EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: GRFS241115P00009000

View in yFinance: GRFS

Toggle Display on View Outlier PnL Page
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
2024-08-22	GRFS	GRFS241115P00009000	9.00	21.0	230.000	1.293	0.366	0.6	0.6	-0.010	2.000	2.060	1.55	8.85	2024-11-15	PUT	Long	0.286	0.320	0.154

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
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.82	-0.53	$-0.70	-0.08	-0.46	1.55	0.73	8.85	9.55	-0.82	$-82.00	155.00	84	1.0	285.000	-0.70	2024-11-14
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.82	-0.53	$-0.24	-0.03	0.07	1.55	0.73	8.85	9.09	-0.82	$-82.00	155.00	83	1.0	285.000	-0.24	2024-11-13
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.82	-0.53	$-0.25	-0.03	1.76	1.55	0.73	8.85	9.10	-0.82	$-82.00	155.00	82	1.0	286.000	-0.25	2024-11-12
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-1.20	-0.77	$-0.47	-0.05	0.22	1.55	0.35	8.85	9.32	-1.20	$-120.00	155.00	81	3.0	283.000	-0.47	2024-11-11
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-1.25	-0.81	$-0.64	-0.07	0.23	1.55	0.30	8.85	9.49	-1.25	$-125.00	155.00	80	2.0	281.000	-0.64	2024-11-10
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-1.25	-0.81	$-0.64	-0.07	0.12	1.55	0.30	8.85	9.49	-1.25	$-125.00	155.00	79	2.0	281.000	-0.64	2024-11-09
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-1.25	-0.81	$-0.94	-0.11	-0.28	1.55	0.30	8.85	9.79	-1.25	$-125.00	155.00	78	2.0	281.000	-0.94	2024-11-08
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-1.25	-0.81	$-0.65	-0.07	-0.23	1.55	0.30	8.85	9.50	-1.25	$-125.00	155.00	77	2.0	281.000	-0.65	2024-11-07
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.94	-0.61	$-0.20	-0.02	0.14	1.55	0.61	8.85	9.05	-0.94	$-94.00	155.00	76	4.0	281.000	-0.20	2024-11-06
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.94	-0.61	$-0.44	-0.05	1.08	1.55	0.61	8.85	9.29	-0.94	$-94.00	155.00	75	4.0	277.000	-0.44	2024-11-05
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.49	-0.32	$0.05	0.01	-0.37	1.55	1.06	8.85	8.80	-0.49	$-49.00	155.00	74	1.0	277.000	0.05	2024-11-04
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.49	-0.32	$0.01	0.00	-0.23	1.55	1.06	8.85	8.84	-0.49	$-49.00	155.00	71	1.0	277.000	0.01	2024-11-01
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.49	-0.32	$0.16	0.02	-0.40	1.55	1.06	8.85	8.69	-0.49	$-49.00	155.00	70	1.0	277.000	0.16	2024-10-31
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.49	-0.32	$0.08	0.01	-0.27	1.55	1.06	8.85	8.77	-0.49	$-49.00	155.00	69	1.0	276.000	0.08	2024-10-30
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.19	-0.12	$0.65	0.07	0.24	1.55	1.36	8.85	8.20	-0.19	$-19.00	155.00	68	13.0	276.000	0.65	2024-10-29
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.19	-0.12	$0.51	0.06	0.09	1.55	1.36	8.85	8.34	-0.19	$-19.00	155.00	67	10.0	276.000	0.51	2024-10-28
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.12	0.01	-0.44	1.55	0.95	8.85	8.73	-0.60	$-60.00	155.00	66	10.0	276.000	0.12	2024-10-27
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.12	0.01	-0.46	1.55	0.95	8.85	8.73	-0.60	$-60.00	155.00	65	10.0	276.000	0.12	2024-10-26
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.01	-0.00	-0.23	1.55	0.95	8.85	8.86	-0.60	$-60.00	155.00	63	10.0	276.000	-0.01	2024-10-24
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.02	0.00	-0.32	1.55	0.95	8.85	8.83	-0.60	$-60.00	155.00	62	10.0	276.000	0.02	2024-10-23
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.03	0.00	-0.41	1.55	0.95	8.85	8.82	-0.60	$-60.00	155.00	61	10.0	276.000	0.03	2024-10-22
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.28	0.03	-0.20	1.55	0.95	8.85	8.57	-0.60	$-60.00	155.00	60	10.0	276.000	0.28	2024-10-21
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.20	0.02	-0.51	1.55	0.95	8.85	8.65	-0.60	$-60.00	155.00	58	10.0	276.000	0.20	2024-10-19
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.38	0.04	-0.50	1.55	0.95	8.85	8.47	-0.60	$-60.00	155.00	57	10.0	276.000	0.38	2024-10-18
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.33	0.04	-0.62	1.55	0.95	8.85	8.52	-0.60	$-60.00	155.00	55	10.0	276.000	0.33	2024-10-16
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.27	0.03	-0.76	1.55	0.95	8.85	8.58	-0.60	$-60.00	155.00	53	10.0	276.000	0.27	2024-10-14
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.26	0.03	-0.56	1.55	0.95	8.85	8.59	-0.60	$-60.00	155.00	50	10.0	276.000	0.26	2024-10-11
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.22	0.02	-0.55	1.55	0.95	8.85	8.63	-0.60	$-60.00	155.00	49	10.0	276.000	0.22	2024-10-10
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.19	0.02	-0.55	1.55	0.95	8.85	8.66	-0.60	$-60.00	155.00	48	10.0	276.000	0.19	2024-10-09
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.03	-0.00	-0.50	1.55	0.95	8.85	8.88	-0.60	$-60.00	155.00	46	10.0	276.000	-0.03	2024-10-07
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.07	-0.01	-1.29	1.55	0.95	8.85	8.92	-0.60	$-60.00	155.00	45	10.0	0.000	-0.07	2024-10-06
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.07	-0.01	-0.56	1.55	0.95	8.85	8.92	-0.60	$-60.00	155.00	44	10.0	286.000	-0.07	2024-10-05
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.07	-0.01	-0.55	1.55	0.95	8.85	8.92	-0.60	$-60.00	155.00	43	10.0	286.000	-0.07	2024-10-04
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.55	-0.35	$-0.10	-0.01	-0.51	1.55	1.00	8.85	8.95	-0.55	$-55.00	155.00	42	1.0	286.000	-0.10	2024-10-03
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.55	-0.35	$0.01	0.00	-0.23	1.55	1.00	8.85	8.84	-0.55	$-55.00	155.00	41	1.0	286.000	0.01	2024-10-02
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.55	-0.35	$0.02	0.00	-0.51	1.55	1.00	8.85	8.83	-0.55	$-55.00	155.00	40	1.0	285.000	0.02	2024-10-01
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.58	-0.37	$-0.03	-0.00	-0.52	1.55	0.97	8.85	8.88	-0.58	$-58.00	155.00	39	2.0	285.000	-0.03	2024-09-30
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.58	-0.37	$-0.10	-0.01	-1.29	1.55	0.97	8.85	8.95	-0.58	$-58.00	155.00	38	2.0	285.000	-0.10	2024-09-29
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.58	-0.37	$-0.10	-0.01	-0.53	1.55	0.97	8.85	8.95	-0.58	$-58.00	155.00	37	2.0	285.000	-0.10	2024-09-28
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.58	-0.37	$-0.10	-0.01	-0.54	1.55	0.97	8.85	8.95	-0.58	$-58.00	155.00	36	2.0	285.000	-0.10	2024-09-27
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.58	-0.37	$0.06	0.01	-0.52	1.55	0.97	8.85	8.79	-0.58	$-58.00	155.00	35	2.0	283.000	0.06	2024-09-26
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.65	-0.42	$0.19	0.02	-0.60	1.55	0.90	8.85	8.66	-0.65	$-65.00	155.00	34	10.0	283.000	0.19	2024-09-25
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.65	-0.42	$0.15	0.02	-0.61	1.55	0.90	8.85	8.70	-0.65	$-65.00	155.00	33	10.0	283.000	0.15	2024-09-24
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.65	-0.42	$0.05	0.01	-0.62	1.55	0.90	8.85	8.80	-0.65	$-65.00	155.00	32	10.0	283.000	0.05	2024-09-23
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.65	-0.42	$-0.10	-0.01	-1.29	1.55	0.90	8.85	8.95	-0.65	$-65.00	155.00	31	10.0	0.000	-0.10	2024-09-22
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.65	-0.42	$-0.10	-0.01	-0.66	1.55	0.90	8.85	8.95	-0.65	$-65.00	155.00	29	10.0	283.000	-0.10	2024-09-20
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.65	-0.42	$-0.23	-0.03	-0.60	1.55	0.90	8.85	9.08	-0.65	$-65.00	155.00	28	10.0	273.000	-0.23	2024-09-19
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$0.11	0.01	-0.61	1.55	0.95	8.85	8.74	-0.60	$-60.00	155.00	27	10.0	273.000	0.11	2024-09-18
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.09	-0.01	-0.64	1.55	0.95	8.85	8.94	-0.60	$-60.00	155.00	26	10.0	273.000	-0.09	2024-09-17
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.39	-0.04	-0.61	1.55	0.95	8.85	9.24	-0.60	$-60.00	155.00	25	10.0	273.000	-0.39	2024-09-16
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.41	-0.05	-0.59	1.55	0.95	8.85	9.26	-0.60	$-60.00	155.00	23	10.0	273.000	-0.41	2024-09-14
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.41	-0.05	-0.59	1.55	0.95	8.85	9.26	-0.60	$-60.00	155.00	22	10.0	273.000	-0.41	2024-09-13
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.26	-0.03	-0.68	1.55	0.95	8.85	9.11	-0.60	$-60.00	155.00	21	10.0	273.000	-0.26	2024-09-12
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$-0.36	-0.04	-0.58	1.55	0.85	8.85	9.21	-0.70	$-70.00	155.00	20	13.0	263.000	-0.36	2024-09-11
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$0.44	0.05	-0.65	1.55	0.85	8.85	8.41	-0.70	$-70.00	155.00	19	13.0	263.000	0.44	2024-09-10
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$0.28	0.03	-0.63	1.55	0.85	8.85	8.57	-0.70	$-70.00	155.00	18	13.0	263.000	0.28	2024-09-09
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$0.36	0.04	-0.44	1.55	0.85	8.85	8.49	-0.70	$-70.00	155.00	17	13.0	263.000	0.36	2024-09-08
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$0.36	0.04	-0.49	1.55	0.85	8.85	8.49	-0.70	$-70.00	155.00	15	13.0	263.000	0.36	2024-09-06
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$-0.03	-0.00	-0.73	1.55	0.85	8.85	8.88	-0.70	$-70.00	155.00	14	13.0	263.000	-0.03	2024-09-05
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$-0.45	-0.05	-0.43	1.55	0.85	8.85	9.30	-0.70	$-70.00	155.00	13	13.0	263.000	-0.45	2024-09-04
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$-0.49	-0.06	-0.70	1.55	0.85	8.85	9.34	-0.70	$-70.00	155.00	9	13.0	252.000	-0.49	2024-08-31
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.70	-0.45	$-0.49	-0.06	-0.33	1.55	0.85	8.85	9.34	-0.70	$-70.00	155.00	8	13.0	252.000	-0.49	2024-08-30
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.65	-0.42	$-0.25	-0.03	-0.76	1.55	0.90	8.85	9.10	-0.65	$-65.00	155.00	7	30.0	243.000	-0.25	2024-08-29
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.60	-0.39	$-0.15	-0.02	-0.74	1.55	0.95	8.85	9.00	-0.60	$-60.00	155.00	6	13.0	230.000	-0.15	2024-08-28
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.40	-0.26	$0.12	0.01	-1.29	1.55	1.15	8.85	8.73	-0.40	$-40.00	155.00	5	5.0	230.000	0.12	2024-08-27
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$-0.40	-0.26	$0.24	0.03	-0.60	1.55	1.15	8.85	8.61	-0.40	$-40.00	155.00	4	5.0	230.000	0.24	2024-08-26
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$0.00	0.00	$0.27	0.03	-0.04	1.55	1.55	8.85	8.58	0.00	$0.00	155.00	3	21.0	230.000	0.27	2024-08-25
GRFS241115P00009000	GRFS	PUT	Long	9.00	OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position.	$0.00	0.00	$0.27	0.03	-0.05	1.55	1.55	8.85	8.58	0.00	$0.00	155.00	2	21.0	230.000	0.27	2024-08-24
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$0.00	0.00	$0.27	0.03	-0.06	1.55	1.55	8.85	8.58	0.00	$0.00	155.00	1	21.0	230.000	0.27	2024-08-23
GRFS241115P00009000	GRFS	PUT	Long	9.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.55	1.55	8.85	8.85	0.00	$0.00	155.00	0	21.0	230.000	-0.00	2024-08-22

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