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View Outliers PnL Drill-Down: ZIM241108C00023000

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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
2024-10-04	ZIM	ZIM241108C00023000	23.00	2.0	6.000	0.667	0.348	0.0	4.3	0.010	0.300	4.610	2.78	18.60	2024-11-08	CALL	Long	0.402	0.424	-0.126

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
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$1.86	4.13	$6.36	0.34	0.64	0.45	2.31	18.95	25.31	1.86	$186.00	45.00	34	67.0	509.000	6.36	2024-11-07
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.60	1.33	$5.11	0.27	-0.12	0.45	1.05	18.95	24.06	0.60	$60.00	45.00	33	470.0	282.000	5.11	2024-11-06
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$1.59	3.53	$5.87	0.31	0.25	0.45	2.04	18.95	24.82	1.59	$159.00	45.00	32	1.0	283.000	5.87	2024-11-05
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$1.40	3.11	$5.09	0.27	0.29	0.45	1.85	18.95	24.04	1.40	$140.00	45.00	31	22.0	293.000	5.09	2024-11-04
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$1.45	3.22	$5.35	0.28	0.08	0.45	1.90	18.95	24.30	1.45	$145.00	45.00	28	93.0	227.000	5.35	2024-11-01
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$1.11	2.47	$4.84	0.26	-0.01	0.45	1.56	18.95	23.79	1.11	$111.00	45.00	27	102.0	201.000	4.84	2024-10-31
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.18	0.40	$2.75	0.15	0.02	0.45	0.63	18.95	21.70	0.18	$18.00	45.00	26	36.0	176.000	2.75	2024-10-30
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.78	1.73	$3.16	0.17	0.06	0.45	1.23	18.95	22.11	0.78	$78.00	45.00	25	113.0	176.000	3.16	2024-10-29
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.78	1.73	$3.80	0.20	0.13	0.45	1.23	18.95	22.75	0.78	$78.00	45.00	24	113.0	63.000	3.80	2024-10-28
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.81	1.80	$3.85	0.20	0.13	0.45	1.26	18.95	22.80	0.81	$81.00	45.00	23	31.0	62.000	3.85	2024-10-27
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.81	1.80	$3.85	0.20	0.10	0.45	1.26	18.95	22.80	0.81	$81.00	45.00	22	31.0	62.000	3.85	2024-10-26
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.75	1.67	$3.71	0.20	0.08	0.45	1.20	18.95	22.66	0.75	$75.00	45.00	20	18.0	55.000	3.71	2024-10-24
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.79	1.76	$3.52	0.19	0.14	0.45	1.24	18.95	22.47	0.79	$79.00	45.00	19	8.0	52.000	3.52	2024-10-23
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$2.06	4.58	$5.39	0.28	0.06	0.45	2.51	18.95	24.34	2.06	$206.00	45.00	18	1.0	51.000	5.39	2024-10-22
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$2.41	5.36	$5.75	0.30	-0.20	0.45	2.86	18.95	24.70	2.41	$241.00	45.00	17	36.0	52.000	5.75	2024-10-21
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$1.09	2.42	$3.92	0.21	-0.12	0.45	1.54	18.95	22.87	1.09	$109.00	45.00	15	33.0	47.000	3.92	2024-10-19
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.98	2.18	$3.74	0.20	-0.06	0.45	1.43	18.95	22.69	0.98	$98.00	45.00	14	7.0	47.000	3.74	2024-10-18
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.51	1.13	$2.40	0.13	-0.04	0.45	0.96	18.95	21.35	0.51	$51.00	45.00	12	57.0	47.000	2.40	2024-10-16
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.51	1.13	$2.23	0.12	0.07	0.45	0.96	18.95	21.18	0.51	$51.00	45.00	10	57.0	24.000	2.23	2024-10-14
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$-0.07	-0.16	$0.83	0.04	-0.10	0.45	0.38	18.95	19.78	-0.07	$-7.00	45.00	7	1.0	24.000	0.83	2024-10-11
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$-0.07	-0.16	$-0.34	-0.02	0.09	0.45	0.38	18.95	18.61	-0.07	$-7.00	45.00	6	1.0	23.000	-0.34	2024-10-10
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.05	0.11	$-0.34	-0.02	0.07	0.45	0.50	18.95	18.61	0.05	$5.00	45.00	5	5.0	28.000	-0.34	2024-10-09
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.00	0.00	$-0.18	-0.01	0.07	0.45	0.45	18.95	18.77	0.00	$0.00	45.00	3	16.0	16.000	-0.18	2024-10-07
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.00	0.00	$0.00	0.00	-0.60	0.45	0.45	18.95	18.95	0.00	$0.00	45.00	2	16.0	0.000	0.00	2024-10-06
ZIM241108C00023000	ZIM	CALL	Long	23.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$0.00	0.00	0.08	0.45	0.45	18.95	18.95	0.00	$0.00	45.00	1	16.0	6.000	0.00	2024-10-05
ZIM241108C00023000	ZIM	CALL	Long	23.00	None	$0.00	0.00	$0.00	0.00	0.00	0.45	0.45	18.95	18.95	0.00	$0.00	45.00	0	16.0	6.000	0.00	2024-10-04

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