EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ZETA241220C00022500

View in yFinance: ZETA

Toggle Display on View Outlier PnL Page
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
2024-11-13	ZETA	ZETA241220C00022500	22.50	989.0	734.000	0.794	0.462	0.6	2.0	0.030	1.350	2.750	2.05	20.95	2024-12-20	CALL	Long	0.384	0.607	-0.371

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
ZETA241220C00022500	ZETA	CALL	Long	22.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.55	-0.99	$1.32	0.07	-0.12	1.57	0.02	17.76	19.08	-1.55	$-155.00	157.00	36	84.0	3308.000	1.32	2024-12-19
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-1.47	-0.94	$1.55	0.09	-0.27	1.57	0.10	17.76	19.31	-1.47	$-147.00	157.00	35	8.0	3315.000	1.55	2024-12-18
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-1.52	-0.97	$2.57	0.14	-0.48	1.57	0.05	17.76	20.33	-1.52	$-152.00	157.00	34	338.0	3607.000	2.57	2024-12-17
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-1.02	-0.65	$3.76	0.21	-0.51	1.57	0.55	17.76	21.52	-1.02	$-102.00	157.00	33	355.0	3448.000	3.76	2024-12-16
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.62	-0.39	$4.57	0.26	-0.56	1.57	0.95	17.76	22.33	-0.62	$-62.00	157.00	30	112.0	3493.000	4.57	2024-12-13
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.57	-0.36	$4.00	0.23	-0.51	1.57	1.00	17.76	21.76	-0.57	$-57.00	157.00	29	557.0	3105.000	4.00	2024-12-12
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.89	-0.57	$3.77	0.21	-0.59	1.57	0.68	17.76	21.53	-0.89	$-89.00	157.00	28	99.0	3064.000	3.77	2024-12-11
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.57	-0.36	$3.70	0.21	-0.38	1.57	1.00	17.76	21.46	-0.57	$-57.00	157.00	27	83.0	3065.000	3.70	2024-12-10
ZETA241220C00022500	ZETA	CALL	Long	22.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.33	0.21	$5.19	0.29	-0.36	1.57	1.90	17.76	22.95	0.33	$33.00	157.00	26	983.0	3311.000	5.19	2024-12-09
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$2.63	1.68	$8.42	0.47	-0.24	1.57	4.20	17.76	26.18	2.63	$263.00	157.00	25	86.0	3327.000	8.42	2024-12-08
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$2.53	1.61	$8.42	0.47	-0.54	1.57	4.10	17.76	26.18	2.53	$253.00	157.00	23	77.0	3327.000	8.42	2024-12-06
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$2.38	1.52	$8.04	0.45	-0.33	1.57	3.95	17.76	25.80	2.38	$238.00	157.00	22	32.0	3336.000	8.04	2024-12-05
ZETA241220C00022500	ZETA	CALL	Long	22.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$2.83	1.80	$8.54	0.48	-0.45	1.57	4.40	17.76	26.30	2.83	$283.00	157.00	21	606.0	3678.000	8.54	2024-12-04
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$1.09	0.69	$6.17	0.35	-0.44	1.57	2.66	17.76	23.93	1.09	$109.00	157.00	20	651.0	4212.000	6.17	2024-12-03
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$1.43	0.91	$6.25	0.35	-0.43	1.57	3.00	17.76	24.01	1.43	$143.00	157.00	19	2183.0	5363.000	6.25	2024-12-02
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.33	-0.21	$3.54	0.20	-1.28	1.57	1.24	17.76	21.30	-0.33	$-33.00	157.00	18	1709.0	0.000	3.54	2024-12-01
ZETA241220C00022500	ZETA	CALL	Long	22.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.33	-0.21	$3.54	0.20	-0.51	1.57	1.24	17.76	21.30	-0.33	$-33.00	157.00	17	1709.0	0.000	3.54	2024-11-30
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.72	-0.46	$2.44	0.14	-0.52	1.57	0.85	17.76	20.20	-0.72	$-72.00	157.00	15	70.0	4971.000	2.44	2024-11-28
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.67	-0.43	$2.42	0.14	-0.41	1.57	0.90	17.76	20.18	-0.67	$-67.00	157.00	14	2.0	4971.000	2.42	2024-11-27
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.65	-0.41	$2.28	0.13	-0.52	1.57	0.92	17.76	20.04	-0.65	$-65.00	157.00	13	133.0	4959.000	2.28	2024-11-26
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.08	-0.05	$3.49	0.20	-0.44	1.57	1.49	17.76	21.25	-0.08	$-8.00	157.00	12	861.0	4361.000	3.49	2024-11-25
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$0.89	0.57	$4.62	0.26	-0.28	1.57	2.46	17.76	22.38	0.89	$89.00	157.00	11	342.0	4488.000	4.62	2024-11-24
ZETA241220C00022500	ZETA	CALL	Long	22.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.89	0.57	$4.62	0.26	-0.32	1.57	2.46	17.76	22.38	0.89	$89.00	157.00	10	342.0	4488.000	4.62	2024-11-23
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$0.76	0.48	$4.63	0.26	-0.40	1.57	2.33	17.76	22.39	0.76	$76.00	157.00	9	167.0	4488.000	4.63	2024-11-22
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$0.88	0.56	$3.96	0.22	-0.21	1.57	2.45	17.76	21.72	0.88	$88.00	157.00	8	909.0	4788.000	3.96	2024-11-21
ZETA241220C00022500	ZETA	CALL	Long	22.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$2.13	1.36	$5.34	0.30	-0.02	1.57	3.70	17.76	23.10	2.13	$213.00	157.00	7	2127.0	5263.000	5.34	2024-11-20
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$1.03	0.66	$4.26	0.24	-0.22	1.57	2.60	17.76	22.02	1.03	$103.00	157.00	6	4191.0	3466.000	4.26	2024-11-19
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$0.18	0.11	$1.83	0.10	-0.19	1.57	1.75	17.76	19.59	0.18	$18.00	157.00	5	2669.0	1801.000	1.83	2024-11-18
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.42	-0.27	$-0.18	-0.01	-0.09	1.57	1.15	17.76	17.58	-0.42	$-42.00	157.00	4	400.0	1617.000	-0.18	2024-11-17
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.42	-0.27	$-0.18	-0.01	-0.10	1.57	1.15	17.76	17.58	-0.42	$-42.00	157.00	3	400.0	1617.000	-0.18	2024-11-16
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.42	-0.27	$-0.18	-0.01	-0.15	1.57	1.15	17.76	17.58	-0.42	$-42.00	157.00	2	387.0	1617.000	-0.18	2024-11-15
ZETA241220C00022500	ZETA	CALL	Long	22.50	None	$-0.67	-0.43	$-0.38	-0.02	-0.25	1.57	0.90	17.76	17.38	-0.67	$-67.00	157.00	1	579.0	1027.000	-0.38	2024-11-14
ZETA241220C00022500	ZETA	CALL	Long	22.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	1.57	1.57	17.76	17.76	0.00	$0.00	157.00	0	1189.0	734.000	0.00	2024-11-13

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