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
255 2026-05-27 09:36:17.879016-04 QQQ 05-28 739.00 Call 2026-05-28 00:00:00-04 To Open 739.0 1.16 1 0.216 -1.067 0.032 0.136 731.55 0.216
256 2026-05-27 09:37:26.272541-04 QQQ 05-28 739.00 Call 2026-05-28 00:00:00-04 To Close 739.0 1.0 1 0.187 -0.917 0.029 0.117 731.55 0.217
257 2026-05-27 09:39:44.995856-04 QQQ 05-28 740.00 Call 2026-05-28 00:00:00-04 To Open 740.0 0.85 1 0.166 -0.816 0.026 0.117 730.52 0.223
258 2026-05-27 09:41:12.68748-04 QQQ 05-28 740.00 Call 2026-05-28 00:00:00-04 To Close 740.0 0.7 1 0.143 -0.693 0.024 0.096 730.52 0.224
259 2026-05-27 09:42:51.023512-04 QQQ 05-28 740.00 Call 2026-05-28 00:00:00-04 To Open 740.0 0.78 1 0.147 -0.722 0.024 0.095 729.79 0.227
260 2026-05-27 09:43:25.040922-04 QQQ 05-28 740.00 Call 2026-05-28 00:00:00-04 To Close 740.0 0.68 1 0.137 -0.667 0.023 0.096 729.79 0.226
261 2026-05-27 09:45:19.130663-04 QQQ 05-28 739.00 Call 2026-05-28 00:00:00-04 To Open 739.0 0.73 1 0.147 -0.742 0.023 0.096 728.27 0.233
262 2026-05-27 09:46:36.815155-04 QQQ 05-28 739.00 Call 2026-05-28 00:00:00-04 To Close 739.0 0.65 1 0.143 -0.705 0.023 0.095 728.27 0.229
263 2026-05-27 09:48:06.885156-04 QQQ 05-28 738.00 Call 2026-05-28 00:00:00-04 To Open 738.0 0.83 1 0.152 -0.757 0.024 0.095 727.54 0.23
264 2026-05-27 09:50:18.572312-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Open 718.0 1.15 1 -0.181 -1.095 0.023 0.113 728.19 0.268
265 2026-05-27 09:50:44.95041-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Close 718.0 1.01 1 -0.171 -1.026 0.022 0.113 728.19 0.268
266 2026-05-27 09:53:56.833264-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Open 718.0 0.9 1 -0.146 -0.858 0.02 0.093 729.72 0.271
267 2026-05-27 09:55:01.960894-04 QQQ 05-28 738.00 Call 2026-05-28 00:00:00-04 To Close 738.0 0.94 1 0.18 -0.891 0.028 0.116 727.54 0.224
268 2026-05-27 09:55:13.486312-04 QQQ 05-28 740.00 Call 2026-05-28 00:00:00-04 To Open 740.0 0.64 1 0.128 -0.6 0.022 0.094 729.5 0.222
269 2026-05-27 09:55:59.732537-04 QQQ 05-28 740.00 Call 2026-05-28 00:00:00-04 To Close 740.0 0.54 1 0.123 -0.571 0.021 0.095 729.5 0.223
270 2026-05-27 09:56:11.002124-04 QQQ 05-28 739.00 Call 2026-05-28 00:00:00-04 To Open 739.0 0.72 1 0.147 -0.709 0.024 0.095 728.81 0.224
271 2026-05-27 09:57:28.31538-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Close 718.0 0.91 1 -0.157 -0.919 0.021 0.113 729.72 0.266
272 2026-05-27 09:58:09.732318-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Open 719.0 1.14 1 -0.172 -1.015 0.023 0.113 729.07 0.264
273 2026-05-27 10:00:07.484934-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Close 719.0 0.98 1 -0.161 -0.939 0.022 0.113 729.07 0.264
274 2026-05-27 10:01:13.569573-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Open 718.0 0.9 1 -0.157 -0.931 0.021 0.113 729.37 0.27
275 2026-05-27 10:02:35.067005-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Close 718.0 0.77 1 -0.14 -0.82 0.019 0.092 729.37 0.269
276 2026-05-27 10:03:45.437072-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Open 719.0 0.93 1 -0.151 -0.874 0.021 0.106 730.25 0.264
277 2026-05-27 10:07:55.352124-04 QQQ 05-28 739.00 Call 2026-05-28 00:00:00-04 To Close 739.0 0.7 1 0.146 -0.683 0.025 0.095 728.81 0.216
278 2026-05-27 10:09:48.490592-04 QQQ 05-28 740.00 Call 2026-05-28 00:00:00-04 To Open 740.0 0.56 1 0.124 -0.569 0.022 0.095 729.02 0.219
279 2026-05-27 10:16:54.088092-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Close 719.0 0.96 1 -0.162 -0.922 0.023 0.112 730.25 0.257
280 2026-05-27 10:18:03.503026-04 QQQ 05-28 720.00 Put 2026-05-28 00:00:00-04 To Open 720.0 1.16 1 -0.188 -1.083 0.025 0.112 729.22 0.255
281 2026-05-27 10:20:17.544511-04 QQQ 05-28 740.00 Call 2026-05-28 00:00:00-04 To Close 740.0 0.49 1 0.113 -0.498 0.021 0.087 729.02 0.215
282 2026-05-27 10:23:26.698317-04 QQQ 05-28 739.00 Call 2026-05-28 00:00:00-04 To Open 739.0 0.58 1 0.126 -0.584 0.022 0.094 728.01 0.221
283 2026-05-27 10:25:21.728177-04 QQQ 05-28 739.00 Call 2026-05-28 00:00:00-04 To Close 739.0 0.48 1 0.115 -0.525 0.021 0.09 728.01 0.223
284 2026-05-27 10:25:30.560237-04 QQQ 05-28 738.00 Call 2026-05-28 00:00:00-04 To Open 738.0 0.65 1 0.139 -0.662 0.023 0.094 727.5 0.224
285 2026-05-27 10:26:12.252788-04 QQQ 05-28 738.00 Call 2026-05-28 00:00:00-04 To Close 738.0 0.54 1 0.118 -0.539 0.021 0.094 727.5 0.222
286 2026-05-27 10:28:52.750173-04 QQQ 05-28 736.00 Call 2026-05-28 00:00:00-04 To Open 736.0 0.78 1 0.151 -0.738 0.025 0.094 726.26 0.226
287 2026-05-27 10:30:12.472861-04 QQQ 05-28 720.00 Put 2026-05-28 00:00:00-04 To Close 720.0 1.62 1 -0.256 -1.515 0.03 0.131 729.22 0.254
288 2026-05-27 10:32:18.658525-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Open 719.0 1.53 1 -0.228 -1.339 0.028 0.131 726.49 0.253
289 2026-05-27 10:33:19.26652-04 QQQ 05-28 736.00 Call 2026-05-28 00:00:00-04 To Close 736.0 0.68 1 0.156 -0.752 0.026 0.103 726.26 0.222
290 2026-05-27 10:33:35.016076-04 QQQ 05-28 737.00 Call 2026-05-28 00:00:00-04 To Open 737.0 0.63 1 0.124 -0.569 0.022 0.094 726.26 0.221
291 2026-05-27 10:34:52.725141-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Close 719.0 1.38 1 -0.225 -1.33 0.028 0.131 726.49 0.255
292 2026-05-27 10:37:14.471898-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Open 718.0 1.2 1 -0.196 -1.156 0.025 0.111 727.23 0.259
293 2026-05-27 10:38:20.491039-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Close 718.0 0.97 1 -0.174 -0.996 0.024 0.111 727.23 0.256
294 2026-05-27 10:42:30.663227-04 QQQ 05-28 717.00 Put 2026-05-28 00:00:00-04 To Open 717.0 0.84 1 -0.14 -0.782 0.02 0.091 728.22 0.26
295 2026-05-27 10:56:09.897186-04 QQQ 05-28 737.00 Call 2026-05-28 00:00:00-04 To Close 737.0 0.71 1 0.154 -0.707 0.027 0.1 726.26 0.213
296 2026-05-27 11:01:34.565366-04 QQQ 05-28 737.00 Call 2026-05-28 00:00:00-04 To Open 737.0 0.69 1 0.14 -0.657 0.024 0.093 727.02 0.221
297 2026-05-27 11:10:17.872326-04 QQQ 05-28 717.00 Put 2026-05-28 00:00:00-04 To Close 717.0 0.85 1 -0.161 -0.892 0.023 0.11 728.22 0.252
298 2026-05-27 11:15:01.211574-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Open 718.0 1.05 1 -0.175 -0.973 0.025 0.11 727.23 0.249
299 2026-05-27 11:15:25.433652-04 QQQ 05-28 737.00 Call 2026-05-28 00:00:00-04 To Close 737.0 0.54 1 0.122 -0.521 0.023 0.093 727.02 0.209
300 2026-05-27 11:24:42.515143-04 QQQ 05-28 737.00 Call 2026-05-28 00:00:00-04 To Open 737.0 0.53 1 0.117 -0.514 0.022 0.092 726.28 0.217
301 2026-05-27 11:29:18.034382-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Close 718.0 1.03 1 -0.189 -1.049 0.027 0.11 727.23 0.246
302 2026-05-27 11:36:51.868847-04 QQQ 05-28 737.00 Call 2026-05-28 00:00:00-04 To Close 737.0 0.54 1 0.123 -0.524 0.024 0.092 726.28 0.209
303 2026-05-27 11:45:24.584535-04 QQQ 05-28 736.00 Call 2026-05-28 00:00:00-04 To Open 736.0 0.66 1 0.144 -0.652 0.025 0.092 726.35 0.215
304 2026-05-27 12:03:53.796287-04 QQQ 05-28 717.00 Put 2026-05-28 00:00:00-04 To Open 717.0 0.87 1 -0.164 -0.878 0.025 0.108 726.72 0.245
305 2026-05-27 12:09:04.520299-04 QQQ 05-28 717.00 Put 2026-05-28 00:00:00-04 To Close 717.0 0.74 1 -0.147 -0.769 0.023 0.093 726.72 0.245
306 2026-05-27 12:16:54.519162-04 QQQ 05-28 717.00 Put 2026-05-28 00:00:00-04 To Open 717.0 0.68 1 -0.132 -0.675 0.021 0.088 728.0 0.245
307 2026-05-27 12:40:58.772095-04 QQQ 05-28 717.00 Put 2026-05-28 00:00:00-04 To Close 717.0 0.51 1 -0.113 -0.548 0.019 0.088 728.0 0.242
308 2026-05-27 12:52:28.259334-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Open 718.0 0.6 1 -0.12 -0.579 0.021 0.088 728.97 0.237
309 2026-05-27 12:53:29.966726-04 QQQ 05-28 736.00 Call 2026-05-28 00:00:00-04 To Close 736.0 0.77 1 0.178 -0.76 0.033 0.11 726.35 0.194
310 2026-05-27 13:10:27.285475-04 QQQ 05-28 736.00 Call 2026-05-28 00:00:00-04 To Open 736.0 0.49 1 0.125 -0.504 0.025 0.089 726.51 0.202
311 2026-05-27 13:18:13.72623-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Close 718.0 0.82 1 -0.165 -0.836 0.026 0.106 728.97 0.235
312 2026-05-27 13:40:27.696308-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Open 718.0 0.7 1 -0.143 -0.681 0.025 0.086 727.5 0.23
313 2026-05-27 13:46:11.100419-04 QQQ 05-28 736.00 Call 2026-05-28 00:00:00-04 To Close 736.0 0.49 1 0.129 -0.5 0.027 0.089 726.51 0.193
314 2026-05-27 13:47:00.566892-04 QQQ 05-28 736.00 Call 2026-05-28 00:00:00-04 To Open 736.0 0.55 1 0.141 -0.557 0.029 0.089 727.54 0.194
315 2026-05-27 13:53:26.320125-04 QQQ 05-28 718.00 Put 2026-05-28 00:00:00-04 To Close 718.0 0.6 1 -0.137 -0.642 0.024 0.086 727.5 0.227
316 2026-05-27 14:00:37.027481-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Open 719.0 0.77 1 -0.164 -0.781 0.028 0.105 727.5 0.224
317 2026-05-27 14:16:34.528145-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Close 719.0 0.62 1 -0.142 -0.656 0.025 0.085 727.5 0.225
318 2026-05-27 14:37:41.707736-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Open 719.0 0.55 1 -0.121 -0.548 0.022 0.085 729.25 0.228
319 2026-05-27 15:39:22.557827-04 QQQ 05-28 719.00 Put 2026-05-28 00:00:00-04 To Close 719.0 0.4 1 -0.1 -0.411 0.021 0.065 729.25 0.222
320 2026-05-27 15:49:59.561325-04 QQQ 05-28 721.00 Put 2026-05-28 00:00:00-04 To Open 721.0 0.6 1 -0.138 -0.577 0.027 0.083 729.5 0.211
321 2026-05-27 15:58:01.768191-04 QQQ 05-28 736.00 Call 2026-05-28 00:00:00-04 To Close 736.0 0.54 1 0.163 -0.569 0.037 0.104 727.54 0.172
322 2026-05-27 15:58:02.955963-04 QQQ 05-28 721.00 Put 2026-05-28 00:00:00-04 To Close 721.0 0.59 1 -0.143 -0.592 0.028 0.083 729.5 0.208

Trades

Symbol Strike Expiry Qty Open Time Close Time Open Price Close Price Total P&L Δ P&L Θ P&L Ν P&L Γ P&L Residual
QQQ 05-28 739.00 Call 739.0 2026-05-28 00:00:00-04 1 2026-05-27 09:36:17.879016-04 2026-05-27 09:37:26.272541-04 116 100 -16.00 0.00 -0.09 1.36 0.00 -17.27
QQQ 05-28 740.00 Call 740.0 2026-05-28 00:00:00-04 1 2026-05-27 09:39:44.995856-04 2026-05-27 09:41:12.68748-04 85 70 -15.00 0.00 -0.08 1.17 0.00 -16.09
QQQ 05-28 740.00 Call 740.0 2026-05-28 00:00:00-04 1 2026-05-27 09:42:51.023512-04 2026-05-27 09:43:25.040922-04 78 68 -10.00 0.00 -0.03 -0.95 0.00 -9.02
QQQ 05-28 739.00 Call 739.0 2026-05-28 00:00:00-04 1 2026-05-27 09:45:19.130663-04 2026-05-27 09:46:36.815155-04 73 65 -8.00 0.00 -0.07 -3.84 0.00 -4.09
QQQ 05-28 718.00 Put 718.0 2026-05-28 00:00:00-04 1 2026-05-27 09:50:18.572312-04 2026-05-27 09:50:44.95041-04 115 101 -14.00 0.00 -0.03 0.00 0.00 -13.97
QQQ 05-28 738.00 Call 738.0 2026-05-28 00:00:00-04 1 2026-05-27 09:48:06.885156-04 2026-05-27 09:55:01.960894-04 83 94 11.00 0.00 -0.36 -5.70 0.00 17.06
QQQ 05-28 740.00 Call 740.0 2026-05-28 00:00:00-04 1 2026-05-27 09:55:13.486312-04 2026-05-27 09:55:59.732537-04 64 54 -10.00 0.00 -0.03 0.94 0.00 -10.91
QQQ 05-28 718.00 Put 718.0 2026-05-28 00:00:00-04 1 2026-05-27 09:53:56.833264-04 2026-05-27 09:57:28.31538-04 90 91 1.00 0.00 -0.21 -4.65 0.00 5.86
QQQ 05-28 719.00 Put 719.0 2026-05-28 00:00:00-04 1 2026-05-27 09:58:09.732318-04 2026-05-27 10:00:07.484934-04 114 98 -16.00 0.00 -0.14 0.00 0.00 -15.86
QQQ 05-28 718.00 Put 718.0 2026-05-28 00:00:00-04 1 2026-05-27 10:01:13.569573-04 2026-05-27 10:02:35.067005-04 90 77 -13.00 0.00 -0.09 -1.13 0.00 -11.78
QQQ 05-28 739.00 Call 739.0 2026-05-28 00:00:00-04 1 2026-05-27 09:56:11.002124-04 2026-05-27 10:07:55.352124-04 72 70 -2.00 0.00 -0.58 -7.60 0.00 6.18
QQQ 05-28 719.00 Put 719.0 2026-05-28 00:00:00-04 1 2026-05-27 10:03:45.437072-04 2026-05-27 10:16:54.088092-04 93 96 3.00 0.00 -0.80 -7.42 0.00 11.22
QQQ 05-28 740.00 Call 740.0 2026-05-28 00:00:00-04 1 2026-05-27 10:09:48.490592-04 2026-05-27 10:20:17.544511-04 56 49 -7.00 0.00 -0.41 -3.80 0.00 -2.79
QQQ 05-28 739.00 Call 739.0 2026-05-28 00:00:00-04 1 2026-05-27 10:23:26.698317-04 2026-05-27 10:25:21.728177-04 58 48 -10.00 0.00 -0.08 1.88 0.00 -11.80
QQQ 05-28 738.00 Call 738.0 2026-05-28 00:00:00-04 1 2026-05-27 10:25:30.560237-04 2026-05-27 10:26:12.252788-04 65 54 -11.00 0.00 -0.03 -1.88 0.00 -9.09
QQQ 05-28 720.00 Put 720.0 2026-05-28 00:00:00-04 1 2026-05-27 10:18:03.503026-04 2026-05-27 10:30:12.472861-04 116 162 46.00 0.00 -0.91 -1.12 0.00 48.03
QQQ 05-28 736.00 Call 736.0 2026-05-28 00:00:00-04 1 2026-05-27 10:28:52.750173-04 2026-05-27 10:33:19.26652-04 78 68 -10.00 0.00 -0.23 -3.76 0.00 -6.01
QQQ 05-28 719.00 Put 719.0 2026-05-28 00:00:00-04 1 2026-05-27 10:32:18.658525-04 2026-05-27 10:34:52.725141-04 153 138 -15.00 0.00 -0.24 2.62 0.00 -17.38
QQQ 05-28 718.00 Put 718.0 2026-05-28 00:00:00-04 1 2026-05-27 10:37:14.471898-04 2026-05-27 10:38:20.491039-04 120 97 -23.00 0.00 -0.09 -3.33 0.00 -19.58
QQQ 05-28 737.00 Call 737.0 2026-05-28 00:00:00-04 1 2026-05-27 10:33:35.016076-04 2026-05-27 10:56:09.897186-04 63 71 8.00 0.00 -0.89 -7.52 0.00 16.41
QQQ 05-28 717.00 Put 717.0 2026-05-28 00:00:00-04 1 2026-05-27 10:42:30.663227-04 2026-05-27 11:10:17.872326-04 84 85 1.00 0.00 -1.51 -7.28 0.00 9.79
QQQ 05-28 737.00 Call 737.0 2026-05-28 00:00:00-04 1 2026-05-27 11:01:34.565366-04 2026-05-27 11:15:25.433652-04 69 54 -15.00 0.00 -0.63 -11.16 0.00 -3.21
QQQ 05-28 718.00 Put 718.0 2026-05-28 00:00:00-04 1 2026-05-27 11:15:01.211574-04 2026-05-27 11:29:18.034382-04 105 103 -2.00 0.00 -0.97 -3.30 0.00 2.27
QQQ 05-28 737.00 Call 737.0 2026-05-28 00:00:00-04 1 2026-05-27 11:24:42.515143-04 2026-05-27 11:36:51.868847-04 53 54 1.00 0.00 -0.43 -7.36 0.00 8.79
QQQ 05-28 717.00 Put 717.0 2026-05-28 00:00:00-04 1 2026-05-27 12:03:53.796287-04 2026-05-27 12:09:04.520299-04 87 74 -13.00 0.00 -0.32 0.00 0.00 -12.68
QQQ 05-28 717.00 Put 717.0 2026-05-28 00:00:00-04 1 2026-05-27 12:16:54.519162-04 2026-05-27 12:40:58.772095-04 68 51 -17.00 0.00 -1.13 -2.64 0.00 -13.23
QQQ 05-28 736.00 Call 736.0 2026-05-28 00:00:00-04 1 2026-05-27 11:45:24.584535-04 2026-05-27 12:53:29.966726-04 66 77 11.00 0.00 -3.08 -19.32 0.00 33.40
QQQ 05-28 718.00 Put 718.0 2026-05-28 00:00:00-04 1 2026-05-27 12:52:28.259334-04 2026-05-27 13:18:13.72623-04 60 82 22.00 0.00 -1.04 -1.76 0.00 24.80
QQQ 05-28 736.00 Call 736.0 2026-05-28 00:00:00-04 1 2026-05-27 13:10:27.285475-04 2026-05-27 13:46:11.100419-04 49 49 0.00 0.00 -1.25 -8.01 0.00 9.26
QQQ 05-28 718.00 Put 718.0 2026-05-28 00:00:00-04 1 2026-05-27 13:40:27.696308-04 2026-05-27 13:53:26.320125-04 70 60 -10.00 0.00 -0.61 -2.58 0.00 -6.81
QQQ 05-28 719.00 Put 719.0 2026-05-28 00:00:00-04 1 2026-05-27 14:00:37.027481-04 2026-05-27 14:16:34.528145-04 77 62 -15.00 0.00 -0.87 1.05 0.00 -15.18
QQQ 05-28 719.00 Put 719.0 2026-05-28 00:00:00-04 1 2026-05-27 14:37:41.707736-04 2026-05-27 15:39:22.557827-04 55 40 -15.00 0.00 -2.35 -5.10 0.00 -7.55
QQQ 05-28 736.00 Call 736.0 2026-05-28 00:00:00-04 1 2026-05-27 13:47:00.566892-04 2026-05-27 15:58:01.768191-04 55 54 -1.00 0.00 -5.07 -19.58 0.00 23.65
QQQ 05-28 721.00 Put 721.0 2026-05-28 00:00:00-04 1 2026-05-27 15:49:59.561325-04 2026-05-27 15:58:02.955963-04 60 59 -1.00 0.00 -0.32 -2.49 0.00 1.81