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View Outliers PnL Drill-Down: ZETA240621P00015000

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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
2024-05-07	ZETA	ZETA240621P00015000	15.00	18.0	1.000	0.360	0.236	0.7	0.3	-0.010	0.910	0.460	0.60	15.38	2024-06-21	PUT	Long	0.196	0.254	0.180

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	ZETA	1.000	0.082	0.578	0.192	0.299	-0.279	20.33	-0.257	0.0000	7.95	36.74	21	1y	27.43

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
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.55	-0.92	$-0.23	-0.01	0.23	0.60	0.05	15.38	15.61	-0.55	$-55.00	60.00	42	3.0	174.000	-0.23	2024-06-18
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.51	-0.85	$-0.69	-0.04	0.13	0.60	0.09	15.38	16.07	-0.51	$-51.00	60.00	41	10.0	174.000	-0.69	2024-06-17
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.51	-0.85	$-0.66	-0.04	0.12	0.60	0.09	15.38	16.04	-0.51	$-51.00	60.00	38	10.0	174.000	-0.66	2024-06-14
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.55	-0.92	$-1.05	-0.07	0.19	0.60	0.05	15.38	16.43	-0.55	$-55.00	60.00	37	1.0	174.000	-1.05	2024-06-13
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.55	-0.92	$-2.00	-0.13	0.16	0.60	0.05	15.38	17.38	-0.55	$-55.00	60.00	36	1.0	174.000	-2.00	2024-06-12
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.32	-0.53	$-1.13	-0.07	0.26	0.60	0.28	15.38	16.51	-0.32	$-32.00	60.00	35	46.0	174.000	-1.13	2024-06-11
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.32	-0.53	$-1.00	-0.07	0.18	0.60	0.28	15.38	16.38	-0.32	$-32.00	60.00	34	46.0	174.000	-1.00	2024-06-10
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.32	-0.53	$-1.35	-0.09	0.18	0.60	0.28	15.38	16.73	-0.32	$-32.00	60.00	33	46.0	174.000	-1.35	2024-06-09
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.32	-0.53	$-1.35	-0.09	0.19	0.60	0.28	15.38	16.73	-0.32	$-32.00	60.00	31	46.0	174.000	-1.35	2024-06-07
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.32	-0.53	$-1.01	-0.07	0.16	0.60	0.28	15.38	16.39	-0.32	$-32.00	60.00	30	46.0	174.000	-1.01	2024-06-06
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.32	-0.53	$-1.17	-0.08	0.18	0.60	0.28	15.38	16.55	-0.32	$-32.00	60.00	29	46.0	174.000	-1.17	2024-06-05
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.32	-0.53	$-0.27	-0.02	0.10	0.60	0.28	15.38	15.65	-0.32	$-32.00	60.00	28	42.0	170.000	-0.27	2024-06-04
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.34	-0.57	$-0.55	-0.04	0.07	0.60	0.26	15.38	15.93	-0.34	$-34.00	60.00	27	36.0	160.000	-0.55	2024-06-03
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.42	-0.70	$-0.95	-0.06	0.12	0.60	0.18	15.38	16.33	-0.42	$-42.00	60.00	24	31.0	161.000	-0.95	2024-05-31
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.42	-0.70	$-1.08	-0.07	0.13	0.60	0.18	15.38	16.46	-0.42	$-42.00	60.00	23	31.0	191.000	-1.08	2024-05-30
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.50	-0.83	$-1.75	-0.11	0.13	0.60	0.10	15.38	17.13	-0.50	$-50.00	60.00	22	1.0	191.000	-1.75	2024-05-29
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.55	-0.92	$-1.62	-0.11	0.16	0.60	0.05	15.38	17.00	-0.55	$-55.00	60.00	21	36.0	191.000	-1.62	2024-05-28
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.45	-0.75	$-1.87	-0.12	0.22	0.60	0.15	15.38	17.25	-0.45	$-45.00	60.00	20	1.0	190.000	-1.87	2024-05-27
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.45	-0.75	$-1.86	-0.12	0.19	0.60	0.15	15.38	17.24	-0.45	$-45.00	60.00	17	1.0	190.000	-1.86	2024-05-24
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.49	-0.82	$-1.77	-0.12	0.17	0.60	0.11	15.38	17.15	-0.49	$-49.00	60.00	16	164.0	133.000	-1.77	2024-05-23
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.45	-0.75	$-2.77	-0.18	0.19	0.60	0.15	15.38	18.15	-0.45	$-45.00	60.00	15	10.0	123.000	-2.77	2024-05-22
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.50	-0.83	$-2.88	-0.19	0.13	0.60	0.10	15.38	18.26	-0.50	$-50.00	60.00	14	9.0	123.000	-2.88	2024-05-21
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.50	-0.83	$-2.24	-0.15	-0.24	0.60	0.10	15.38	17.62	-0.50	$-50.00	60.00	13	9.0	0.000	-2.24	2024-05-20
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.40	-0.67	$-2.04	-0.13	0.08	0.60	0.20	15.38	17.42	-0.40	$-40.00	60.00	12	2.0	114.000	-2.04	2024-05-19
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.40	-0.67	$-2.04	-0.13	0.08	0.60	0.20	15.38	17.42	-0.40	$-40.00	60.00	11	2.0	114.000	-2.04	2024-05-18
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.40	-0.67	$-2.04	-0.13	0.12	0.60	0.20	15.38	17.42	-0.40	$-40.00	60.00	10	2.0	114.000	-2.04	2024-05-17
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.45	-0.75	$-1.64	-0.11	0.02	0.60	0.15	15.38	17.02	-0.45	$-45.00	60.00	8	14.0	47.000	-1.64	2024-05-15
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.30	-0.50	$-0.92	-0.06	0.05	0.60	0.30	15.38	16.30	-0.30	$-30.00	60.00	7	29.0	31.000	-0.92	2024-05-14
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.15	-0.25	$-0.40	-0.03	0.02	0.60	0.45	15.38	15.78	-0.15	$-15.00	60.00	6	13.0	25.000	-0.40	2024-05-13
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.20	-0.33	$-0.42	-0.03	-0.30	0.60	0.40	15.38	15.80	-0.20	$-20.00	60.00	5	7.0	25.000	-0.42	2024-05-12
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$-0.05	-0.08	$-0.41	-0.03	0.03	0.60	0.55	15.38	15.79	-0.05	$-5.00	60.00	2	1.0	18.000	-0.41	2024-05-09
ZETA240621P00015000	ZETA	PUT	Long	15.00	Exit OP PnL: $-0.10;Exit EQ PnL: -0.27; Position is Long and position continued to lose. Latest OP price is: $0.50 (EQ: $15.65). Initial OP price was: $0.60 (EQ: $15.38). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16.	$-0.15	-0.25	$-0.17	-0.01	0.01	0.60	0.45	15.38	15.55	-0.15	$-15.00	60.00	1	5.0	17.000	-0.17	2024-05-08
ZETA240621P00015000	ZETA	PUT	Long	15.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.60	0.60	15.38	15.38	0.00	$0.00	60.00	0	18.0	1.000	-0.00	2024-05-07

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