| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-26 | ZIM | ZIM240126C00009500 | 9.50 | 22.0 | 565.000 | 1.209 | 0.371 | 0.5 | 0.3 | 0.010 | 1.260 | 1.090 | 1.32 | 9.64 | 2024-01-26 | CALL | Long | 0.377 | 0.397 | -0.115 |
| 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 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.75 | 1.83 | $3.56 | 0.35 | 1.91 | 1.50 | 4.25 | 10.25 | 13.81 | 2.75 | $275.00 | 150.00 | 30 | 4.0 | 8.000 | 3.56 | 2024-01-25 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $3.10 | 2.07 | $3.81 | 0.37 | 2.46 | 1.50 | 4.60 | 10.25 | 14.06 | 3.10 | $310.00 | 150.00 | 29 | 4.0 | 12.000 | 3.81 | 2024-01-24 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.30 | 1.53 | $2.97 | 0.29 | 1.55 | 1.50 | 3.80 | 10.25 | 13.22 | 2.30 | $230.00 | 150.00 | 28 | 5.0 | 15.000 | 2.97 | 2024-01-23 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.30 | 1.53 | $2.89 | 0.28 | 0.41 | 1.50 | 3.80 | 10.25 | 13.14 | 2.30 | $230.00 | 150.00 | 27 | 5.0 | 12.000 | 2.89 | 2024-01-22 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.06 | 1.37 | $2.62 | 0.26 | 0.22 | 1.50 | 3.56 | 10.25 | 12.87 | 2.06 | $206.00 | 150.00 | 24 | 7.0 | 12.000 | 2.62 | 2024-01-19 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.06 | 1.37 | $3.47 | 0.34 | 0.53 | 1.50 | 3.56 | 10.25 | 13.72 | 2.06 | $206.00 | 150.00 | 23 | 6.0 | 12.000 | 3.47 | 2024-01-18 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.06 | 1.37 | $3.64 | 0.36 | 0.19 | 1.50 | 3.56 | 10.25 | 13.89 | 2.06 | $206.00 | 150.00 | 22 | 6.0 | 576.000 | 3.64 | 2024-01-17 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.06 | 1.37 | $3.63 | 0.35 | 0.39 | 1.50 | 3.56 | 10.25 | 13.88 | 2.06 | $206.00 | 150.00 | 21 | 6.0 | 576.000 | 3.63 | 2024-01-16 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.06 | 1.37 | $3.21 | 0.31 | 0.28 | 1.50 | 3.56 | 10.25 | 13.46 | 2.06 | $206.00 | 150.00 | 17 | 6.0 | 576.000 | 3.21 | 2024-01-12 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.06 | 1.37 | $3.47 | 0.34 | 0.68 | 1.50 | 3.56 | 10.25 | 13.72 | 2.06 | $206.00 | 150.00 | 16 | 6.0 | 576.000 | 3.47 | 2024-01-11 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.06 | 1.37 | $2.65 | 0.26 | 0.27 | 1.50 | 3.56 | 10.25 | 12.90 | 2.06 | $206.00 | 150.00 | 15 | 6.0 | 576.000 | 2.65 | 2024-01-10 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.07 | 1.38 | $2.62 | 0.26 | 0.28 | 1.50 | 3.57 | 10.25 | 12.87 | 2.07 | $207.00 | 150.00 | 14 | 3.0 | 577.000 | 2.62 | 2024-01-09 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $3.55 | 2.37 | $3.42 | 0.33 | 0.48 | 1.50 | 5.05 | 10.25 | 13.67 | 3.55 | $355.00 | 150.00 | 13 | 7.0 | 577.000 | 3.42 | 2024-01-08 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $3.55 | 2.37 | $4.34 | 0.42 | 0.14 | 1.50 | 5.05 | 10.25 | 14.59 | 3.55 | $355.00 | 150.00 | 10 | 7.0 | 581.000 | 4.34 | 2024-01-05 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $2.45 | 1.63 | $3.36 | 0.33 | -0.91 | 1.50 | 3.95 | 10.25 | 13.61 | 2.45 | $245.00 | 150.00 | 9 | 33.0 | 581.000 | 3.36 | 2024-01-04 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $1.46 | 0.97 | $2.01 | 0.20 | -0.91 | 1.50 | 2.96 | 10.25 | 12.26 | 1.46 | $146.00 | 150.00 | 8 | 7.0 | 592.000 | 2.01 | 2024-01-03 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $-0.38 | -0.25 | $0.94 | 0.09 | -0.91 | 1.50 | 1.12 | 10.25 | 11.19 | -0.38 | $-38.00 | 150.00 | 7 | 17.0 | 592.000 | 0.94 | 2024-01-02 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $-0.38 | -0.25 | $-0.38 | -0.04 | -0.05 | 1.50 | 1.12 | 10.25 | 9.87 | -0.38 | $-38.00 | 150.00 | 6 | 17.0 | 587.000 | -0.38 | 2024-01-01 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $-0.38 | -0.25 | $-0.38 | -0.04 | -0.08 | 1.50 | 1.12 | 10.25 | 9.87 | -0.38 | $-38.00 | 150.00 | 4 | 17.0 | 587.000 | -0.38 | 2023-12-30 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $-0.38 | -0.25 | $-0.38 | -0.04 | -0.11 | 1.50 | 1.12 | 10.25 | 9.87 | -0.38 | $-38.00 | 150.00 | 3 | 17.0 | 587.000 | -0.38 | 2023-12-29 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $-0.20 | -0.13 | $-0.48 | -0.05 | -0.06 | 1.50 | 1.30 | 10.25 | 9.77 | -0.20 | $-20.00 | 150.00 | 2 | 3.0 | 584.000 | -0.48 | 2023-12-28 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.39 | $0.00 | 0.00 | $-0.13 | -0.01 | 0.10 | 1.50 | 1.50 | 10.25 | 10.12 | 0.00 | $0.00 | 150.00 | 1 | 26.0 | 584.000 | -0.13 | 2023-12-27 |
| ZIM240126C00009500 | ZIM | CALL | Long | 9.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.50 | 1.50 | 10.25 | 10.25 | 0.00 | $0.00 | 150.00 | 0 | 26.0 | 565.000 | 0.00 | 2023-12-26 |