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View Outliers PnL Drill-Down: ZETA240517P00012500

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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
2024-04-04	ZETA	ZETA240517P00012500	12.50	32.0	4.000	0.516	0.190	0.1	0.5	-0.010	0.600	0.960	1.03	12.09	2024-05-17	PUT	Long	0.180	0.217	0.133

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis 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
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-1.00	-0.91	$-5.09	-0.43	1.26	1.10	0.10	11.93	17.02	-1.00	$-100.00	110.00	41	20.0	304.000	-5.09	2024-05-15
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-1.00	-0.91	$-4.37	-0.37	0.84	1.10	0.10	11.93	16.30	-1.00	$-100.00	110.00	40	20.0	304.000	-4.37	2024-05-14
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-1.00	-0.91	$-3.85	-0.32	0.57	1.10	0.10	11.93	15.78	-1.00	$-100.00	110.00	39	20.0	304.000	-3.85	2024-05-13
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-1.00	-0.91	$-3.87	-0.32	1.13	1.10	0.10	11.93	15.80	-1.00	$-100.00	110.00	38	20.0	304.000	-3.87	2024-05-12
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-1.00	-0.91	$-3.86	-0.32	0.41	1.10	0.10	11.93	15.79	-1.00	$-100.00	110.00	35	3.0	304.000	-3.86	2024-05-09
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-1.00	-0.91	$-3.62	-0.30	0.32	1.10	0.10	11.93	15.55	-1.00	$-100.00	110.00	34	3.0	304.000	-3.62	2024-05-08
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-1.00	-0.91	$-3.45	-0.29	0.25	1.10	0.10	11.93	15.38	-1.00	$-100.00	110.00	33	3.0	303.000	-3.45	2024-05-07
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.37	-0.34	$-0.76	-0.06	-0.49	1.10	0.73	11.93	12.69	-0.37	$-37.00	110.00	29	5.0	55.000	-0.76	2024-05-03
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.37	-0.34	$-0.68	-0.06	0.22	1.10	0.73	11.93	12.61	-0.37	$-37.00	110.00	28	5.0	55.000	-0.68	2024-05-02
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.60	-0.55	$-0.93	-0.08	0.10	1.10	0.50	11.93	12.86	-0.60	$-60.00	110.00	25	2.0	53.000	-0.93	2024-04-29
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.53	-0.48	$-0.96	-0.08	0.06	1.10	0.57	11.93	12.89	-0.53	$-53.00	110.00	22	8.0	45.000	-0.96	2024-04-26
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$-0.51	-0.04	0.02	1.10	1.40	11.93	12.44	0.30	$30.00	110.00	21	10.0	45.000	-0.51	2024-04-25
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$-0.35	-0.03	0.08	1.10	1.40	11.93	12.28	0.30	$30.00	110.00	20	10.0	45.000	-0.35	2024-04-24
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$-0.19	-0.02	0.02	1.10	1.40	11.93	12.12	0.30	$30.00	110.00	19	10.0	45.000	-0.19	2024-04-23
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$0.07	0.01	0.08	1.10	1.40	11.93	11.86	0.30	$30.00	110.00	18	10.0	45.000	0.07	2024-04-22
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$0.23	0.02	0.02	1.10	1.40	11.93	11.70	0.30	$30.00	110.00	15	10.0	45.000	0.23	2024-04-19
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$0.28	0.02	0.14	1.10	1.40	11.93	11.65	0.30	$30.00	110.00	14	10.0	45.000	0.28	2024-04-18
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$0.08	0.01	0.03	1.10	1.40	11.93	11.85	0.30	$30.00	110.00	13	10.0	45.000	0.08	2024-04-17
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$0.25	0.02	0.02	1.10	1.40	11.93	11.68	0.30	$30.00	110.00	12	10.0	45.000	0.25	2024-04-16
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.30	0.27	$0.48	0.04	0.01	1.10	1.40	11.93	11.45	0.30	$30.00	110.00	11	10.0	45.000	0.48	2024-04-15
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.05	-0.05	$-0.03	-0.00	-0.00	1.10	1.05	11.93	11.96	-0.05	$-5.00	110.00	8	1.0	46.000	-0.03	2024-04-12
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.06	-0.05	$-0.25	-0.02	-0.01	1.10	1.04	11.93	12.18	-0.06	$-6.00	110.00	7	1.0	46.000	-0.25	2024-04-11
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.06	-0.05	$-0.05	-0.00	-0.02	1.10	1.04	11.93	11.98	-0.06	$-6.00	110.00	6	1.0	45.000	-0.05	2024-04-10
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.10	-0.09	$-0.12	-0.01	0.01	1.10	1.00	11.93	12.05	-0.10	$-10.00	110.00	5	1.0	45.000	-0.12	2024-04-09
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$-0.10	-0.09	$-0.10	-0.01	-0.00	1.10	1.00	11.93	12.03	-0.10	$-10.00	110.00	4	1.0	46.000	-0.10	2024-04-08
ZETA240517P00012500	ZETA	PUT	Long	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.05; Exit EQ PnL: -0.39	$0.05	0.05	$-0.31	-0.03	-0.01	1.10	1.15	11.93	12.24	0.05	$5.00	110.00	1	20.0	46.000	-0.31	2024-04-05
ZETA240517P00012500	ZETA	PUT	Long	12.50	None	$0.00	0.00	$-0.00	-0.00	0.00	1.10	1.10	11.93	11.93	0.00	$0.00	110.00	0	42.0	4.000	-0.00	2024-04-04

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