| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-08 | ZI | ZI240621C00012500 | 12.50 | 1417.0 | 203.000 | 0.592 | 0.321 | 0.3 | 0.7 | 0.030 | 0.740 | 1.040 | 0.55 | 12.14 | 2024-06-21 | CALL | Long | 0.223 | 0.358 | -0.242 |
| 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 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.53 | -0.96 | $-0.34 | -0.03 | -0.07 | 0.55 | 0.02 | 12.14 | 11.80 | -0.53 | $-53.00 | 55.00 | 41 | 17.0 | 4125.000 | -0.34 | 2024-06-18 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.50 | -0.91 | $-0.12 | -0.01 | -0.11 | 0.55 | 0.05 | 12.14 | 12.02 | -0.50 | $-50.00 | 55.00 | 40 | 1036.0 | 3432.000 | -0.12 | 2024-06-17 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.36 | -0.65 | $0.24 | 0.02 | -0.24 | 0.55 | 0.19 | 12.14 | 12.38 | -0.36 | $-36.00 | 55.00 | 37 | 45.0 | 3415.000 | 0.24 | 2024-06-14 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.40 | -0.73 | $0.00 | 0.00 | -0.14 | 0.55 | 0.15 | 12.14 | 12.14 | -0.40 | $-40.00 | 55.00 | 36 | 94.0 | 3354.000 | 0.00 | 2024-06-13 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.15 | -0.27 | $0.62 | 0.05 | -0.17 | 0.55 | 0.40 | 12.14 | 12.76 | -0.15 | $-15.00 | 55.00 | 35 | 96.0 | 3346.000 | 0.62 | 2024-06-12 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.10 | -0.18 | $0.53 | 0.04 | -0.18 | 0.55 | 0.45 | 12.14 | 12.67 | -0.10 | $-10.00 | 55.00 | 34 | 89.0 | 3329.000 | 0.53 | 2024-06-11 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.28 | -0.51 | $0.36 | 0.03 | -0.20 | 0.55 | 0.27 | 12.14 | 12.50 | -0.28 | $-28.00 | 55.00 | 33 | 66.0 | 0.000 | 0.36 | 2024-06-10 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.30 | -0.55 | $0.20 | 0.02 | -0.12 | 0.55 | 0.25 | 12.14 | 12.34 | -0.30 | $-30.00 | 55.00 | 32 | 1298.0 | 2683.000 | 0.20 | 2024-06-09 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.30 | -0.55 | $0.20 | 0.02 | -0.17 | 0.55 | 0.25 | 12.14 | 12.34 | -0.30 | $-30.00 | 55.00 | 30 | 1298.0 | 2683.000 | 0.20 | 2024-06-07 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.20 | -0.36 | $0.23 | 0.02 | -0.20 | 0.55 | 0.35 | 12.14 | 12.37 | -0.20 | $-20.00 | 55.00 | 29 | 58.0 | 2670.000 | 0.23 | 2024-06-06 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.40 | -0.73 | $-0.12 | -0.01 | -0.11 | 0.55 | 0.15 | 12.14 | 12.02 | -0.40 | $-40.00 | 55.00 | 28 | 113.0 | 2123.000 | -0.12 | 2024-06-05 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.38 | -0.69 | $-0.26 | -0.02 | -0.18 | 0.55 | 0.17 | 12.14 | 11.88 | -0.38 | $-38.00 | 55.00 | 27 | 37.0 | 2124.000 | -0.26 | 2024-06-04 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.30 | -0.55 | $-0.03 | -0.00 | -0.12 | 0.55 | 0.25 | 12.14 | 12.11 | -0.30 | $-30.00 | 55.00 | 26 | 612.0 | 1663.000 | -0.03 | 2024-06-03 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | Exit OP PnL: $-0.10;Exit EQ PnL: 0.21; Position is Long and position continued to lose. Latest OP price is: $0.45 (EQ: $12.35). Initial OP price was: $0.55 (EQ: $12.14). Surpassed Stop Loss Percentage: -0.1818181818181818181818181818 < -0.16. | $-0.20 | -0.36 | $0.14 | 0.01 | -0.18 | 0.55 | 0.35 | 12.14 | 12.28 | -0.20 | $-20.00 | 55.00 | 23 | 31.0 | 1651.000 | 0.14 | 2024-05-31 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $-0.08 | -0.15 | $0.36 | 0.03 | -0.15 | 0.55 | 0.47 | 12.14 | 12.50 | -0.08 | $-8.00 | 55.00 | 22 | 38.0 | 1626.000 | 0.36 | 2024-05-30 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.01 | 0.02 | $0.49 | 0.04 | -0.18 | 0.55 | 0.56 | 12.14 | 12.63 | 0.01 | $1.00 | 55.00 | 21 | 6.0 | 1620.000 | 0.49 | 2024-05-29 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.20 | 0.36 | $0.70 | 0.06 | -0.16 | 0.55 | 0.75 | 12.14 | 12.84 | 0.20 | $20.00 | 55.00 | 20 | 28.0 | 1602.000 | 0.70 | 2024-05-28 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.30 | 0.55 | $0.81 | 0.07 | -0.04 | 0.55 | 0.85 | 12.14 | 12.95 | 0.30 | $30.00 | 55.00 | 19 | 125.0 | 1509.000 | 0.81 | 2024-05-27 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.27 | 0.49 | $0.81 | 0.07 | -0.17 | 0.55 | 0.82 | 12.14 | 12.95 | 0.27 | $27.00 | 55.00 | 16 | 94.0 | 1509.000 | 0.81 | 2024-05-24 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.45 | 0.82 | $0.68 | 0.06 | -0.19 | 0.55 | 1.00 | 12.14 | 12.82 | 0.45 | $45.00 | 55.00 | 15 | 7.0 | 1509.000 | 0.68 | 2024-05-23 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.45 | 0.82 | $1.06 | 0.09 | -0.06 | 0.55 | 1.00 | 12.14 | 13.20 | 0.45 | $45.00 | 55.00 | 14 | 7.0 | 1509.000 | 1.06 | 2024-05-22 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.30 | 0.55 | $0.90 | 0.07 | 0.08 | 0.55 | 0.85 | 12.14 | 13.04 | 0.30 | $30.00 | 55.00 | 13 | 9.0 | 1509.000 | 0.90 | 2024-05-21 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.49 | 0.89 | $1.18 | 0.10 | -0.59 | 0.55 | 1.04 | 12.14 | 13.32 | 0.49 | $49.00 | 55.00 | 12 | 20.0 | 0.000 | 1.18 | 2024-05-20 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.40 | 0.73 | $0.95 | 0.08 | -0.17 | 0.55 | 0.95 | 12.14 | 13.09 | 0.40 | $40.00 | 55.00 | 11 | 14.0 | 1497.000 | 0.95 | 2024-05-19 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.40 | 0.73 | $0.95 | 0.08 | -0.17 | 0.55 | 0.95 | 12.14 | 13.09 | 0.40 | $40.00 | 55.00 | 10 | 14.0 | 1497.000 | 0.95 | 2024-05-18 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.40 | 0.73 | $0.95 | 0.08 | -0.18 | 0.55 | 0.95 | 12.14 | 13.09 | 0.40 | $40.00 | 55.00 | 9 | 14.0 | 1497.000 | 0.95 | 2024-05-17 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.45 | 0.82 | $1.03 | 0.08 | -0.19 | 0.55 | 1.00 | 12.14 | 13.17 | 0.45 | $45.00 | 55.00 | 7 | 21.0 | 1515.000 | 1.03 | 2024-05-15 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.35 | 0.64 | $0.85 | 0.07 | -0.18 | 0.55 | 0.90 | 12.14 | 12.99 | 0.35 | $35.00 | 55.00 | 6 | 17.0 | 1507.000 | 0.85 | 2024-05-14 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.35 | 0.64 | $0.82 | 0.07 | -0.21 | 0.55 | 0.90 | 12.14 | 12.96 | 0.35 | $35.00 | 55.00 | 5 | 155.0 | 1394.000 | 0.82 | 2024-05-13 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.20 | 0.36 | $0.62 | 0.05 | -0.59 | 0.55 | 0.75 | 12.14 | 12.76 | 0.20 | $20.00 | 55.00 | 4 | 33.0 | 1394.000 | 0.62 | 2024-05-12 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.07 | 0.13 | $0.44 | 0.04 | -0.24 | 0.55 | 0.62 | 12.14 | 12.58 | 0.07 | $7.00 | 55.00 | 1 | 158.0 | 1549.000 | 0.44 | 2024-05-09 |
| ZI240621C00012500 | ZI | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.55 | 0.55 | 12.14 | 12.14 | 0.00 | $0.00 | 55.00 | 0 | 1417.0 | 203.000 | 0.00 | 2024-05-08 |