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View Outliers PnL Drill-Down: ZETA241220C00030000

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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
2024-11-12	ZETA	ZETA241220C00030000	30.00	3083.0	3835.000	0.748	0.354	0.5	2.2	0.030	1.730	3.400	1.99	28.21	2024-12-20	CALL	Long	0.270	0.384	-0.232

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
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-2.06	-0.98	$-9.13	-0.32	2.02	2.10	0.04	28.21	19.08	-2.06	$-206.00	210.00	37	34.0	9056.000	-9.13	2024-12-19
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-2.09	-1.00	$-8.90	-0.32	1.46	2.10	0.01	28.21	19.31	-2.09	$-209.00	210.00	36	34.0	9066.000	-8.90	2024-12-18
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-2.09	-1.00	$-7.88	-0.28	0.97	2.10	0.01	28.21	20.33	-2.09	$-209.00	210.00	35	30.0	9097.000	-7.88	2024-12-17
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-2.05	-0.98	$-6.69	-0.24	0.58	2.10	0.05	28.21	21.52	-2.05	$-205.00	210.00	34	16.0	9105.000	-6.69	2024-12-16
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-2.05	-0.98	$-5.88	-0.21	0.19	2.10	0.05	28.21	22.33	-2.05	$-205.00	210.00	31	20.0	9110.000	-5.88	2024-12-13
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-2.05	-0.98	$-6.45	-0.23	0.21	2.10	0.05	28.21	21.76	-2.05	$-205.00	210.00	30	406.0	9049.000	-6.45	2024-12-12
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-2.05	-0.98	$-6.68	-0.24	0.19	2.10	0.05	28.21	21.53	-2.05	$-205.00	210.00	29	115.0	9046.000	-6.68	2024-12-11
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-2.00	-0.95	$-6.75	-0.24	0.45	2.10	0.10	28.21	21.46	-2.00	$-200.00	210.00	28	83.0	9033.000	-6.75	2024-12-10
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.92	-0.91	$-5.26	-0.19	0.28	2.10	0.18	28.21	22.95	-1.92	$-192.00	210.00	27	184.0	9034.000	-5.26	2024-12-09
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.45	-0.69	$-2.03	-0.07	0.25	2.10	0.65	28.21	26.18	-1.45	$-145.00	210.00	26	344.0	9082.000	-2.03	2024-12-08
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.45	-0.69	$-2.03	-0.07	0.11	2.10	0.65	28.21	26.18	-1.45	$-145.00	210.00	24	323.0	9082.000	-2.03	2024-12-06
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.38	-0.66	$-2.41	-0.09	0.21	2.10	0.72	28.21	25.80	-1.38	$-138.00	210.00	23	1426.0	9982.000	-2.41	2024-12-05
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.29	-0.61	$-1.91	-0.07	0.16	2.10	0.81	28.21	26.30	-1.29	$-129.00	210.00	22	3076.0	10467.000	-1.91	2024-12-04
ZETA241220C00030000	ZETA	CALL	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.80	-0.86	$-4.28	-0.15	0.10	2.10	0.30	28.21	23.93	-1.80	$-180.00	210.00	21	334.0	10448.000	-4.28	2024-12-03
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.70	-0.81	$-4.20	-0.15	0.11	2.10	0.40	28.21	24.01	-1.70	$-170.00	210.00	20	1279.0	10822.000	-4.20	2024-12-02
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.95	-0.93	$-6.91	-0.24	-0.51	2.10	0.15	28.21	21.30	-1.95	$-195.00	210.00	19	318.0	0.000	-6.91	2024-12-01
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.95	-0.93	$-6.91	-0.24	0.17	2.10	0.15	28.21	21.30	-1.95	$-195.00	210.00	18	318.0	0.000	-6.91	2024-11-30
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.98	-0.94	$-8.01	-0.28	0.22	2.10	0.12	28.21	20.20	-1.98	$-198.00	210.00	16	396.0	10796.000	-8.01	2024-11-28
ZETA241220C00030000	ZETA	CALL	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-2.00	-0.95	$-8.03	-0.28	0.14	2.10	0.10	28.21	20.18	-2.00	$-200.00	210.00	15	46.0	10796.000	-8.03	2024-11-27
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.98	-0.94	$-8.17	-0.29	0.18	2.10	0.12	28.21	20.04	-1.98	$-198.00	210.00	14	392.0	10950.000	-8.17	2024-11-26
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.84	-0.88	$-6.96	-0.25	0.21	2.10	0.26	28.21	21.25	-1.84	$-184.00	210.00	13	1167.0	11486.000	-6.96	2024-11-25
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.58	-0.75	$-5.83	-0.21	0.27	2.10	0.52	28.21	22.38	-1.58	$-158.00	210.00	12	462.0	11348.000	-5.83	2024-11-24
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.58	-0.75	$-5.83	-0.21	0.23	2.10	0.52	28.21	22.38	-1.58	$-158.00	210.00	11	462.0	11348.000	-5.83	2024-11-23
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.55	-0.74	$-5.82	-0.21	0.23	2.10	0.55	28.21	22.39	-1.55	$-155.00	210.00	10	451.0	11348.000	-5.82	2024-11-22
ZETA241220C00030000	ZETA	CALL	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.45	-0.69	$-6.49	-0.23	0.33	2.10	0.65	28.21	21.72	-1.45	$-145.00	210.00	9	2086.0	11152.000	-6.49	2024-11-21
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.03	-0.49	$-5.10	-0.18	0.36	2.10	1.07	28.21	23.11	-1.03	$-103.00	210.00	8	6053.0	9971.000	-5.10	2024-11-20
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.44	-0.69	$-6.19	-0.22	0.30	2.10	0.66	28.21	22.02	-1.44	$-144.00	210.00	7	3029.0	8065.000	-6.19	2024-11-19
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.64	-0.78	$-8.62	-0.31	0.40	2.10	0.46	28.21	19.59	-1.64	$-164.00	210.00	6	2164.0	7361.000	-8.62	2024-11-18
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.70	-0.81	$-10.63	-0.38	0.58	2.10	0.40	28.21	17.58	-1.70	$-170.00	210.00	5	966.0	7153.000	-10.63	2024-11-17
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.70	-0.81	$-10.63	-0.38	0.56	2.10	0.40	28.21	17.58	-1.70	$-170.00	210.00	4	966.0	7153.000	-10.63	2024-11-16
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.75	-0.83	$-10.63	-0.38	0.53	2.10	0.35	28.21	17.58	-1.75	$-175.00	210.00	3	960.0	7153.000	-10.63	2024-11-15
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.81	-0.86	$-10.83	-0.38	0.42	2.10	0.29	28.21	17.38	-1.81	$-181.00	210.00	2	1534.0	6351.000	-10.83	2024-11-14
ZETA241220C00030000	ZETA	CALL	Long	30.00	None	$-1.68	-0.80	$-10.45	-0.37	0.49	2.10	0.42	28.21	17.76	-1.68	$-168.00	210.00	1	4711.0	4635.000	-10.45	2024-11-13
ZETA241220C00030000	ZETA	CALL	Long	30.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	2.10	2.10	28.21	28.21	0.00	$0.00	210.00	0	3085.0	3835.000	0.00	2024-11-12

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