| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-13 | ZETA | ZETA241220C00020000 | 20.00 | 1767.0 | 901.000 | 1.425 | 0.586 | 0.5 | 2.6 | 0.080 | 2.090 | 4.250 | 2.45 | 17.76 | 2024-12-20 | CALL | Long | 0.384 | 0.607 | -0.371 |
| 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 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-2.30 | -0.94 | $1.32 | 0.07 | -0.60 | 2.45 | 0.15 | 17.76 | 19.08 | -2.30 | $-230.00 | 245.00 | 36 | 337.0 | 3228.000 | 1.32 | 2024-12-19 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-2.15 | -0.88 | $1.55 | 0.09 | -0.53 | 2.45 | 0.30 | 17.76 | 19.31 | -2.15 | $-215.00 | 245.00 | 35 | 619.0 | 3227.000 | 1.55 | 2024-12-18 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-1.60 | -0.65 | $2.57 | 0.14 | -0.62 | 2.45 | 0.85 | 17.76 | 20.33 | -1.60 | $-160.00 | 245.00 | 34 | 32.0 | 3251.000 | 2.57 | 2024-12-17 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.62 | -0.25 | $3.76 | 0.21 | -0.68 | 2.45 | 1.83 | 17.76 | 21.52 | -0.62 | $-62.00 | 245.00 | 33 | 9.0 | 3251.000 | 3.76 | 2024-12-16 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $0.35 | 0.14 | $4.57 | 0.26 | -0.56 | 2.45 | 2.80 | 17.76 | 22.33 | 0.35 | $35.00 | 245.00 | 30 | 14.0 | 3259.000 | 4.57 | 2024-12-13 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.75 | -0.31 | $4.00 | 0.23 | -0.56 | 2.45 | 1.70 | 17.76 | 21.76 | -0.75 | $-75.00 | 245.00 | 29 | 4.0 | 3259.000 | 4.00 | 2024-12-12 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.70 | -0.29 | $3.77 | 0.21 | -0.83 | 2.45 | 1.75 | 17.76 | 21.53 | -0.70 | $-70.00 | 245.00 | 28 | 206.0 | 3266.000 | 3.77 | 2024-12-11 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.20 | -0.08 | $3.70 | 0.21 | -0.50 | 2.45 | 2.25 | 17.76 | 21.46 | -0.20 | $-20.00 | 245.00 | 27 | 9.0 | 3266.000 | 3.70 | 2024-12-10 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $1.30 | 0.53 | $5.19 | 0.29 | -0.30 | 2.45 | 3.75 | 17.76 | 22.95 | 1.30 | $130.00 | 245.00 | 26 | 15.0 | 3272.000 | 5.19 | 2024-12-09 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $3.75 | 1.53 | $8.42 | 0.47 | -0.28 | 2.45 | 6.20 | 17.76 | 26.18 | 3.75 | $375.00 | 245.00 | 25 | 31.0 | 3297.000 | 8.42 | 2024-12-08 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $3.75 | 1.53 | $8.42 | 0.47 | -0.78 | 2.45 | 6.20 | 17.76 | 26.18 | 3.75 | $375.00 | 245.00 | 23 | 31.0 | 3297.000 | 8.42 | 2024-12-06 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $3.45 | 1.41 | $8.04 | 0.45 | -0.24 | 2.45 | 5.90 | 17.76 | 25.80 | 3.45 | $345.00 | 245.00 | 22 | 48.0 | 3310.000 | 8.04 | 2024-12-05 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $3.65 | 1.49 | $8.54 | 0.48 | -0.47 | 2.45 | 6.10 | 17.76 | 26.30 | 3.65 | $365.00 | 245.00 | 21 | 706.0 | 3431.000 | 8.54 | 2024-12-04 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $1.95 | 0.80 | $6.17 | 0.35 | -0.43 | 2.45 | 4.40 | 17.76 | 23.93 | 1.95 | $195.00 | 245.00 | 20 | 561.0 | 3522.000 | 6.17 | 2024-12-03 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $1.95 | 0.80 | $6.25 | 0.35 | -0.43 | 2.45 | 4.40 | 17.76 | 24.01 | 1.95 | $195.00 | 245.00 | 19 | 384.0 | 3656.000 | 6.25 | 2024-12-02 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.20 | -0.08 | $3.54 | 0.20 | -1.42 | 2.45 | 2.25 | 17.76 | 21.30 | -0.20 | $-20.00 | 245.00 | 18 | 136.0 | 0.000 | 3.54 | 2024-12-01 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.20 | -0.08 | $3.54 | 0.20 | -0.60 | 2.45 | 2.25 | 17.76 | 21.30 | -0.20 | $-20.00 | 245.00 | 17 | 136.0 | 0.000 | 3.54 | 2024-11-30 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.55 | -0.22 | $2.44 | 0.14 | -0.59 | 2.45 | 1.90 | 17.76 | 20.20 | -0.55 | $-55.00 | 245.00 | 15 | 317.0 | 3719.000 | 2.44 | 2024-11-28 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.60 | -0.24 | $2.42 | 0.14 | -0.54 | 2.45 | 1.85 | 17.76 | 20.18 | -0.60 | $-60.00 | 245.00 | 14 | 9.0 | 3719.000 | 2.42 | 2024-11-27 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.60 | -0.24 | $2.28 | 0.13 | -0.58 | 2.45 | 1.85 | 17.76 | 20.04 | -0.60 | $-60.00 | 245.00 | 13 | 64.0 | 3690.000 | 2.28 | 2024-11-26 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $0.30 | 0.12 | $3.49 | 0.20 | -0.52 | 2.45 | 2.75 | 17.76 | 21.25 | 0.30 | $30.00 | 245.00 | 12 | 824.0 | 3949.000 | 3.49 | 2024-11-25 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $1.34 | 0.55 | $4.62 | 0.26 | -0.30 | 2.45 | 3.79 | 17.76 | 22.38 | 1.34 | $134.00 | 245.00 | 11 | 379.0 | 4077.000 | 4.62 | 2024-11-24 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $1.34 | 0.55 | $4.62 | 0.26 | -0.34 | 2.45 | 3.79 | 17.76 | 22.38 | 1.34 | $134.00 | 245.00 | 10 | 379.0 | 4077.000 | 4.62 | 2024-11-23 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $1.25 | 0.51 | $4.63 | 0.26 | -0.45 | 2.45 | 3.70 | 17.76 | 22.39 | 1.25 | $125.00 | 245.00 | 9 | 372.0 | 4077.000 | 4.63 | 2024-11-22 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $1.27 | 0.52 | $3.96 | 0.22 | -0.26 | 2.45 | 3.72 | 17.76 | 21.72 | 1.27 | $127.00 | 245.00 | 8 | 545.0 | 4022.000 | 3.96 | 2024-11-21 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $2.95 | 1.20 | $5.35 | 0.30 | -0.00 | 2.45 | 5.40 | 17.76 | 23.11 | 2.95 | $295.00 | 245.00 | 7 | 1955.0 | 5411.000 | 5.35 | 2024-11-20 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $1.48 | 0.60 | $4.26 | 0.24 | -0.26 | 2.45 | 3.93 | 17.76 | 22.02 | 1.48 | $148.00 | 245.00 | 6 | 2512.0 | 6747.000 | 4.26 | 2024-11-19 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $0.11 | 0.04 | $1.83 | 0.10 | -0.24 | 2.45 | 2.56 | 17.76 | 19.59 | 0.11 | $11.00 | 245.00 | 5 | 4094.0 | 6927.000 | 1.83 | 2024-11-18 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.66 | -0.27 | $-0.18 | -0.01 | -0.16 | 2.45 | 1.79 | 17.76 | 17.58 | -0.66 | $-66.00 | 245.00 | 4 | 3120.0 | 5763.000 | -0.18 | 2024-11-17 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.66 | -0.27 | $-0.18 | -0.01 | -0.18 | 2.45 | 1.79 | 17.76 | 17.58 | -0.66 | $-66.00 | 245.00 | 3 | 3120.0 | 5763.000 | -0.18 | 2024-11-16 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | None | $-0.81 | -0.33 | $-0.18 | -0.01 | -0.22 | 2.45 | 1.64 | 17.76 | 17.58 | -0.81 | $-81.00 | 245.00 | 2 | 2604.0 | 5763.000 | -0.18 | 2024-11-15 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.95 | -0.39 | $-0.38 | -0.02 | -0.33 | 2.45 | 1.50 | 17.76 | 17.38 | -0.95 | $-95.00 | 245.00 | 1 | 3554.0 | 2008.000 | -0.38 | 2024-11-14 |
| ZETA241220C00020000 | ZETA | CALL | Long | 20.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.45 | 2.45 | 17.76 | 17.76 | 0.00 | $0.00 | 245.00 | 0 | 1767.0 | 901.000 | 0.00 | 2024-11-13 |