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View Outliers PnL Drill-Down: ZI241213C00010500

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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
2024-11-13	ZI	ZI241213C00010500	10.50	8.0	2.000	0.520	0.266	0.3	0.3	0.020	0.600	0.540	0.60	10.53	2024-12-13	CALL	Long	0.178	0.287	-0.195

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
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.50	-0.83	$0.08	0.01	0.09	0.60	0.10	10.53	10.61	-0.50	$-50.00	60.00	29	1.0	122.000	0.08	2024-12-12
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.50	-0.83	$0.24	0.02	-0.04	0.60	0.10	10.53	10.77	-0.50	$-50.00	60.00	28	1.0	122.000	0.24	2024-12-11
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.39	-0.65	$-0.06	-0.01	-0.03	0.60	0.21	10.53	10.47	-0.39	$-39.00	60.00	27	103.0	222.000	-0.06	2024-12-10
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.15	0.25	$0.43	0.04	-0.00	0.60	0.75	10.53	10.96	0.15	$15.00	60.00	26	3.0	131.000	0.43	2024-12-09
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.15	0.25	$0.51	0.05	0.09	0.60	0.75	10.53	11.04	0.15	$15.00	60.00	25	3.0	131.000	0.51	2024-12-08
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.15	0.25	$0.51	0.05	-0.04	0.60	0.75	10.53	11.04	0.15	$15.00	60.00	23	3.0	131.000	0.51	2024-12-06
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.15	0.25	$0.44	0.04	0.11	0.60	0.75	10.53	10.97	0.15	$15.00	60.00	22	3.0	133.000	0.44	2024-12-05
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.40	0.67	$0.67	0.06	0.05	0.60	1.00	10.53	11.20	0.40	$40.00	60.00	21	75.0	133.000	0.67	2024-12-04
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.40	0.67	$0.47	0.04	0.02	0.60	1.00	10.53	11.00	0.40	$40.00	60.00	20	75.0	133.000	0.47	2024-12-03
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.25	0.42	$0.83	0.08	0.04	0.60	0.85	10.53	11.36	0.25	$25.00	60.00	19	10.0	168.000	0.83	2024-12-02
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.41	0.04	-0.52	0.60	0.55	10.53	10.94	-0.05	$-5.00	60.00	18	5.0	0.000	0.41	2024-12-01
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.41	0.04	0.01	0.60	0.55	10.53	10.94	-0.05	$-5.00	60.00	17	5.0	0.000	0.41	2024-11-30
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.47	0.04	0.01	0.60	0.55	10.53	11.00	-0.05	$-5.00	60.00	15	5.0	168.000	0.47	2024-11-28
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.48	0.05	0.00	0.60	0.55	10.53	11.01	-0.05	$-5.00	60.00	14	5.0	168.000	0.48	2024-11-27
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.36	0.03	0.04	0.60	0.55	10.53	10.89	-0.05	$-5.00	60.00	13	5.0	168.000	0.36	2024-11-26
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.33	0.03	-0.01	0.60	0.55	10.53	10.86	-0.05	$-5.00	60.00	12	5.0	168.000	0.33	2024-11-25
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.10	0.01	-0.02	0.60	0.55	10.53	10.63	-0.05	$-5.00	60.00	11	5.0	173.000	0.10	2024-11-24
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.10	0.01	0.06	0.60	0.55	10.53	10.63	-0.05	$-5.00	60.00	10	5.0	173.000	0.10	2024-11-23
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.10	0.01	0.02	0.60	0.55	10.53	10.63	-0.05	$-5.00	60.00	9	5.0	173.000	0.10	2024-11-22
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.01	0.02	$-0.16	-0.02	0.02	0.60	0.61	10.53	10.37	0.01	$1.00	60.00	8	10.0	175.000	-0.16	2024-11-21
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.05	-0.08	$0.09	0.01	0.02	0.60	0.55	10.53	10.62	-0.05	$-5.00	60.00	7	27.0	175.000	0.09	2024-11-20
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.43	-0.72	$-0.63	-0.06	0.00	0.60	0.17	10.53	9.90	-0.43	$-43.00	60.00	6	12.0	170.000	-0.63	2024-11-19
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.40	-0.67	$-0.82	-0.08	0.00	0.60	0.20	10.53	9.71	-0.40	$-40.00	60.00	5	55.0	115.000	-0.82	2024-11-18
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.24	-0.40	$-0.30	-0.03	0.00	0.60	0.36	10.53	10.23	-0.24	$-24.00	60.00	4	74.0	41.000	-0.30	2024-11-17
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.24	-0.40	$-0.30	-0.03	-0.01	0.60	0.36	10.53	10.23	-0.24	$-24.00	60.00	3	74.0	41.000	-0.30	2024-11-16
ZI241213C00010500	ZI	CALL	Long	10.50	None	$-0.24	-0.40	$-0.30	-0.03	-0.03	0.60	0.36	10.53	10.23	-0.24	$-24.00	60.00	2	74.0	41.000	-0.30	2024-11-15
ZI241213C00010500	ZI	CALL	Long	10.50	None	$0.03	0.05	$0.05	0.00	-0.06	0.60	0.63	10.53	10.58	0.03	$3.00	60.00	1	31.0	10.000	0.05	2024-11-14
ZI241213C00010500	ZI	CALL	Long	10.50	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.00	0.60	0.60	10.53	10.53	0.00	$0.00	60.00	0	8.0	2.000	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