| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-04 | ZS | ZS241004C00155000 | 155.00 | 3.0 | 10.000 | 0.432 | 0.237 | 5.2 | 2.5 | 0.020 | 8.130 | 5.510 | 7.81 | 157.13 | 2024-10-04 | CALL | Long | 0.167 | 0.268 | -0.187 |
| 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 | ZS | 0.818 | 0.065 | 0.235 | 0.121 | 0.117 | 0.021 | 200.45 | -0.027 | 0.0000 | 155.90 | 254.93 | 21 | 1y | 191.75 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.38 | 1.20 | $12.50 | 0.08 | -0.43 | 7.81 | 17.19 | 157.13 | 169.63 | 9.38 | $938.00 | 781.00 | 29 | 1.0 | 21.000 | 12.50 | 2024-10-03 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.38 | 1.20 | $12.56 | 0.08 | -0.04 | 7.81 | 17.19 | 157.13 | 169.69 | 9.38 | $938.00 | 781.00 | 28 | 1.0 | 21.000 | 12.56 | 2024-10-02 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.38 | 1.20 | $9.86 | 0.06 | 0.19 | 7.81 | 17.19 | 157.13 | 166.99 | 9.38 | $938.00 | 781.00 | 27 | 1.0 | 21.000 | 9.86 | 2024-10-01 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.38 | 1.20 | $13.81 | 0.09 | -0.43 | 7.81 | 17.19 | 157.13 | 170.94 | 9.38 | $938.00 | 781.00 | 26 | 1.0 | 21.000 | 13.81 | 2024-09-30 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.38 | 1.20 | $14.64 | 0.09 | -0.43 | 7.81 | 17.19 | 157.13 | 171.77 | 9.38 | $938.00 | 781.00 | 25 | 1.0 | 21.000 | 14.64 | 2024-09-29 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.38 | 1.20 | $14.64 | 0.09 | 0.16 | 7.81 | 17.19 | 157.13 | 171.77 | 9.38 | $938.00 | 781.00 | 24 | 1.0 | 21.000 | 14.64 | 2024-09-28 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.38 | 1.20 | $14.64 | 0.09 | 0.05 | 7.81 | 17.19 | 157.13 | 171.77 | 9.38 | $938.00 | 781.00 | 23 | 1.0 | 21.000 | 14.64 | 2024-09-27 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $13.80 | 0.09 | 0.10 | 7.81 | 17.80 | 157.13 | 170.93 | 9.99 | $999.00 | 781.00 | 22 | 1.0 | 21.000 | 13.80 | 2024-09-26 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $14.62 | 0.09 | 0.12 | 7.81 | 17.80 | 157.13 | 171.75 | 9.99 | $999.00 | 781.00 | 21 | 1.0 | 21.000 | 14.62 | 2024-09-25 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $17.02 | 0.11 | 0.08 | 7.81 | 17.80 | 157.13 | 174.15 | 9.99 | $999.00 | 781.00 | 20 | 1.0 | 21.000 | 17.02 | 2024-09-24 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $17.66 | 0.11 | 0.09 | 7.81 | 17.80 | 157.13 | 174.79 | 9.99 | $999.00 | 781.00 | 19 | 1.0 | 21.000 | 17.66 | 2024-09-23 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $15.58 | 0.10 | -0.43 | 7.81 | 17.80 | 157.13 | 172.71 | 9.99 | $999.00 | 781.00 | 18 | 1.0 | 0.000 | 15.58 | 2024-09-22 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $15.58 | 0.10 | 0.17 | 7.81 | 17.80 | 157.13 | 172.71 | 9.99 | $999.00 | 781.00 | 16 | 1.0 | 21.000 | 15.58 | 2024-09-20 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $15.45 | 0.10 | -0.07 | 7.81 | 17.80 | 157.13 | 172.58 | 9.99 | $999.00 | 781.00 | 15 | 1.0 | 21.000 | 15.45 | 2024-09-19 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $11.39 | 0.07 | 0.08 | 7.81 | 17.80 | 157.13 | 168.52 | 9.99 | $999.00 | 781.00 | 14 | 1.0 | 21.000 | 11.39 | 2024-09-18 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $9.99 | 1.28 | $13.19 | 0.08 | 0.08 | 7.81 | 17.80 | 157.13 | 170.32 | 9.99 | $999.00 | 781.00 | 13 | 1.0 | 21.000 | 13.19 | 2024-09-17 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $8.29 | 1.06 | $14.65 | 0.09 | 0.08 | 7.81 | 16.10 | 157.13 | 171.78 | 8.29 | $829.00 | 781.00 | 12 | 6.0 | 21.000 | 14.65 | 2024-09-16 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $8.29 | 1.06 | $12.93 | 0.08 | 0.07 | 7.81 | 16.10 | 157.13 | 170.06 | 8.29 | $829.00 | 781.00 | 10 | 6.0 | 16.000 | 12.93 | 2024-09-14 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $8.29 | 1.06 | $12.93 | 0.08 | -0.04 | 7.81 | 16.10 | 157.13 | 170.06 | 8.29 | $829.00 | 781.00 | 9 | 6.0 | 16.000 | 12.93 | 2024-09-13 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $6.64 | 0.85 | $9.58 | 0.06 | 0.15 | 7.81 | 14.45 | 157.13 | 166.71 | 6.64 | $664.00 | 781.00 | 8 | 4.0 | 13.000 | 9.58 | 2024-09-12 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $0.69 | 0.09 | $4.62 | 0.03 | -0.07 | 7.81 | 8.50 | 157.13 | 161.75 | 0.69 | $69.00 | 781.00 | 7 | 6.0 | 13.000 | 4.62 | 2024-09-11 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | Exit OP PnL: $-1.71;Exit EQ PnL: -2.45; Position is Long and position continued to lose. Latest OP price is: $6.10 (EQ: $154.68). Initial OP price was: $7.81 (EQ: $157.13). Surpassed Stop Loss Percentage: -0.2189500640204865556978233035 < -0.16. | $-1.71 | -0.22 | $-1.23 | -0.01 | -0.03 | 7.81 | 6.10 | 157.13 | 155.90 | -1.71 | $-171.00 | 781.00 | 6 | 1.0 | 13.000 | -1.23 | 2024-09-10 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $1.69 | 0.22 | $2.03 | 0.01 | -0.00 | 7.81 | 9.50 | 157.13 | 159.16 | 1.69 | $169.00 | 781.00 | 5 | 11.0 | 14.000 | 2.03 | 2024-09-09 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $0.63 | 0.08 | $-0.35 | -0.00 | 0.02 | 7.81 | 8.44 | 157.13 | 156.78 | 0.63 | $63.00 | 781.00 | 4 | 5.0 | 11.000 | -0.35 | 2024-09-08 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $-0.57 | -0.07 | $-0.35 | -0.00 | 0.02 | 7.81 | 7.24 | 157.13 | 156.78 | -0.57 | $-57.00 | 781.00 | 2 | 4.0 | 11.000 | -0.35 | 2024-09-06 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $1.49 | 0.19 | $5.12 | 0.03 | 0.08 | 7.81 | 9.30 | 157.13 | 162.25 | 1.49 | $149.00 | 781.00 | 1 | 3.0 | 11.000 | 5.12 | 2024-09-05 |
| ZS241004C00155000 | ZS | CALL | Long | 155.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 7.81 | 7.81 | 157.13 | 157.13 | 0.00 | $0.00 | 781.00 | 0 | 3.0 | 10.000 | 0.00 | 2024-09-04 |