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View Outliers PnL Drill-Down: ZIM240920P00023000

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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
2024-08-19	ZIM	ZIM240920P00023000	23.00	488.0	375.000	0.757	0.340	0.9	1.0	-0.010	2.100	2.110	2.19	22.88	2024-09-20	PUT	Long	0.432	0.459	0.164

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
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$1.77	0.08	0.16	2.51	4.70	22.19	20.42	2.19	$219.00	251.00	31	170.0	25.000	1.77	2024-09-19
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.06	0.14	0.49	2.51	4.70	22.19	19.13	2.19	$219.00	251.00	30	170.0	25.000	3.06	2024-09-18
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$2.48	0.11	0.17	2.51	4.70	22.19	19.71	2.19	$219.00	251.00	29	170.0	25.000	2.48	2024-09-17
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.67	0.17	0.06	2.51	4.70	22.19	18.52	2.19	$219.00	251.00	28	170.0	25.000	3.67	2024-09-16
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.89	0.18	0.57	2.51	4.70	22.19	18.30	2.19	$219.00	251.00	26	170.0	25.000	3.89	2024-09-14
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.89	0.18	0.02	2.51	4.70	22.19	18.30	2.19	$219.00	251.00	25	170.0	25.000	3.89	2024-09-13
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.56	0.16	0.06	2.51	4.70	22.19	18.63	2.19	$219.00	251.00	24	170.0	25.000	3.56	2024-09-12
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.77	0.17	0.25	2.51	4.70	22.19	18.42	2.19	$219.00	251.00	23	170.0	25.000	3.77	2024-09-11
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$5.79	0.26	-0.38	2.51	4.70	22.19	16.40	2.19	$219.00	251.00	22	170.0	25.000	5.79	2024-09-10
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$5.88	0.26	0.20	2.51	4.70	22.19	16.31	2.19	$219.00	251.00	21	170.0	25.000	5.88	2024-09-09
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$6.01	0.27	0.41	2.51	4.70	22.19	16.18	2.19	$219.00	251.00	20	170.0	438.000	6.01	2024-09-08
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$6.01	0.27	-0.19	2.51	4.70	22.19	16.18	2.19	$219.00	251.00	18	170.0	438.000	6.01	2024-09-06
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$5.52	0.25	0.04	2.51	4.70	22.19	16.67	2.19	$219.00	251.00	17	170.0	438.000	5.52	2024-09-05
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$4.87	0.22	0.01	2.51	4.70	22.19	17.32	2.19	$219.00	251.00	16	170.0	438.000	4.87	2024-09-04
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.92	0.18	0.17	2.51	4.70	22.19	18.27	2.19	$219.00	251.00	12	170.0	438.000	3.92	2024-08-31
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.91	0.18	0.08	2.51	4.70	22.19	18.28	2.19	$219.00	251.00	11	170.0	438.000	3.91	2024-08-30
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$3.59	0.16	-0.24	2.51	4.70	22.19	18.60	2.19	$219.00	251.00	10	170.0	438.000	3.59	2024-08-29
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$2.19	0.87	$2.96	0.13	0.21	2.51	4.70	22.19	19.23	2.19	$219.00	251.00	9	170.0	583.000	2.96	2024-08-28
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$1.79	0.71	$2.26	0.10	-0.88	2.51	4.30	22.19	19.93	1.79	$179.00	251.00	8	8.0	583.000	2.26	2024-08-27
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$1.79	0.71	$2.34	0.11	0.23	2.51	4.30	22.19	19.85	1.79	$179.00	251.00	7	8.0	591.000	2.34	2024-08-26
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$1.44	0.57	$2.02	0.09	0.09	2.51	3.95	22.19	20.17	1.44	$144.00	251.00	6	227.0	592.000	2.02	2024-08-25
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$1.44	0.57	$2.02	0.09	0.07	2.51	3.95	22.19	20.17	1.44	$144.00	251.00	5	227.0	592.000	2.02	2024-08-24
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$1.39	0.55	$2.02	0.09	0.18	2.51	3.90	22.19	20.17	1.39	$139.00	251.00	4	226.0	592.000	2.02	2024-08-23
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$0.87	0.35	$0.97	0.04	-0.08	2.51	3.38	22.19	21.22	0.87	$87.00	251.00	3	1.0	592.000	0.97	2024-08-22
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$0.69	0.27	$0.39	0.02	-0.05	2.51	3.20	22.19	21.80	0.69	$69.00	251.00	2	17.0	575.000	0.39	2024-08-21
ZIM240920P00023000	ZIM	PUT	Long	23.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.06; Exit EQ PnL: -0.78	$0.29	0.12	$-0.37	-0.02	-0.06	2.51	2.80	22.19	22.56	0.29	$29.00	251.00	1	11.0	586.000	-0.37	2024-08-20
ZIM240920P00023000	ZIM	PUT	Long	23.00	None	$0.00	0.00	$-0.00	-0.00	0.00	2.51	2.51	22.19	22.19	0.00	$0.00	251.00	0	493.0	375.000	-0.00	2024-08-19

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