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View Outliers PnL Drill-Down: ZI240920C00009000

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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
2024-08-06	ZI	ZI240920C00009000	9.00	48.0	55.000	0.545	0.287	0.0	1.0	0.010	0.210	1.160	0.30	8.01	2024-09-20	CALL	Long	0.355	0.405	-0.183

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
ZI240920C00009000	ZI	CALL	Long	9.00	None	$1.45	4.83	$2.63	0.33	0.64	0.30	1.75	8.01	10.64	1.45	$145.00	30.00	44	5.0	155.000	2.63	2024-09-19
ZI240920C00009000	ZI	CALL	Long	9.00	None	$1.45	4.83	$2.34	0.29	0.47	0.30	1.75	8.01	10.35	1.45	$145.00	30.00	43	5.0	155.000	2.34	2024-09-18
ZI240920C00009000	ZI	CALL	Long	9.00	None	$1.45	4.83	$2.59	0.32	0.44	0.30	1.75	8.01	10.60	1.45	$145.00	30.00	42	5.0	155.000	2.59	2024-09-17
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$2.59	0.32	-0.04	0.30	1.02	8.01	10.60	0.72	$72.00	30.00	41	6.0	155.000	2.59	2024-09-16
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$2.61	0.33	0.44	0.30	1.02	8.01	10.62	0.72	$72.00	30.00	39	6.0	155.000	2.61	2024-09-14
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$2.61	0.33	-0.01	0.30	1.02	8.01	10.62	0.72	$72.00	30.00	38	6.0	155.000	2.61	2024-09-13
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$2.21	0.28	0.52	0.30	1.02	8.01	10.22	0.72	$72.00	30.00	37	6.0	155.000	2.21	2024-09-12
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.79	0.22	0.05	0.30	1.02	8.01	9.80	0.72	$72.00	30.00	36	6.0	155.000	1.79	2024-09-11
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.66	0.21	-0.02	0.30	1.02	8.01	9.67	0.72	$72.00	30.00	35	6.0	155.000	1.66	2024-09-10
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.63	0.20	0.05	0.30	1.02	8.01	9.64	0.72	$72.00	30.00	34	6.0	155.000	1.63	2024-09-09
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.54	0.19	0.04	0.30	1.02	8.01	9.55	0.72	$72.00	30.00	33	6.0	155.000	1.54	2024-09-08
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.54	0.19	0.01	0.30	1.02	8.01	9.55	0.72	$72.00	30.00	31	6.0	155.000	1.54	2024-09-06
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.93	0.24	-0.01	0.30	1.02	8.01	9.94	0.72	$72.00	30.00	30	6.0	155.000	1.93	2024-09-05
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.81	0.23	-0.03	0.30	1.02	8.01	9.82	0.72	$72.00	30.00	29	6.0	155.000	1.81	2024-09-04
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.88	0.23	-0.00	0.30	1.02	8.01	9.89	0.72	$72.00	30.00	25	6.0	155.000	1.88	2024-08-31
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.88	0.23	-0.02	0.30	1.02	8.01	9.89	0.72	$72.00	30.00	24	6.0	155.000	1.88	2024-08-30
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.72	0.21	-0.01	0.30	1.02	8.01	9.73	0.72	$72.00	30.00	23	6.0	155.000	1.72	2024-08-29
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.71	0.21	-0.04	0.30	1.02	8.01	9.72	0.72	$72.00	30.00	22	6.0	155.000	1.71	2024-08-28
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.67	0.21	-0.54	0.30	1.02	8.01	9.68	0.72	$72.00	30.00	21	6.0	155.000	1.67	2024-08-27
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.72	2.40	$1.79	0.22	-0.04	0.30	1.02	8.01	9.80	0.72	$72.00	30.00	20	6.0	157.000	1.79	2024-08-26
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.80	2.67	$1.71	0.21	-0.01	0.30	1.10	8.01	9.72	0.80	$80.00	30.00	19	20.0	157.000	1.71	2024-08-25
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.80	2.67	$1.71	0.21	-0.02	0.30	1.10	8.01	9.72	0.80	$80.00	30.00	18	20.0	157.000	1.71	2024-08-24
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.80	2.67	$1.71	0.21	-0.00	0.30	1.10	8.01	9.72	0.80	$80.00	30.00	17	20.0	157.000	1.71	2024-08-23
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.65	2.17	$1.50	0.19	-0.04	0.30	0.95	8.01	9.51	0.65	$65.00	30.00	16	1.0	157.000	1.50	2024-08-22
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.65	2.17	$1.68	0.21	0.00	0.30	0.95	8.01	9.69	0.65	$65.00	30.00	15	1.0	157.000	1.68	2024-08-21
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.55	1.83	$1.70	0.21	-0.02	0.30	0.85	8.01	9.71	0.55	$55.00	30.00	14	95.0	157.000	1.70	2024-08-20
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.55	1.83	$1.53	0.19	0.22	0.30	0.85	8.01	9.54	0.55	$55.00	30.00	13	95.0	157.000	1.53	2024-08-19
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.35	1.17	$1.13	0.14	-0.02	0.30	0.65	8.01	9.14	0.35	$35.00	30.00	12	80.0	157.000	1.13	2024-08-18
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.35	1.17	$1.13	0.14	-0.03	0.30	0.65	8.01	9.14	0.35	$35.00	30.00	11	80.0	157.000	1.13	2024-08-17
ZI240920C00009000	ZI	CALL	Long	9.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.35	1.17	$1.13	0.14	0.14	0.30	0.65	8.01	9.14	0.35	$35.00	30.00	10	80.0	157.000	1.13	2024-08-16
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.35	1.17	$1.19	0.15	-0.03	0.30	0.65	8.01	9.20	0.35	$35.00	30.00	9	80.0	167.000	1.19	2024-08-15
ZI240920C00009000	ZI	CALL	Long	9.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.30	1.00	$0.86	0.11	-0.01	0.30	0.60	8.01	8.87	0.30	$30.00	30.00	8	2.0	108.000	0.86	2024-08-14
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.30	1.00	$1.20	0.15	-0.03	0.30	0.60	8.01	9.21	0.30	$30.00	30.00	7	2.0	109.000	1.20	2024-08-13
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.17	0.57	$0.70	0.09	-0.02	0.30	0.47	8.01	8.71	0.17	$17.00	30.00	6	13.0	108.000	0.70	2024-08-12
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.35	1.17	$0.99	0.12	0.00	0.30	0.65	8.01	9.00	0.35	$35.00	30.00	3	11.0	100.000	0.99	2024-08-09
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.50	1.67	$0.94	0.12	-0.00	0.30	0.80	8.01	8.95	0.50	$50.00	30.00	2	39.0	75.000	0.94	2024-08-08
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.20	0.67	$0.69	0.09	0.01	0.30	0.50	8.01	8.70	0.20	$20.00	30.00	1	24.0	74.000	0.69	2024-08-07
ZI240920C00009000	ZI	CALL	Long	9.00	None	$0.00	0.00	$0.00	0.00	0.00	0.30	0.30	8.01	8.01	0.00	$0.00	30.00	0	48.0	55.000	0.00	2024-08-06

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