| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-08 | ZIM | ZIM240809C00020500 | 20.50 | 2.0 | 4.000 | 0.820 | 0.413 | 0.4 | 2.0 | 0.010 | 1.180 | 2.830 | 1.20 | 18.76 | 2024-08-09 | CALL | Long | 0.425 | 0.461 | -0.152 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-1.17 | -0.98 | $0.06 | 0.00 | -0.09 | 1.20 | 0.03 | 18.76 | 18.82 | -1.17 | $-117.00 | 120.00 | 31 | 61.0 | 460.000 | 0.06 | 2024-08-08 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-1.12 | -0.93 | $-0.26 | -0.01 | 0.09 | 1.20 | 0.08 | 18.76 | 18.50 | -1.12 | $-112.00 | 120.00 | 30 | 24.0 | 441.000 | -0.26 | 2024-08-07 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-1.10 | -0.92 | $-0.04 | -0.00 | 0.09 | 1.20 | 0.10 | 18.76 | 18.72 | -1.10 | $-110.00 | 120.00 | 29 | 143.0 | 378.000 | -0.04 | 2024-08-06 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.70 | -0.58 | $-0.26 | -0.01 | -0.01 | 1.20 | 0.50 | 18.76 | 18.50 | -0.70 | $-70.00 | 120.00 | 21 | 4.0 | 14.000 | -0.26 | 2024-07-29 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.70 | -0.58 | $-1.75 | -0.09 | 0.04 | 1.20 | 0.50 | 18.76 | 17.01 | -0.70 | $-70.00 | 120.00 | 18 | 4.0 | 14.000 | -1.75 | 2024-07-26 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.70 | -0.58 | $-1.38 | -0.07 | -0.05 | 1.20 | 0.50 | 18.76 | 17.38 | -0.70 | $-70.00 | 120.00 | 17 | 4.0 | 14.000 | -1.38 | 2024-07-25 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.70 | -0.58 | $-1.03 | -0.05 | -0.10 | 1.20 | 0.50 | 18.76 | 17.73 | -0.70 | $-70.00 | 120.00 | 16 | 4.0 | 14.000 | -1.03 | 2024-07-24 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.70 | -0.58 | $-0.46 | -0.02 | -0.18 | 1.20 | 0.50 | 18.76 | 18.30 | -0.70 | $-70.00 | 120.00 | 15 | 4.0 | 14.000 | -0.46 | 2024-07-23 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.70 | -0.58 | $-1.01 | -0.05 | 0.05 | 1.20 | 0.50 | 18.76 | 17.75 | -0.70 | $-70.00 | 120.00 | 14 | 4.0 | 10.000 | -1.01 | 2024-07-22 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.51 | -0.42 | $-1.84 | -0.10 | 0.30 | 1.20 | 0.69 | 18.76 | 16.92 | -0.51 | $-51.00 | 120.00 | 11 | 2.0 | 10.000 | -1.84 | 2024-07-19 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.51 | -0.42 | $-1.24 | -0.07 | 0.22 | 1.20 | 0.69 | 18.76 | 17.52 | -0.51 | $-51.00 | 120.00 | 10 | 2.0 | 10.000 | -1.24 | 2024-07-18 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.51 | -0.42 | $-0.83 | -0.04 | 0.00 | 1.20 | 0.69 | 18.76 | 17.93 | -0.51 | $-51.00 | 120.00 | 9 | 2.0 | 10.000 | -0.83 | 2024-07-17 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.51 | -0.42 | $-0.46 | -0.02 | -0.21 | 1.20 | 0.69 | 18.76 | 18.30 | -0.51 | $-51.00 | 120.00 | 8 | 2.0 | 10.000 | -0.46 | 2024-07-16 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.51 | -0.42 | $-0.65 | -0.03 | -0.17 | 1.20 | 0.69 | 18.76 | 18.11 | -0.51 | $-51.00 | 120.00 | 7 | 2.0 | 10.000 | -0.65 | 2024-07-15 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $-0.51 | -0.42 | $-1.71 | -0.09 | -0.13 | 1.20 | 0.69 | 18.76 | 17.05 | -0.51 | $-51.00 | 120.00 | 4 | 2.0 | 10.000 | -1.71 | 2024-07-12 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.11; Exit EQ PnL: -0.62 | $-0.51 | -0.42 | $-0.90 | -0.05 | -0.03 | 1.20 | 0.69 | 18.76 | 17.86 | -0.51 | $-51.00 | 120.00 | 3 | 2.0 | 10.000 | -0.90 | 2024-07-11 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $0.11 | 0.09 | $1.07 | 0.06 | 0.01 | 1.20 | 1.31 | 18.76 | 19.83 | 0.11 | $11.00 | 120.00 | 2 | 6.0 | 10.000 | 1.07 | 2024-07-10 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $0.11 | 0.09 | $0.64 | 0.03 | -0.09 | 1.20 | 1.31 | 18.76 | 19.40 | 0.11 | $11.00 | 120.00 | 1 | 6.0 | 6.000 | 0.64 | 2024-07-09 |
| ZIM240809C00020500 | ZIM | CALL | Long | 20.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.20 | 1.20 | 18.76 | 18.76 | 0.00 | $0.00 | 120.00 | 0 | 2.0 | 4.000 | 0.00 | 2024-07-08 |