2.04	-0.27	2.69	0.40	0.25	7.51	5.47	-0.15	$-15.00	40.00	6	25.0	527.000	-2.04	2024-03-06
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.15	-0.38	$-1.21	-0.16	-0.02	0.40	0.25	7.51	6.30	-0.15	$-15.00	40.00	5	25.0	527.000	-1.21	2024-03-05
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.15	-0.38	$-0.88	-0.12	-0.82	0.40	0.25	7.51	6.63	-0.15	$-15.00	40.00	4	25.0	0.000	-0.88	2024-03-04
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.15	-0.38	$-0.45	-0.06	-0.06	0.40	0.25	7.51	7.06	-0.15	$-15.00	40.00	3	25.0	527.000	-0.45	2024-03-03
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$-0.15	-0.38	$-0.45	-0.06	-0.06	0.40	0.25	7.51	7.06	-0.15	$-15.00	40.00	2	25.0	527.000	-0.45	2024-03-02
GRFS240419C00010000	GRFS	CALL	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.64	$-0.15	-0.38	$-0.38	-0.05	-0.10	0.40	0.25	7.51	7.13	-0.15	$-15.00	40.00	1	25.0	527.000	-0.38	2024-03-01
GRFS240419C00010000	GRFS	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	0.40	0.40	7.51	7.51	0.00	$0.00	40.00	0	530.0	11.000	0.00	2024-02-29

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