EMon Homepage | View Outlier PnL | View Sector Leaderboard

View Outliers PnL Drill-Down: ZION241220P00060000

View in yFinance: ZION

Toggle Display on View Outlier PnL Page
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
2024-11-06	ZION	ZION241220P00060000	60.00	3.0	1.000	0.424	0.202	1.9	1.3	-0.010	3.620	2.960	3.30	60.35	2024-12-20	PUT	Long	0.149	0.210	0.160

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	ZION	0.818	0.053	0.186	0.098	0.053	-0.134	56.22	0.218	0.0000	38.08	61.73	21	1y	54.66

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
ZION241220P00060000	ZION	PUT	Long	60.00	None	$3.60	1.09	$7.99	0.13	-0.42	3.30	6.90	60.35	52.36	3.60	$360.00	330.00	43	15.0	63.000	7.99	2024-12-19
ZION241220P00060000	ZION	PUT	Long	60.00	None	$0.50	0.15	$7.23	0.12	-0.42	3.30	3.80	60.35	53.12	0.50	$50.00	330.00	42	4.0	304.000	7.23	2024-12-18
ZION241220P00060000	ZION	PUT	Long	60.00	None	$0.50	0.15	$4.13	0.07	0.13	3.30	3.80	60.35	56.22	0.50	$50.00	330.00	41	4.0	318.000	4.13	2024-12-17
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.30	-0.09	$2.71	0.04	0.02	3.30	3.00	60.35	57.64	-0.30	$-30.00	330.00	40	10.0	324.000	2.71	2024-12-16
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.64	-0.19	$2.68	0.04	-0.06	3.30	2.66	60.35	57.67	-0.64	$-64.00	330.00	37	31.0	327.000	2.68	2024-12-13
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.30	-0.39	$2.20	0.04	-0.25	3.30	2.00	60.35	58.15	-1.30	$-130.00	330.00	36	27.0	327.000	2.20	2024-12-12
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.65	-0.50	$1.54	0.03	-0.13	3.30	1.65	60.35	58.81	-1.65	$-165.00	330.00	35	19.0	320.000	1.54	2024-12-11
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.87	-0.26	$1.93	0.03	-0.15	3.30	2.43	60.35	58.42	-0.87	$-87.00	330.00	34	2.0	315.000	1.93	2024-12-10
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.87	-0.26	$2.28	0.04	-0.13	3.30	2.43	60.35	58.07	-0.87	$-87.00	330.00	33	2.0	315.000	2.28	2024-12-09
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.45	-0.44	$1.19	0.02	-0.11	3.30	1.85	60.35	59.16	-1.45	$-145.00	330.00	32	29.0	299.000	1.19	2024-12-08
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.45	-0.44	$1.19	0.02	-0.14	3.30	1.85	60.35	59.16	-1.45	$-145.00	330.00	30	29.0	299.000	1.19	2024-12-06
ZION241220P00060000	ZION	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-1.15	-0.35	$1.22	0.02	-0.18	3.30	2.15	60.35	59.13	-1.15	$-115.00	330.00	29	7.0	299.000	1.22	2024-12-05
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.15	-0.35	$1.18	0.02	-0.10	3.30	2.15	60.35	59.17	-1.15	$-115.00	330.00	28	7.0	300.000	1.18	2024-12-04
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.42	-0.43	$1.07	0.02	-0.13	3.30	1.88	60.35	59.28	-1.42	$-142.00	330.00	27	79.0	236.000	1.07	2024-12-03
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.80	-0.55	$0.43	0.01	-0.16	3.30	1.50	60.35	59.92	-1.80	$-180.00	330.00	26	37.0	219.000	0.43	2024-12-02
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.85	-0.56	$-0.17	-0.00	-0.41	3.30	1.45	60.35	60.52	-1.85	$-185.00	330.00	25	50.0	0.000	-0.17	2024-12-01
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.85	-0.56	$-0.17	-0.00	-0.11	3.30	1.45	60.35	60.52	-1.85	$-185.00	330.00	24	50.0	230.000	-0.17	2024-11-30
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.85	-0.56	$-0.33	-0.01	-0.12	3.30	1.45	60.35	60.68	-1.85	$-185.00	330.00	22	19.0	240.000	-0.33	2024-11-28
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.83	-0.55	$-0.99	-0.02	-0.13	3.30	1.47	60.35	61.34	-1.83	$-183.00	330.00	21	1.0	240.000	-0.99	2024-11-27
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.83	-0.55	$-0.76	-0.01	-0.14	3.30	1.47	60.35	61.11	-1.83	$-183.00	330.00	20	1.0	239.000	-0.76	2024-11-26
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-2.20	-0.67	$-1.38	-0.02	-0.13	3.30	1.10	60.35	61.73	-2.20	$-220.00	330.00	19	32.0	232.000	-1.38	2024-11-25
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.50	-0.45	$-0.23	-0.00	-0.12	3.30	1.80	60.35	60.58	-1.50	$-150.00	330.00	18	57.0	187.000	-0.23	2024-11-24
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.50	-0.45	$-0.23	-0.00	-0.13	3.30	1.80	60.35	60.58	-1.50	$-150.00	330.00	17	57.0	187.000	-0.23	2024-11-23
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.50	-0.45	$-0.23	-0.00	-0.12	3.30	1.80	60.35	60.58	-1.50	$-150.00	330.00	16	57.0	187.000	-0.23	2024-11-22
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-1.05	-0.32	$1.21	0.02	-0.12	3.30	2.25	60.35	59.14	-1.05	$-105.00	330.00	15	20.0	188.000	1.21	2024-11-21
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.25	-0.08	$1.69	0.03	-0.11	3.30	3.05	60.35	58.66	-0.25	$-25.00	330.00	14	11.0	177.000	1.69	2024-11-20
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.83	-0.25	$1.52	0.03	-0.10	3.30	2.47	60.35	58.83	-0.83	$-83.00	330.00	13	2.0	177.000	1.52	2024-11-19
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.83	-0.25	$1.16	0.02	-0.13	3.30	2.47	60.35	59.19	-0.83	$-83.00	330.00	12	2.0	177.000	1.16	2024-11-18
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.45	-0.14	$0.84	0.01	-0.08	3.30	2.85	60.35	59.51	-0.45	$-45.00	330.00	11	6.0	179.000	0.84	2024-11-17
ZION241220P00060000	ZION	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.45	-0.14	$0.84	0.01	-0.08	3.30	2.85	60.35	59.51	-0.45	$-45.00	330.00	10	6.0	179.000	0.84	2024-11-16
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.45	-0.14	$0.84	0.01	-0.09	3.30	2.85	60.35	59.51	-0.45	$-45.00	330.00	9	6.0	179.000	0.84	2024-11-15
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.62	-0.19	$0.75	0.01	-0.10	3.30	2.68	60.35	59.60	-0.62	$-62.00	330.00	8	44.0	144.000	0.75	2024-11-14
ZION241220P00060000	ZION	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.68	-0.21	$0.14	0.00	-0.08	3.30	2.62	60.35	60.21	-0.68	$-68.00	330.00	7	29.0	113.000	0.14	2024-11-13
ZION241220P00060000	ZION	PUT	Long	60.00	None	$-0.20	-0.06	$0.66	0.01	-0.05	3.30	3.10	60.35	59.69	-0.20	$-20.00	330.00	6	101.0	18.000	0.66	2024-11-12
ZION241220P00060000	ZION	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.62	-0.19	$0.29	0.00	-0.07	3.30	2.68	60.35	60.06	-0.62	$-62.00	330.00	5	15.0	5.000	0.29	2024-11-11
ZION241220P00060000	ZION	PUT	Long	60.00	None	$0.60	0.18	$2.22	0.04	-0.06	3.30	3.90	60.35	58.13	0.60	$60.00	330.00	4	2.0	5.000	2.22	2024-11-10
ZION241220P00060000	ZION	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.60	0.18	$2.22	0.04	-0.06	3.30	3.90	60.35	58.13	0.60	$60.00	330.00	3	2.0	5.000	2.22	2024-11-09
ZION241220P00060000	ZION	PUT	Long	60.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.60	0.18	$2.63	0.04	-0.06	3.30	3.90	60.35	57.72	0.60	$60.00	330.00	2	2.0	5.000	2.63	2024-11-08
ZION241220P00060000	ZION	PUT	Long	60.00	None	$0.60	0.18	$2.80	0.05	0.06	3.30	3.90	60.35	57.55	0.60	$60.00	330.00	1	2.0	3.000	2.80	2024-11-07
ZION241220P00060000	ZION	PUT	Long	60.00	None	$0.00	0.00	$-0.00	-0.00	0.00	3.30	3.30	60.35	60.35	0.00	$0.00	330.00	0	3.0	1.000	-0.00	2024-11-06

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