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View Outliers PnL Drill-Down: ZI231215C00012500

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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
2023-10-31	ZI	ZI231215C00012500	12.50	173.0	12.000	0.478	0.223	0.7	0.2	0.010	1.030	0.510	1.05	12.96	2023-12-15	CALL	Long	0.145	0.230	-0.164

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	ZI	0.818	0.080	0.310	0.158	0.132	-0.125	11.19	0.087	0.0000	8.01	18.94	21	1y	11.08

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
ZI231215C00012500	ZI	CALL	Long	12.50	None	$2.45	2.33	$5.33	0.41	1.77	1.05	3.50	12.96	18.29	2.45	$245.00	105.00	44	20.0	438.000	5.33	2023-12-14
ZI231215C00012500	ZI	CALL	Long	12.50	None	$2.45	2.33	$4.12	0.32	2.22	1.05	3.50	12.96	17.08	2.45	$245.00	105.00	43	20.0	439.000	4.12	2023-12-13
ZI231215C00012500	ZI	CALL	Long	12.50	None	$2.44	2.32	$2.90	0.22	1.36	1.05	3.49	12.96	15.86	2.44	$244.00	105.00	42	9.0	439.000	2.90	2023-12-12
ZI231215C00012500	ZI	CALL	Long	12.50	None	$2.44	2.32	$3.19	0.25	1.04	1.05	3.49	12.96	16.15	2.44	$244.00	105.00	41	9.0	443.000	3.19	2023-12-11
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$2.68	0.21	0.24	1.05	1.85	12.96	15.64	0.80	$80.00	105.00	38	10.0	443.000	2.68	2023-12-08
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$2.28	0.18	0.44	1.05	1.85	12.96	15.24	0.80	$80.00	105.00	37	10.0	443.000	2.28	2023-12-07
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$2.54	0.20	0.36	1.05	1.85	12.96	15.50	0.80	$80.00	105.00	36	0.0	443.000	2.54	2023-12-06
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$1.52	0.12	0.17	1.05	1.85	12.96	14.48	0.80	$80.00	105.00	35	0.0	443.000	1.52	2023-12-05
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$1.75	0.14	0.11	1.05	1.85	12.96	14.71	0.80	$80.00	105.00	34	0.0	443.000	1.75	2023-12-04
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$2.09	0.16	0.24	1.05	1.85	12.96	15.05	0.80	$80.00	105.00	33	0.0	443.000	2.09	2023-12-03
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$2.09	0.16	0.22	1.05	1.85	12.96	15.05	0.80	$80.00	105.00	32	0.0	443.000	2.09	2023-12-02
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$2.09	0.16	0.19	1.05	1.85	12.96	15.05	0.80	$80.00	105.00	31	0.0	443.000	2.09	2023-12-01
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$1.41	0.11	0.26	1.05	1.85	12.96	14.37	0.80	$80.00	105.00	30	0.0	443.000	1.41	2023-11-30
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.80	0.76	$1.26	0.10	0.19	1.05	1.85	12.96	14.22	0.80	$80.00	105.00	29	0.0	448.000	1.26	2023-11-29
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.85	0.81	$1.03	0.08	0.08	1.05	1.90	12.96	13.99	0.85	$85.00	105.00	28	0.0	448.000	1.03	2023-11-28
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.85	0.81	$0.80	0.06	0.00	1.05	1.90	12.96	13.76	0.85	$85.00	105.00	27	0.0	448.000	0.80	2023-11-27
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.85	0.81	$1.21	0.09	0.03	1.05	1.90	12.96	14.17	0.85	$85.00	105.00	24	0.0	0.000	1.21	2023-11-24
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.85	0.81	$1.32	0.10	-0.48	1.05	1.90	12.96	14.28	0.85	$85.00	105.00	23	0.0	0.000	1.32	2023-11-23
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.70	0.67	$0.90	0.07	0.11	1.05	1.75	12.96	13.86	0.70	$70.00	105.00	22	0.0	451.000	0.90	2023-11-22
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.40	0.38	$0.88	0.07	0.03	1.05	1.45	12.96	13.84	0.40	$40.00	105.00	21	0.0	458.000	0.88	2023-11-21
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.64	0.61	$1.02	0.08	0.06	1.05	1.69	12.96	13.98	0.64	$64.00	105.00	20	0.0	458.000	1.02	2023-11-20
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.17	0.16	$0.46	0.04	0.02	1.05	1.22	12.96	13.42	0.17	$17.00	105.00	19	0.0	455.000	0.46	2023-11-19
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.17	0.16	$0.46	0.04	0.01	1.05	1.22	12.96	13.42	0.17	$17.00	105.00	17	0.0	455.000	0.46	2023-11-17
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.11	0.10	$0.35	0.03	0.02	1.05	1.16	12.96	13.31	0.11	$11.00	105.00	16	0.0	450.000	0.35	2023-11-16
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.35	0.33	$0.66	0.05	0.07	1.05	1.40	12.96	13.62	0.35	$35.00	105.00	15	0.0	451.000	0.66	2023-11-15
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.25	0.24	$0.33	0.03	0.05	1.05	1.30	12.96	13.29	0.25	$25.00	105.00	14	0.0	449.000	0.33	2023-11-14
ZI231215C00012500	ZI	CALL	Long	12.50	None	$-0.39	-0.37	$-0.41	-0.03	-0.03	1.05	0.66	12.96	12.55	-0.39	$-39.00	105.00	13	0.0	449.000	-0.41	2023-11-13
ZI231215C00012500	ZI	CALL	Long	12.50	None	$-0.39	-0.37	$-0.20	-0.02	-0.01	1.05	0.66	12.96	12.76	-0.39	$-39.00	105.00	10	0.0	449.000	-0.20	2023-11-10
ZI231215C00012500	ZI	CALL	Long	12.50	None	$-0.39	-0.37	$-0.37	-0.03	-0.48	1.05	0.66	12.96	12.59	-0.39	$-39.00	105.00	9	0.0	0.000	-0.37	2023-11-09
ZI231215C00012500	ZI	CALL	Long	12.50	None	$-0.39	-0.37	$-0.37	-0.03	0.00	1.05	0.66	12.96	12.59	-0.39	$-39.00	105.00	8	0.0	458.000	-0.37	2023-11-08
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.19	0.18	$0.05	0.00	-0.00	1.05	1.24	12.96	13.01	0.19	$19.00	105.00	7	0.0	457.000	0.05	2023-11-07
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.25	0.24	$0.13	0.01	0.02	1.05	1.30	12.96	13.09	0.25	$25.00	105.00	6	0.0	457.000	0.13	2023-11-06
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.25	0.24	$0.13	0.01	0.02	1.05	1.30	12.96	13.09	0.25	$25.00	105.00	5	0.0	457.000	0.13	2023-11-05
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.35	0.33	$0.67	0.05	0.01	1.05	1.40	12.96	13.63	0.35	$35.00	105.00	3	0.0	463.000	0.67	2023-11-03
ZI231215C00012500	ZI	CALL	Long	12.50	None	$-0.25	-0.24	$-0.19	-0.01	-0.01	1.05	0.80	12.96	12.77	-0.25	$-25.00	105.00	2	0.0	453.000	-0.19	2023-11-02
ZI231215C00012500	ZI	CALL	Long	12.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.25; Exit EQ PnL: -0.43	$-0.25	-0.24	$-0.43	-0.03	-0.00	1.05	0.80	12.96	12.53	-0.25	$-25.00	105.00	1	0.0	182.000	-0.43	2023-11-01
ZI231215C00012500	ZI	CALL	Long	12.50	None	$0.00	0.00	$0.00	0.00	0.00	1.05	1.05	12.96	12.96	0.00	$0.00	105.00	0	173.0	12.000	0.00	2023-10-31

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