Zalgo v1.30a Performance

Class Daily Return Range
A ≤ -2.0%
B -2.0 – -1.5%
C -1.5 – -1.0%
D -1.0 – -0.5%
E -0.5 – 0.0%
F 0.0 – 0.5%
G 0.5 – 1.0%
H 1.0 – 1.5%
I 1.5 – 2.0%
J ≥ 2.0%

Transactions

id dtg symbol expiry side effect strike price qty delta theta gamma vega spot iv
335 2026-06-08 14:00:41.280196-04 QQQ 06-09 730.00 Call 2026-06-09 00:00:00-04 To Open 730.0 0.5 1 0.112 -0.489 0.021 0.078 719.0 0.228
336 2026-06-08 14:08:23.031628-04 QQQ 06-09 704.00 Put 2026-06-09 00:00:00-04 To Open 704.0 0.65 1 -0.103 -0.625 0.014 0.066 719.23 0.321
337 2026-06-08 14:33:39.825218-04 QQQ 06-09 704.00 Put 2026-06-09 00:00:00-04 To Close 704.0 0.59 1 -0.099 -0.601 0.014 0.066 720.0 0.324
338 2026-06-08 14:34:46.964-04 QQQ 06-09 704.00 Put 2026-06-09 00:00:00-04 To Open 704.0 0.64 1 -0.102 -0.616 0.014 0.066 719.49 0.324
339 2026-06-08 14:37:56.916241-04 QQQ 06-09 730.00 Call 2026-06-09 00:00:00-04 To Close 730.0 0.47 1 0.107 -0.451 0.021 0.068 718.99 0.225
340 2026-06-08 15:03:15.310748-04 QQQ 06-09 729.00 Call 2026-06-09 00:00:00-04 To Open 729.0 0.5 1 0.11 -0.473 0.021 0.071 718.02 0.233
341 2026-06-08 15:09:46.126192-04 QQQ 06-09 729.00 Call 2026-06-09 00:00:00-04 To Close 729.0 0.37 1 0.094 -0.392 0.019 0.068 717.0 0.231
342 2026-06-08 15:11:35.641607-04 QQQ 06-09 723.00 Call 2026-06-09 00:00:00-04 To Open 723.0 1.31 1 0.236 -1.298 0.033 0.121 716.27 0.246
343 2026-06-08 15:14:58.381591-04 QQQ 06-09 723.00 Call 2026-06-09 00:00:00-04 To Close 723.0 1.17 1 0.226 -1.223 0.032 0.121 715.48 0.246
344 2026-06-08 15:16:20.575808-04 QQQ 06-09 726.00 Call 2026-06-09 00:00:00-04 To Open 726.0 0.6 1 0.129 -0.588 0.023 0.085 715.76 0.238
345 2026-06-08 15:23:07.163224-04 QQQ 06-09 726.00 Call 2026-06-09 00:00:00-04 To Close 726.0 0.49 1 0.114 -0.491 0.022 0.079 715.0 0.234
346 2026-06-08 15:26:50.28809-04 QQQ 06-09 726.00 Call 2026-06-09 00:00:00-04 To Open 726.0 0.48 1 0.113 -0.489 0.021 0.076 714.78 0.236
347 2026-06-08 15:27:55.010031-04 QQQ 06-09 704.00 Put 2026-06-09 00:00:00-04 To Close 704.0 1.11 1 -0.174 -1.17 0.021 0.1 715.5 0.325
348 2026-06-08 15:33:29.716867-04 QQQ 06-09 704.00 Put 2026-06-09 00:00:00-04 To Open 704.0 0.95 1 -0.148 -0.936 0.019 0.082 716.49 0.32
349 2026-06-08 15:34:43.164289-04 QQQ 06-09 726.00 Call 2026-06-09 00:00:00-04 To Close 726.0 0.56 1 0.136 -0.6 0.025 0.084 715.98 0.23
350 2026-06-08 15:37:17.147958-04 QQQ 06-09 726.00 Call 2026-06-09 00:00:00-04 To Open 726.0 0.57 1 0.122 -0.525 0.023 0.084 716.01 0.232
351 2026-06-08 15:38:05.425392-04 QQQ 06-09 704.00 Put 2026-06-09 00:00:00-04 To Close 704.0 0.91 1 -0.154 -0.989 0.02 0.1 716.53 0.321
352 2026-06-08 15:39:31.199148-04 QQQ 06-09 701.00 Put 2026-06-09 00:00:00-04 To Open 701.0 0.68 1 -0.109 -0.675 0.015 0.076 716.0 0.334
353 2026-06-08 15:40:25.528151-04 QQQ 06-09 726.00 Call 2026-06-09 00:00:00-04 To Close 726.0 0.5 1 0.118 -0.497 0.023 0.084 715.49 0.228
354 2026-06-08 15:41:53.170607-04 QQQ 06-09 726.00 Call 2026-06-09 00:00:00-04 To Open 726.0 0.54 1 0.121 -0.522 0.023 0.084 716.02 0.231
355 2026-06-08 15:54:15.251962-04 QQQ 06-09 701.00 Put 2026-06-09 00:00:00-04 To Close 701.0 0.59 1 -0.107 -0.642 0.015 0.07 716.51 0.326
356 2026-06-08 15:54:41.701321-04 QQQ 06-09 701.00 Put 2026-06-09 00:00:00-04 To Open 701.0 0.65 1 -0.105 -0.623 0.015 0.064 715.99 0.326
357 2026-06-08 15:58:01.127757-04 QQQ 06-09 726.00 Call 2026-06-09 00:00:00-04 To Close 726.0 0.51 1 0.121 -0.502 0.024 0.084 716.07 0.223
358 2026-06-08 15:58:02.314587-04 QQQ 06-09 701.00 Put 2026-06-09 00:00:00-04 To Close 701.0 0.63 1 -0.105 -0.623 0.015 0.064 716.07 0.327

Trades

Symbol Strike Expiry Qty Open Time Close Time Open Price Close Price Total P&L Δ P&L Θ P&L Vega P&L Γ P&L Residual
QQQ 06-09 704.00 Put 704.0 2026-06-09 00:00:00-04 1 2026-06-08 14:08:23.031628-04 2026-06-08 14:33:39.825218-04 65 59 -6.00 -7.93 -1.10 1.98 0.42 0.63
QQQ 06-09 730.00 Call 730.0 2026-06-09 00:00:00-04 1 2026-06-08 14:00:41.280196-04 2026-06-08 14:37:56.916241-04 50 47 -3.00 -0.11 -1.26 -2.34 0.00 0.72
QQQ 06-09 729.00 Call 729.0 2026-06-09 00:00:00-04 1 2026-06-08 15:03:15.310748-04 2026-06-08 15:09:46.126192-04 50 37 -13.00 -11.22 -0.21 -1.42 1.09 -1.24
QQQ 06-09 723.00 Call 723.0 2026-06-09 00:00:00-04 1 2026-06-08 15:11:35.641607-04 2026-06-08 15:14:58.381591-04 131 117 -14.00 -18.64 -0.30 0.00 1.03 3.92
QQQ 06-09 726.00 Call 726.0 2026-06-09 00:00:00-04 1 2026-06-08 15:16:20.575808-04 2026-06-08 15:23:07.163224-04 60 49 -11.00 -9.80 -0.28 -3.40 0.66 1.82
QQQ 06-09 704.00 Put 704.0 2026-06-09 00:00:00-04 1 2026-06-08 14:34:46.964-04 2026-06-08 15:27:55.010031-04 64 111 47.00 40.70 -2.27 0.66 11.14 -3.23
QQQ 06-09 726.00 Call 726.0 2026-06-09 00:00:00-04 1 2026-06-08 15:26:50.28809-04 2026-06-08 15:34:43.164289-04 48 56 8.00 13.56 -0.27 -4.56 1.51 -2.24
QQQ 06-09 704.00 Put 704.0 2026-06-09 00:00:00-04 1 2026-06-08 15:33:29.716867-04 2026-06-08 15:38:05.425392-04 95 91 -4.00 -0.59 -0.30 0.82 0.00 -3.93
QQQ 06-09 726.00 Call 726.0 2026-06-09 00:00:00-04 1 2026-06-08 15:37:17.147958-04 2026-06-08 15:40:25.528151-04 57 50 -7.00 -6.34 -0.11 -3.36 0.31 2.51
QQQ 06-09 701.00 Put 701.0 2026-06-09 00:00:00-04 1 2026-06-08 15:39:31.199148-04 2026-06-08 15:54:15.251962-04 68 59 -9.00 -5.56 -0.69 -6.08 0.20 3.13
QQQ 06-09 726.00 Call 726.0 2026-06-09 00:00:00-04 1 2026-06-08 15:41:53.170607-04 2026-06-08 15:58:01.127757-04 54 51 -3.00 0.61 -0.58 -6.72 0.00 3.70
QQQ 06-09 701.00 Put 701.0 2026-06-09 00:00:00-04 1 2026-06-08 15:54:41.701321-04 2026-06-08 15:58:02.314587-04 65 63 -2.00 -0.84 -0.14 0.64 0.00 -1.66