If by "EOD prices" you mean "EOD option prices" - then no, I am not looking at them for an EXPIRED option. I am looking at the price of an underlying in *.t8 file at the time of option expiration.

Have a look at the log snippet above:

- expiry date is 2021-04-16 (Fri, eod)
- the price of an underlying on Fri, eod is 417.26

- yet Zorro calculates P&L based off 415.90 - which is a underlying price on Thu, the day before.

You can confirm this more evidently in the first log snippet (from Workshop8):

- the sold 417 Call has a time value of 2.98+(417-419.17) = 0.81
- the price of SPY at expiration on Wed, eod is 419.01.
- the P&L after expiration is 0.81 + (419.01-419.17) = 0.65 or $65 per 100 shares.

- yet Zorro books +$165 - which means it really calculates as the log states - based off 418.33 - the price of SPY the day before.

Last edited by Zheka; 12/07/21 15:18.