| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-11 | ZIM | ZIM240712C00017500 | 17.50 | 3.0 | 1.000 | 0.827 | 0.422 | 0.9 | 0.9 | 0.010 | 1.730 | 1.760 | 1.70 | 17.39 | 2024-07-12 | CALL | Long | 0.449 | 0.477 | -0.141 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $-0.87 | -0.51 | $0.21 | 0.01 | 2.84 | 1.70 | 0.83 | 17.65 | 17.86 | -0.87 | $-87.00 | 170.00 | 30 | 2.0 | 2.000 | 0.21 | 2024-07-11 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $2.18 | 0.12 | 2.08 | 1.70 | 1.70 | 17.65 | 19.83 | 0.00 | $0.00 | 170.00 | 29 | 3.0 | 2.000 | 2.18 | 2024-07-10 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $1.75 | 0.10 | 0.99 | 1.70 | 1.70 | 17.65 | 19.40 | 0.00 | $0.00 | 170.00 | 28 | 3.0 | 2.000 | 1.75 | 2024-07-09 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $1.11 | 0.06 | 0.05 | 1.70 | 1.70 | 17.65 | 18.76 | 0.00 | $0.00 | 170.00 | 27 | 3.0 | 2.000 | 1.11 | 2024-07-08 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $4.45 | 0.25 | 0.60 | 1.70 | 1.70 | 17.65 | 22.10 | 0.00 | $0.00 | 170.00 | 24 | 3.0 | 2.000 | 4.45 | 2024-07-05 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $5.08 | 0.29 | 0.79 | 1.70 | 1.70 | 17.65 | 22.73 | 0.00 | $0.00 | 170.00 | 23 | 3.0 | 0.000 | 5.08 | 2024-07-04 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $5.08 | 0.29 | 0.70 | 1.70 | 1.70 | 17.65 | 22.73 | 0.00 | $0.00 | 170.00 | 22 | 3.0 | 0.000 | 5.08 | 2024-07-03 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $4.93 | 0.28 | 1.54 | 1.70 | 1.70 | 17.65 | 22.58 | 0.00 | $0.00 | 170.00 | 21 | 3.0 | 2.000 | 4.93 | 2024-07-02 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $5.32 | 0.30 | 0.97 | 1.70 | 1.70 | 17.65 | 22.97 | 0.00 | $0.00 | 170.00 | 20 | 3.0 | 2.000 | 5.32 | 2024-07-01 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $4.52 | 0.26 | -0.39 | 1.70 | 1.70 | 17.65 | 22.17 | 0.00 | $0.00 | 170.00 | 17 | 3.0 | 2.000 | 4.52 | 2024-06-28 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $4.07 | 0.23 | 0.63 | 1.70 | 1.70 | 17.65 | 21.72 | 0.00 | $0.00 | 170.00 | 16 | 3.0 | 2.000 | 4.07 | 2024-06-27 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $3.07 | 0.17 | -0.15 | 1.70 | 1.70 | 17.65 | 20.72 | 0.00 | $0.00 | 170.00 | 14 | 3.0 | 2.000 | 3.07 | 2024-06-25 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $2.61 | 0.15 | -0.18 | 1.70 | 1.70 | 17.65 | 20.26 | 0.00 | $0.00 | 170.00 | 13 | 3.0 | 2.000 | 2.61 | 2024-06-24 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $1.34 | 0.08 | -0.24 | 1.70 | 1.70 | 17.65 | 18.99 | 0.00 | $0.00 | 170.00 | 7 | 3.0 | 2.000 | 1.34 | 2024-06-18 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $1.18 | 0.07 | -0.11 | 1.70 | 1.70 | 17.65 | 18.83 | 0.00 | $0.00 | 170.00 | 6 | 3.0 | 2.000 | 1.18 | 2024-06-17 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.87 | 0.05 | -0.18 | 1.70 | 1.70 | 17.65 | 18.52 | 0.00 | $0.00 | 170.00 | 3 | 3.0 | 2.000 | 0.87 | 2024-06-14 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $1.11 | 0.06 | -0.19 | 1.70 | 1.70 | 17.65 | 18.76 | 0.00 | $0.00 | 170.00 | 2 | 3.0 | 2.000 | 1.11 | 2024-06-13 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $0.81 | 0.05 | -0.20 | 1.70 | 1.70 | 17.65 | 18.46 | 0.00 | $0.00 | 170.00 | 1 | 3.0 | 2.000 | 0.81 | 2024-06-12 |
| ZIM240712C00017500 | ZIM | CALL | Long | 17.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.70 | 1.70 | 17.65 | 17.65 | 0.00 | $0.00 | 170.00 | 0 | 3.0 | 1.000 | 0.00 | 2024-06-11 |