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View Outliers PnL Drill-Down: ZM240927P00067000

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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
2024-08-22	ZM	ZM240927P00067000	67.00	44.0	4.000	0.289	0.176	2.3	0.9	-0.010	3.290	1.900	1.80	68.04	2024-09-27	PUT	Long	0.129	0.179	0.130

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	ZM	0.727	0.052	0.142	0.088	0.132	0.049	84.60	0.141	0.0000	55.32	89.03	21	1y	77.26

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
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.77	-0.98	$-0.86	-0.01	-0.01	1.80	0.03	68.04	68.90	-1.77	$-177.00	180.00	35	25.0	456.000	-0.86	2024-09-26
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.58	-0.88	$0.09	0.00	-0.03	1.80	0.22	68.04	67.95	-1.58	$-158.00	180.00	34	66.0	406.000	0.09	2024-09-25
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.72	-0.96	$-1.39	-0.02	-0.03	1.80	0.08	68.04	69.43	-1.72	$-172.00	180.00	33	208.0	302.000	-1.39	2024-09-24
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.60	-0.89	$-0.75	-0.01	-0.03	1.80	0.20	68.04	68.79	-1.60	$-160.00	180.00	32	239.0	124.000	-0.75	2024-09-23
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.19	-0.66	$0.51	0.01	-0.27	1.80	0.61	68.04	67.53	-1.19	$-119.00	180.00	31	80.0	0.000	0.51	2024-09-22
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.15	-0.64	$0.51	0.01	-0.06	1.80	0.65	68.04	67.53	-1.15	$-115.00	180.00	29	65.0	65.000	0.51	2024-09-20
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.03	-0.57	$1.13	0.02	-0.08	1.80	0.77	68.04	66.91	-1.03	$-103.00	180.00	28	10.0	58.000	1.13	2024-09-19
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.65	-0.36	$2.00	0.03	-0.07	1.80	1.15	68.04	66.04	-0.65	$-65.00	180.00	27	21.0	65.000	2.00	2024-09-18
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.14	-0.63	$-0.07	-0.00	-0.03	1.80	0.66	68.04	68.11	-1.14	$-114.00	180.00	26	9.0	63.000	-0.07	2024-09-17
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.10	-0.61	$0.42	0.01	-0.08	1.80	0.70	68.04	67.62	-1.10	$-110.00	180.00	25	7.0	63.000	0.42	2024-09-16
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.87	-0.48	$0.45	0.01	-0.04	1.80	0.93	68.04	67.59	-0.87	$-87.00	180.00	23	20.0	53.000	0.45	2024-09-14
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.91	-0.51	$0.45	0.01	-0.06	1.80	0.89	68.04	67.59	-0.91	$-91.00	180.00	22	18.0	53.000	0.45	2024-09-13
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.28	-0.16	$1.49	0.02	-0.06	1.80	1.52	68.04	66.55	-0.28	$-28.00	180.00	21	4.0	57.000	1.49	2024-09-12
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.45	-0.25	$0.74	0.01	-0.07	1.80	1.35	68.04	67.30	-0.45	$-45.00	180.00	20	17.0	56.000	0.74	2024-09-11
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.14	-0.08	$1.34	0.02	-0.04	1.80	1.66	68.04	66.70	-0.14	$-14.00	180.00	19	22.0	52.000	1.34	2024-09-10
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.22	-0.12	$1.45	0.02	-0.06	1.80	1.58	68.04	66.59	-0.22	$-22.00	180.00	18	7.0	57.000	1.45	2024-09-09
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.31	-0.17	$0.86	0.01	-0.04	1.80	1.49	68.04	67.18	-0.31	$-31.00	180.00	15	19.0	52.000	0.86	2024-09-06
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.34	-0.19	$0.81	0.01	-0.06	1.80	1.46	68.04	67.23	-0.34	$-34.00	180.00	14	7.0	50.000	0.81	2024-09-05
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.85	-0.47	$-0.15	-0.00	-0.04	1.80	0.95	68.04	68.19	-0.85	$-85.00	180.00	13	21.0	50.000	-0.15	2024-09-04
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.99	-0.55	$-1.04	-0.02	-0.04	1.80	0.81	68.04	69.08	-0.99	$-99.00	180.00	9	1.0	42.000	-1.04	2024-08-31
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.99	-0.55	$-1.04	-0.02	-0.05	1.80	0.81	68.04	69.08	-0.99	$-99.00	180.00	8	1.0	42.000	-1.04	2024-08-30
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.14	-0.63	$-1.90	-0.03	-0.05	1.80	0.66	68.04	69.94	-1.14	$-114.00	180.00	7	25.0	29.000	-1.90	2024-08-29
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.10	-0.61	$-2.65	-0.04	-0.01	1.80	0.70	68.04	70.69	-1.10	$-110.00	180.00	6	17.0	37.000	-2.65	2024-08-28
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.15	-0.64	$-3.47	-0.05	-0.23	1.80	0.65	68.04	71.51	-1.15	$-115.00	180.00	5	26.0	29.000	-3.47	2024-08-27
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-1.15	-0.64	$-3.28	-0.05	-0.03	1.80	0.65	68.04	71.32	-1.15	$-115.00	180.00	4	26.0	17.000	-3.28	2024-08-26
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.97	-0.54	$-2.10	-0.03	-0.02	1.80	0.83	68.04	70.14	-0.97	$-97.00	180.00	3	11.0	15.000	-2.10	2024-08-25
ZM240927P00067000	ZM	PUT	Long	67.00	None	$-0.97	-0.54	$-2.10	-0.03	-0.03	1.80	0.83	68.04	70.14	-0.97	$-97.00	180.00	2	11.0	15.000	-2.10	2024-08-24
ZM240927P00067000	ZM	PUT	Long	67.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.85; Exit EQ PnL: -2.21	$-0.97	-0.54	$-2.10	-0.03	-0.02	1.80	0.83	68.04	70.14	-0.97	$-97.00	180.00	1	11.0	15.000	-2.10	2024-08-23
ZM240927P00067000	ZM	PUT	Long	67.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.80	1.80	68.04	68.04	0.00	$0.00	180.00	0	44.0	4.000	-0.00	2024-08-22

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