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View Outliers PnL Drill-Down: ZIM240126C00010000

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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
2023-12-26	ZIM	ZIM240126C00010000	10.00	138.0	172.000	1.076	0.361	0.3	0.4	0.010	1.020	1.150	1.10	9.83	2024-01-26	CALL	Long	0.377	0.397	-0.115

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
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$2.71	2.13	$3.56	0.35	1.49	1.27	3.98	10.25	13.81	2.71	$271.00	127.00	30	1.0	50.000	3.56	2024-01-25
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$2.53	1.99	$3.81	0.37	1.58	1.27	3.80	10.25	14.06	2.53	$253.00	127.00	29	5.0	55.000	3.81	2024-01-24
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.88	1.48	$2.97	0.29	0.93	1.27	3.15	10.25	13.22	1.88	$188.00	127.00	28	3.0	55.000	2.97	2024-01-23
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.88	1.48	$2.89	0.28	0.12	1.27	3.15	10.25	13.14	1.88	$188.00	127.00	27	3.0	57.000	2.89	2024-01-22
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.73	1.36	$2.62	0.26	0.56	1.27	3.00	10.25	12.87	1.73	$173.00	127.00	24	3.0	65.000	2.62	2024-01-19
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$2.48	1.95	$3.47	0.34	0.37	1.27	3.75	10.25	13.72	2.48	$248.00	127.00	23	7.0	216.000	3.47	2024-01-18
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$2.48	1.95	$3.64	0.36	0.18	1.27	3.75	10.25	13.89	2.48	$248.00	127.00	22	7.0	218.000	3.64	2024-01-17
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$2.68	2.11	$3.78	0.37	-1.01	1.27	3.95	10.25	14.03	2.68	$268.00	127.00	21	20.0	225.000	3.78	2024-01-16
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.98	1.56	$3.21	0.31	0.17	1.27	3.25	10.25	13.46	1.98	$198.00	127.00	17	5.0	225.000	3.21	2024-01-12
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.98	1.56	$3.47	0.34	0.26	1.27	3.25	10.25	13.72	1.98	$198.00	127.00	16	5.0	225.000	3.47	2024-01-11
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.98	1.56	$2.65	0.26	0.11	1.27	3.25	10.25	12.90	1.98	$198.00	127.00	15	5.0	230.000	2.65	2024-01-10
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.83	1.44	$2.62	0.26	0.03	1.27	3.10	10.25	12.87	1.83	$183.00	127.00	14	7.0	232.000	2.62	2024-01-09
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.48	1.17	$3.42	0.33	0.40	1.27	2.75	10.25	13.67	1.48	$148.00	127.00	13	8.0	232.000	3.42	2024-01-08
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$3.22	2.54	$4.34	0.42	0.15	1.27	4.49	10.25	14.59	3.22	$322.00	127.00	12	12.0	233.000	4.34	2024-01-07
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$3.22	2.54	$4.34	0.42	0.07	1.27	4.49	10.25	14.59	3.22	$322.00	127.00	10	12.0	233.000	4.34	2024-01-05
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$2.58	2.03	$3.36	0.33	-1.01	1.27	3.85	10.25	13.61	2.58	$258.00	127.00	9	18.0	233.000	3.36	2024-01-04
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$1.33	1.05	$2.01	0.20	-1.01	1.27	2.60	10.25	12.26	1.33	$133.00	127.00	8	51.0	243.000	2.01	2024-01-03
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$0.35	0.28	$0.94	0.09	-1.01	1.27	1.62	10.25	11.19	0.35	$35.00	127.00	7	40.0	0.000	0.94	2024-01-02
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$-0.33	-0.26	$-0.38	-0.04	-0.23	1.27	0.94	10.25	9.87	-0.33	$-33.00	127.00	6	60.0	218.000	-0.38	2024-01-01
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$-0.33	-0.26	$-0.38	-0.04	-0.26	1.27	0.94	10.25	9.87	-0.33	$-33.00	127.00	4	60.0	218.000	-0.38	2023-12-30
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$-0.33	-0.26	$-0.38	-0.04	-0.28	1.27	0.94	10.25	9.87	-0.33	$-33.00	127.00	3	60.0	218.000	-0.38	2023-12-29
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$-0.30	-0.24	$-0.48	-0.05	-0.15	1.27	0.97	10.25	9.77	-0.30	$-30.00	127.00	2	64.0	244.000	-0.48	2023-12-28
ZIM240126C00010000	ZIM	CALL	Long	10.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.33; Exit EQ PnL: -0.38	$0.33	0.26	$-0.13	-0.01	-0.12	1.27	1.60	10.25	10.12	0.33	$33.00	127.00	1	62.0	231.000	-0.13	2023-12-27
ZIM240126C00010000	ZIM	CALL	Long	10.00	None	$0.00	0.00	$0.00	0.00	0.00	1.27	1.27	10.25	10.25	0.00	$0.00	127.00	0	161.0	172.000	0.00	2023-12-26

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