grynn-fplot 0.3.8

CLI tool for plotting financial data and analyzing options

fplot - Financial Plotting & Options Analysis CLI

A command-line tool for plotting comparative stock price history and analyzing options contracts.

Installation

From PyPI

pip install grynn-fplot

Or with uv:

uv tool install grynn-fplot

From Source

For development, install the package in editable mode:

make dev

Or install locally:

make install  # Uses uv tool install .

Usage

Stock Plotting

fplot <ticker> [--since <date>] [--interval <interval>]

Examples:

• fplot AAPL
• fplot AAPL --since 2020
• fplot AAPL,TSLA --since "mar 2023"

Options Listing

fplot <ticker> --call                  # List call options (default: 6 months max)
fplot <ticker> --put                   # List put options (default: 6 months max)
fplot <ticker> --call --max 3m         # List calls with 3 month max expiry
fplot <ticker> --put --all             # List all available put options
fplot <ticker> --call --min-dte 1y     # List long-dated calls (min 1 year)
fplot <ticker> --call --filter "dte>1y"  # Filter using time expressions

Examples:

• fplot AAPL --call
• fplot TSLA --put --max 3m
• fplot AAPL --call --all
• fplot AAPL --call --min-dte 1y # Long-dated calls (1+ year)
• fplot AAPL --call --min-dte 6m # Calls with 6+ months to expiry
• fplot AAPL --call --filter "dte>10, dte<50" # 10-50 days to expiry
• fplot AAPL --call --filter "dte>1y" # Options with 1+ year to expiry

The output format differs for calls and puts:

Calls include leverage and efficiency (useful for LEAPs):

AAPL 225C 35DTE ($5.25, 18.5%, 19.0x, eff:45)
AAPL 230C 35DTE ($3.10, 25.2%, 32.3x, eff:78)

Format: TICKER STRIKE_C DTE (price, CAGR, leverage, eff:percentile)

Puts display a table with spot price header, expiry, strike, breakeven, and AR computed from bid/ask/last:

spot = $235.50

Expiry               Strike        Breakeven   LT              AR (bid / ask / last)
---------------------------------------------------------------------------
27/Mar/25 (35d)         220   $217.85 (-1.0%)   1d     bid:20% ask:28% last:25%
27/Mar/25 (35d)         215   $213.60 (-0.7%)   3d     bid:12% ask:18% last:15%

Return metrics:

• Calls: CAGR to breakeven
• Puts: AR = premium / capital-at-risk, annualized (capital-at-risk = strike - premium)

Leverage & Efficiency (calls only):

• Leverage: Implied leverage (Ω = Δ × S/O) where Δ is Black-Scholes delta, S is spot price, O is option price
  • Delta calculated using actual implied volatility from Yahoo Finance
  • Shows "N/A" if implied volatility is not available
  • Shows the percentage change in option value for a 1% change in stock price
  • Example: 10x leverage means a 1% stock move results in ~10% option move
• Efficiency: Percentile rank (0-100) of leverage/CAGR ratio
  • Higher = better (high leverage with low required stock movement)
  • 80+ = top 20% most efficient options
  • Shows "N/A" if leverage or return unavailable

Expiry Filtering Options:

• --max <time>: Filter to show only options expiring within the specified time
  • Examples: 3m (3 months), 6m (6 months), 1y (1 year), 2w (2 weeks), 30d (30 days)
  • Default: 6m (6 months)
• --min-dte <time>: Minimum days to expiry (useful for long-dated options)
  • Accepts plain days or time expressions: 300, 1y, 1.5y, 6m, 2w
  • Examples: --min-dte 1y (1+ year), --min-dte 6m (6+ months)
  • Note: Using --min-dte automatically enables --all behavior
• --all: Show all available expiries (overrides --max)

Advanced Filtering with --filter:

The --filter option supports complex filter expressions with logical operators:

• Syntax:

  • Comma (,) represents AND operation
  • Plus (+) represents OR operation
  • Comparison operators: >, <, >=, <=, =, !=
  • Parentheses for grouping: (expr1 + expr2), expr3

• Filter Fields:

  • dte: Days to expiry
  • volume: Option volume
  • price: Last price
  • return, ret, ar: Return metric (CAGR for calls, AR for puts) - all aliases work
  • strike_pct, sp: Strike percentage above/below spot (positive = above spot, negative = below spot)
  • lt_days: Days since last trade (useful for filtering stale options)
  • leverage, lev: Implied leverage, calls only (Ω = Δ × S/O, using Black-Scholes delta)
  • efficiency, eff: Efficiency percentile, calls only (leverage/CAGR ratio, 0-100 scale)

• Examples:

  • --filter "dte>300" - Options with more than 300 days to expiry
  • --filter "dte>10, dte<50" - Options between 10-50 days (AND operation)
  • --filter "dte<30 + dte>300" - Short-term OR long-dated (OR operation)
  • --filter "sp>5, sp<15" - Strikes 5-15% above current spot price
  • --filter "(dte>300 + dte<30), sp>5" - Complex nested filters
  • --filter "volume>=100" - High volume options
  • --filter "lt_days<=7" - Options traded within last 7 days
  • --filter "ar>50" - Annualized return > 50%
  • --filter "leverage>10" - High leverage options (10x or more)
  • --filter "lev>5, lev<20" - Moderate leverage options (5x-20x)
  • --filter "efficiency>80" - Top 20% most efficient options
  • --filter "eff>60, dte<60" - Above-average efficiency with <60 days to expiry

• Time Values:

  • DTE-style expressions: 1y (365 days), 6m (180 days), 2w (14 days)
  • Duration expressions: 2d15h, 30m, 1d (converted to hours for duration fields)
  • Examples:
    • --filter "dte>1y" - Options with more than 1 year to expiry
    • --filter "dte>6m" - Options with more than 6 months to expiry
    • --filter "lt_days<=7" - Options traded in the last week

Options data is cached for 1 hour to improve performance and reduce API calls.

TODO

• fplot --call | fzf lets you select a call; once a call is selected it should be possible to plot a chart for it (yfinance provides price history for option identifiers)
• need more examples of usage with fzf to pick a call
• use grynn_pylib to download options (does it have identifiers that can be used to fetch price history?)