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View Outliers PnL Drill-Down: GRFS240419P00007000

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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
2024-03-08	GRFS	GRFS240419P00007000	7.00	6.0	21.000	1.289	0.509	0.5	0.4	-0.010	1.110	1.070	1.30	7.00	2024-04-19	PUT	Long	0.473	0.528	0.248

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
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.75	-0.58	$0.46	0.07	-0.35	1.30	0.55	7.00	6.54	-0.75	$-75.00	130.00	41	2.0	826.000	0.46	2024-04-18
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.70	-0.54	$0.42	0.06	-0.34	1.30	0.60	7.00	6.58	-0.70	$-70.00	130.00	40	4.0	826.000	0.42	2024-04-17
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.70	-0.54	$0.22	0.03	0.03	1.30	0.60	7.00	6.78	-0.70	$-70.00	130.00	39	4.0	826.000	0.22	2024-04-16
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.70	-0.54	$0.46	0.07	-0.58	1.30	0.60	7.00	6.54	-0.70	$-70.00	130.00	38	4.0	826.000	0.46	2024-04-15
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.70	-0.54	$0.44	0.06	-0.52	1.30	0.60	7.00	6.56	-0.70	$-70.00	130.00	35	4.0	826.000	0.44	2024-04-12
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.70	-0.54	$0.35	0.05	-0.54	1.30	0.60	7.00	6.65	-0.70	$-70.00	130.00	34	10.0	836.000	0.35	2024-04-11
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.80	-0.62	$0.03	0.00	-0.51	1.30	0.50	7.00	6.97	-0.80	$-80.00	130.00	33	4.0	840.000	0.03	2024-04-10
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.80	-0.62	$-0.18	-0.03	-0.40	1.30	0.50	7.00	7.18	-0.80	$-80.00	130.00	32	200.0	840.000	-0.18	2024-04-09
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.80	-0.62	$-0.29	-0.04	-0.01	1.30	0.50	7.00	7.29	-0.80	$-80.00	130.00	31	200.0	840.000	-0.29	2024-04-08
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.80	-0.62	$-0.09	-0.01	-0.33	1.30	0.50	7.00	7.09	-0.80	$-80.00	130.00	28	200.0	840.000	-0.09	2024-04-05
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.80	-0.62	$0.14	0.02	-0.42	1.30	0.50	7.00	6.86	-0.80	$-80.00	130.00	27	200.0	645.000	0.14	2024-04-04
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.60	-0.46	$0.11	0.02	-0.34	1.30	0.70	7.00	6.89	-0.60	$-60.00	130.00	26	571.0	645.000	0.11	2024-04-03
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.60	-0.46	$0.22	0.03	-0.41	1.30	0.70	7.00	6.78	-0.60	$-60.00	130.00	25	571.0	645.000	0.22	2024-04-02
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.60	-0.46	$0.32	0.05	-1.29	1.30	0.70	7.00	6.68	-0.60	$-60.00	130.00	24	571.0	645.000	0.32	2024-04-01
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.45	-0.35	$0.32	0.05	-1.29	1.30	0.85	7.00	6.68	-0.45	$-45.00	130.00	23	30.0	74.000	0.32	2024-03-31
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.45	-0.35	$0.32	0.05	-0.33	1.30	0.85	7.00	6.68	-0.45	$-45.00	130.00	22	30.0	44.000	0.32	2024-03-30
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.45	-0.35	$0.32	0.05	-0.35	1.30	0.85	7.00	6.68	-0.45	$-45.00	130.00	21	30.0	44.000	0.32	2024-03-29
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.45	-0.35	$0.32	0.05	-0.37	1.30	0.85	7.00	6.68	-0.45	$-45.00	130.00	20	30.0	44.000	0.32	2024-03-28
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.40	-0.31	$0.35	0.05	-0.41	1.30	0.90	7.00	6.65	-0.40	$-40.00	130.00	19	10.0	41.000	0.35	2024-03-27
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.35	-0.27	$0.52	0.07	-0.28	1.30	0.95	7.00	6.48	-0.35	$-35.00	130.00	18	1.0	40.000	0.52	2024-03-26
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$0.07	0.05	$0.64	0.09	-0.36	1.30	1.37	7.00	6.36	0.07	$7.00	130.00	17	4.0	40.000	0.64	2024-03-25
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$0.07	0.05	$0.78	0.11	-0.39	1.30	1.37	7.00	6.22	0.07	$7.00	130.00	14	4.0	36.000	0.78	2024-03-22
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.30	-0.23	$0.22	0.03	0.04	1.30	1.00	7.00	6.78	-0.30	$-30.00	130.00	13	4.0	36.000	0.22	2024-03-21
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.05	-0.04	$0.71	0.10	-0.39	1.30	1.25	7.00	6.29	-0.05	$-5.00	130.00	12	10.0	36.000	0.71	2024-03-20
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.05	-0.04	$0.94	0.13	-0.25	1.30	1.25	7.00	6.06	-0.05	$-5.00	130.00	11	10.0	36.000	0.94	2024-03-19
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.05	-0.04	$0.95	0.14	-0.10	1.30	1.25	7.00	6.05	-0.05	$-5.00	130.00	10	10.0	36.000	0.95	2024-03-18
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.05	-0.04	$0.87	0.12	-0.26	1.30	1.25	7.00	6.13	-0.05	$-5.00	130.00	7	10.0	36.000	0.87	2024-03-15
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.05	-0.04	$1.24	0.18	0.04	1.30	1.25	7.00	5.76	-0.05	$-5.00	130.00	6	10.0	36.000	1.24	2024-03-14
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$-0.05	-0.04	$0.66	0.09	-0.21	1.30	1.25	7.00	6.34	-0.05	$-5.00	130.00	5	10.0	26.000	0.66	2024-03-13
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$0.05	0.04	$0.71	0.10	-0.03	1.30	1.35	7.00	6.29	0.05	$5.00	130.00	4	1.0	26.000	0.71	2024-03-12
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$0.00	0.00	$0.23	0.03	0.02	1.30	1.30	7.00	6.77	0.00	$0.00	130.00	3	6.0	26.000	0.23	2024-03-11
GRFS240419P00007000	GRFS	PUT	Long	7.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$-0.00	-0.00	0.03	1.30	1.30	7.00	7.00	0.00	$0.00	130.00	2	6.0	21.000	-0.00	2024-03-10
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$0.00	0.00	$-0.00	-0.00	0.03	1.30	1.30	7.00	7.00	0.00	$0.00	130.00	1	6.0	21.000	-0.00	2024-03-09
GRFS240419P00007000	GRFS	PUT	Long	7.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.30	1.30	7.00	7.00	0.00	$0.00	130.00	0	6.0	21.000	-0.00	2024-03-08

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