Untitled

mail@pastecode.io avatar
unknown
json
11 days ago
9.9 kB
2
Indexable
Never
{
  "payoff_levels": [
    0,
    2400,
    4800,
    7200,
    9600,
    12000,
    12200,
    12400,
    12600,
    12800,
    13000,
    13200,
    13400,
    13600,
    13800,
    14000,
    14200,
    14400,
    14600,
    14800,
    15000,
    15200,
    15400,
    15600,
    15800,
    16000,
    16100,
    16200,
    16300,
    16400,
    16500,
    16600,
    16700,
    16800,
    16900,
    17000,
    17200,
    17400,
    17600,
    17800,
    18000,
    18100,
    18200,
    18300,
    18400,
    18500,
    18600,
    18700,
    18800,
    18900,
    19000,
    19100,
    19200,
    19300,
    19400,
    19500,
    19600,
    19700,
    19800,
    19900,
    20000,
    20030,
    20060,
    20090,
    20120,
    20150,
    20160,
    20170,
    20180,
    20190,
    20200,
    20210,
    20220,
    20230,
    20240,
    20250,
    20260,
    20270,
    20280,
    20290,
    20300,
    20310,
    20320,
    20330,
    20340,
    20350,
    20360,
    20370,
    20380,
    20390,
    20400,
    20410,
    20420,
    20430,
    20440,
    20450,
    20460,
    20470,
    20480,
    20490,
    20500,
    20510,
    20520,
    20530,
    20540,
    20550,
    20560,
    20570,
    20580,
    20590,
    20600,
    20610,
    20620,
    20630,
    20640,
    20650,
    20660,
    20670,
    20680,
    20690,
    20700,
    20710,
    20720,
    20730,
    20740,
    20750,
    20760,
    20770,
    20780,
    20790,
    20800,
    20810,
    20820,
    20830,
    20840,
    20850,
    20860,
    20870,
    20880,
    20890,
    20900,
    20910,
    20920,
    20930,
    20940,
    20950,
    20960,
    20970,
    20980,
    20990,
    21000,
    21010,
    21020,
    21030,
    21040,
    21050,
    21060,
    21070,
    21080,
    21090,
    21100,
    21110,
    21120,
    21130,
    21140,
    21150,
    21160,
    21170,
    21180,
    21190,
    21200,
    21210,
    21220,
    21230,
    21240,
    21250,
    21260,
    21270,
    21280,
    21290,
    21300,
    21310,
    21320,
    21330,
    21340,
    21350,
    21360,
    21370,
    21380,
    21390,
    21400,
    21410,
    21420,
    21430,
    21440,
    21450,
    21460,
    21470,
    21480,
    21490,
    21500,
    21510,
    21520,
    21530,
    21540,
    21550,
    21560,
    21570,
    21580,
    21590,
    21600,
    21610,
    21620,
    21630,
    21640,
    21650,
    21660,
    21670,
    21680,
    21690,
    21700,
    21710,
    21720,
    21730,
    21740,
    21750,
    21760,
    21770,
    21780,
    21790,
    21800,
    21810,
    21820,
    21830,
    21840,
    21850,
    21860,
    21870,
    21880,
    21890,
    21900,
    21910,
    21920,
    21930,
    21940,
    21950,
    21960,
    21970,
    21980,
    21990,
    22000,
    22010,
    22020,
    22030,
    22040,
    22050,
    22060,
    22070,
    22080,
    22090,
    22100,
    22110,
    22120,
    22130,
    22140,
    22150,
    22160,
    22170,
    22180,
    22190,
    22200,
    22210,
    22220,
    22230,
    22240,
    22250,
    22260,
    22270,
    22280,
    22290,
    22300,
    22310,
    22320,
    22330,
    22340,
    22350,
    22360,
    22370,
    22380,
    22390,
    22400,
    22410,
    22420,
    22430,
    22440,
    22450,
    22460,
    22470,
    22480,
    22490,
    22500,
    22510,
    22520,
    22530,
    22540,
    22550,
    22560,
    22570,
    22580,
    22590,
    22600,
    22610,
    22620,
    22630,
    22640,
    22650,
    22660,
    22670,
    22680,
    22690,
    22700,
    22710,
    22720,
    22730,
    22740,
    22750,
    22760,
    22770,
    22780,
    22790,
    22800,
    22810,
    22820,
    22830,
    22840,
    22850,
    22860,
    22870,
    22880,
    22890,
    22900,
    22910,
    22920,
    22930,
    22940,
    22950,
    22960,
    22970,
    22980,
    22990,
    23000,
    23010,
    23020,
    23030,
    23040,
    23050,
    23060,
    23070,
    23080,
    23090,
    23100,
    23110,
    23120,
    23130,
    23140,
    23150,
    23160,
    23170,
    23180,
    23190,
    23200,
    23210,
    23220,
    23230,
    23240,
    23250,
    23260,
    23270,
    23280,
    23290,
    23300,
    23310,
    23320,
    23330,
    23340,
    23350,
    23360,
    23370,
    23380,
    23390,
    23400,
    23410,
    23420,
    23430,
    23440,
    23450,
    23460,
    23470,
    23480,
    23490,
    23500,
    23510,
    23520,
    23530,
    23540,
    23550,
    23560,
    23570,
    23580,
    23590,
    23600,
    23610,
    23620,
    23630,
    23640,
    23650,
    23660,
    23670,
    23680,
    23690,
    23700,
    23710,
    23720,
    23730,
    23740,
    23750,
    23760,
    23770,
    23780,
    23790,
    23800,
    23810,
    23820,
    23830,
    23840,
    23850,
    23860,
    23870,
    23880,
    23890,
    23900,
    23910,
    23920,
    23930,
    23940,
    23950,
    23960,
    23970,
    23980,
    23990,
    24000,
    24010,
    24020,
    24030,
    24040,
    24050,
    24060,
    24070,
    24080,
    24090,
    24100,
    24110,
    24120,
    24130,
    24140,
    24150,
    24160,
    24170,
    24180,
    24190,
    24200,
    24210,
    24220,
    24230,
    24240,
    24250,
    24260,
    24270,
    24280,
    24290,
    24300,
    24310,
    24320,
    24330,
    24340,
    24350,
    24360,
    24370,
    24380,
    24390,
    24400,
    24410,
    24420,
    24430,
    24440,
    24450,
    24460,
    24470,
    24480,
    24490,
    24500,
    24510,
    24520,
    24530,
    24540,
    24550,
    24560,
    24570,
    24580,
    24590,
    24600,
    24610,
    24620,
    24630,
    24640,
    24650,
    24660,
    24670,
    24680,
    24690,
    24700,
    24710,
    24720,
    24730,
    24740,
    24750,
    24760,
    24770,
    24780,
    24790,
    24800,
    24810,
    24820,
    24830,
    24840,
    24850,
    24860,
    24870,
    24880,
    24890,
    24900,
    24910,
    24920,
    24930,
    24940,
    24950,
    24960,
    24970,
    24980,
    24990,
    25000,
    25010,
    25020,
    25030,
    25040,
    25050,
    25060,
    25070,
    25080,
    25090,
    25100,
    25110,
    25120,
    25130,
    25140,
    25150,
    25160,
    25170,
    25180,
    25190,
    25200,
    25210,
    25220,
    25230,
    25240,
    25250,
    25260,
    25270,
    25280,
    25290,
    25300,
    25310,
    25320,
    25330,
    25340,
    25350,
    25360,
    25370,
    25380,
    25390,
    25400,
    25410,
    25420,
    25430,
    25440,
    25450,
    25460,
    25470,
    25480,
    25490,
    25500,
    25510,
    25520,
    25530,
    25540,
    25550,
    25560,
    25570,
    25580,
    25590,
    25600,
    25610,
    25620,
    25630,
    25640,
    25650,
    25660,
    25670,
    25680,
    25690,
    25700,
    25710,
    25720,
    25730,
    25740,
    25750,
    25760,
    25770,
    25780,
    25790,
    25800,
    25810,
    25820,
    25830,
    25840,
    25850,
    25860,
    25870,
    25880,
    25890,
    25900,
    25910,
    25920,
    25930,
    25940,
    25950,
    25960,
    25970,
    25980,
    25990,
    26000,
    26010,
    26020,
    26030,
    26040,
    26050,
    26060,
    26070,
    26080,
    26090,
    26100,
    26110,
    26120,
    26130,
    26140,
    26150,
    26160,
    26170,
    26180,
    26190,
    26200,
    26360,
    26520,
    26680,
    26840,
    27000,
    27200,
    27400,
    27600,
    27800,
    28000,
    28200,
    28400,
    28600,
    28800,
    29000,
    81200,
    133400,
    185600,
    237800,
    290000
  ],
  "strike_difference": 1000,
  "input_flags": {
    "enable_trade_details": false,
    "enable_payoff_chart": true,
    "enable_payoff_table": false,
    "enable_factor_booked_pnl": true,
    "greeks_multiply_by_lot_size": true,
    "greeks_multiply_by_number_of_lots": true,
    "per_trade_greeks_multiply_by_lot_size": false,
    "per_trade_greeks_multiply_by_number_of_lots": false,
    "per_trade_details_multiply_by_lot_size": false,
    "per_trade_details_multiply_by_number_of_lots": false
  },
  "underlying_price": 24324.45,
  "target_underlying_price": 24324.45,
  "clamped_current_datetime": "2024-07-10T10:00:00Z",
  "clamped_target_datetime": "2024-07-10T10:00:00Z",
  "next_open_for_target_date": "2024-07-11T03:45:00Z",
  "atm_iv_per_expiry": {
    "2024-08-29": 13.3531,
    "2025-06-26": 17.7369,
    "2024-08-01": 14.2922,
    "2024-08-08": 15.035100000000002,
    "2025-12-24": 12.659,
    "2024-12-26": 12.3918,
    "2024-07-18": 10.5401,
    "2024-07-11": 12.5948,
    "2024-09-26": 13.2313,
    "2026-06-25": 17.3882,
    "2024-07-25": 13.9535
  },
  "trades": [
    {
      "entry_price": 62.2,
      "trade_action": "Buy",
      "quantity": 1,
      "tag": "leg:d5def129-8dba-4364-ae9d-00deda07fe83",
      "instrument_token": 9431042,
      "instrument_type": "Call",
      "expiry_datetime": "2024-07-18T10:00:00Z",
      "strike": 24550,
      "lot_size": 25,
      "tick_size": 0.05000000074505806,
      "multiplier": 1,
      "implied_volatility": 0.1,
      "future_price": 24330.457520375403,
      "booked_profit_loss": 0,
      "last_price": 60.15
    },
    {
      "entry_price": 221.1,
      "trade_action": "Sell",
      "quantity": 1,
      "tag": "leg:f2f22c8c-cae1-4e05-ae56-c8c5589b61a3",
      "instrument_token": 10482178,
      "instrument_type": "Put",
      "expiry_datetime": "2024-08-01T10:00:00Z",
      "strike": 24100,
      "lot_size": 25,
      "tick_size": 0.05000000074505806,
      "multiplier": 1,
      "implied_volatility": 0.1457,
      "future_price": 24387.224522381686,
      "booked_profit_loss": 0,
      "last_price": 221.1
    }
  ],
  "expired_trades": [],
  "fixed_sd_days": 7,
  "manual_pnl": 0,
  "target_interval": 0,
  "targe_interval_defaults": [],
  "is_stock": false
}
Leave a Comment