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View Outliers PnL Drill-Down: ZIM240119P00010000

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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
2023-12-15	ZIM	ZIM240119P00010000	10.00	337.0	5004.000	0.832	0.313	0.2	0.5	-0.010	0.730	1.020	1.18	9.67	2024-01-19	PUT	Long	0.324	0.369	0.184

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	ZIM	0.818	0.166	0.338	0.228	0.208	0.023	18.41	-0.522	0.0000	9.25	27.01	21	1y	23.90

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
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.17	-0.99	$-4.05	-0.42	0.98	1.18	0.01	9.67	13.72	-1.17	$-117.00	118.00	34	11.0	6547.000	-4.05	2024-01-18
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.17	-0.99	$-4.22	-0.44	1.04	1.18	0.01	9.67	13.89	-1.17	$-117.00	118.00	33	4.0	6548.000	-4.22	2024-01-17
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.16	-0.98	$-4.21	-0.44	0.86	1.18	0.02	9.67	13.88	-1.16	$-116.00	118.00	32	53.0	6497.000	-4.21	2024-01-16
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.13	-0.96	$-3.79	-0.39	0.47	1.18	0.05	9.67	13.46	-1.13	$-113.00	118.00	28	97.0	6433.000	-3.79	2024-01-12
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.13	-0.96	$-4.05	-0.42	0.43	1.18	0.05	9.67	13.72	-1.13	$-113.00	118.00	27	174.0	6571.000	-4.05	2024-01-11
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.11	-0.94	$-3.23	-0.33	0.26	1.18	0.07	9.67	12.90	-1.11	$-111.00	118.00	26	82.0	6566.000	-3.23	2024-01-10
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.00	-0.85	$-3.20	-0.33	0.36	1.18	0.18	9.67	12.87	-1.00	$-100.00	118.00	25	126.0	6656.000	-3.20	2024-01-09
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.05	-0.89	$-4.00	-0.41	0.57	1.18	0.13	9.67	13.67	-1.05	$-105.00	118.00	24	258.0	6515.000	-4.00	2024-01-08
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.08	-0.92	$-4.92	-0.51	0.36	1.18	0.10	9.67	14.59	-1.08	$-108.00	118.00	21	151.0	6581.000	-4.92	2024-01-05
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.06	-0.90	$-3.94	-0.41	-0.33	1.18	0.12	9.67	13.61	-1.06	$-106.00	118.00	20	95.0	6581.000	-3.94	2024-01-04
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-1.03	-0.87	$-2.59	-0.27	-0.58	1.18	0.15	9.67	12.26	-1.03	$-103.00	118.00	19	650.0	6562.000	-2.59	2024-01-03
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.82	-0.69	$-1.52	-0.16	-0.71	1.18	0.36	9.67	11.19	-0.82	$-82.00	118.00	18	395.0	6646.000	-1.52	2024-01-02
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.36	-0.31	$-0.20	-0.02	0.11	1.18	0.82	9.67	9.87	-0.36	$-36.00	118.00	17	353.0	6702.000	-0.20	2024-01-01
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.36	-0.31	$-0.20	-0.02	0.06	1.18	0.82	9.67	9.87	-0.36	$-36.00	118.00	15	353.0	6702.000	-0.20	2023-12-30
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.36	-0.31	$-0.20	-0.02	0.02	1.18	0.82	9.67	9.87	-0.36	$-36.00	118.00	14	353.0	6702.000	-0.20	2023-12-29
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.21	-0.18	$-0.10	-0.01	0.03	1.18	0.97	9.67	9.77	-0.21	$-21.00	118.00	13	25.0	6695.000	-0.10	2023-12-28
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.18	-0.15	$-0.45	-0.05	0.15	1.18	1.00	9.67	10.12	-0.18	$-18.00	118.00	12	125.0	6733.000	-0.45	2023-12-27
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.08	-0.07	$-0.58	-0.06	0.26	1.18	1.10	9.67	10.25	-0.08	$-8.00	118.00	11	208.0	6636.000	-0.58	2023-12-26
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.58	-0.49	$-1.91	-0.20	0.26	1.18	0.60	9.67	11.58	-0.58	$-58.00	118.00	10	263.0	6806.000	-1.91	2023-12-25
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.58	-0.49	$-1.91	-0.20	0.22	1.18	0.60	9.67	11.58	-0.58	$-58.00	118.00	8	263.0	6806.000	-1.91	2023-12-23
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.58	-0.49	$-1.91	-0.20	0.20	1.18	0.60	9.67	11.58	-0.58	$-58.00	118.00	7	263.0	6806.000	-1.91	2023-12-22
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.18	-0.15	$-0.83	-0.09	0.26	1.18	1.00	9.67	10.50	-0.18	$-18.00	118.00	6	84.0	6807.000	-0.83	2023-12-21
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$-0.18	-0.15	$-0.87	-0.09	0.31	1.18	1.00	9.67	10.54	-0.18	$-18.00	118.00	5	52.0	6742.000	-0.87	2023-12-20
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$0.13	0.11	$0.02	0.00	0.08	1.18	1.31	9.67	9.65	0.13	$13.00	118.00	4	169.0	6676.000	0.02	2023-12-19
ZIM240119P00010000	ZIM	PUT	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.48; Exit EQ PnL: -0.69	$0.03	0.03	$-0.10	-0.01	0.07	1.18	1.21	9.67	9.77	0.03	$3.00	118.00	3	2396.0	5141.000	-0.10	2023-12-18
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$0.00	0.00	$0.03	0.00	-0.01	1.18	1.18	9.67	9.64	0.00	$0.00	118.00	1	337.0	5004.000	0.03	2023-12-16
ZIM240119P00010000	ZIM	PUT	Long	10.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.18	1.18	9.67	9.67	0.00	$0.00	118.00	0	337.0	5004.000	-0.00	2023-12-15

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