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View Outliers PnL Drill-Down: PTON231215P00005000

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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
2023-11-14	PTON	PTON231215P00005000	5.00	512.0	5695.000	0.768	0.294	0.2	0.1	0.000	0.480	0.320	0.39	5.14	2023-12-15	PUT	Long	0.421	0.449	0.158

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	PTON	0.636	0.130	0.366	0.243	0.194	-0.172	10.57	-0.204	0.0000	2.88	10.57	21	1y	7.25

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
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.38	-0.97	$-1.32	-0.26	0.86	0.39	0.01	5.14	6.46	-0.38	$-38.00	39.00	30	61.0	5895.000	-1.32	2023-12-14
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.38	-0.97	$-0.80	-0.16	0.20	0.39	0.01	5.14	5.94	-0.38	$-38.00	39.00	29	214.0	5803.000	-0.80	2023-12-13
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.36	-0.92	$-0.32	-0.06	-0.03	0.39	0.03	5.14	5.46	-0.36	$-36.00	39.00	28	402.0	5678.000	-0.32	2023-12-12
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.36	-0.92	$-0.54	-0.11	0.18	0.39	0.03	5.14	5.68	-0.36	$-36.00	39.00	27	875.0	5192.000	-0.54	2023-12-11
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.37	-0.95	$-0.82	-0.16	0.12	0.39	0.02	5.14	5.96	-0.37	$-37.00	39.00	24	586.0	5605.000	-0.82	2023-12-08
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.36	-0.92	$-0.80	-0.16	0.11	0.39	0.03	5.14	5.94	-0.36	$-36.00	39.00	23	36.0	5588.000	-0.80	2023-12-07
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.37	-0.95	$-0.94	-0.18	0.09	0.39	0.02	5.14	6.08	-0.37	$-37.00	39.00	22	0.0	5513.000	-0.94	2023-12-06
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.34	-0.87	$-0.76	-0.15	0.07	0.39	0.05	5.14	5.90	-0.34	$-34.00	39.00	21	0.0	5543.000	-0.76	2023-12-05
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.36	-0.92	$-1.20	-0.23	0.17	0.39	0.03	5.14	6.34	-0.36	$-36.00	39.00	20	0.0	5457.000	-1.20	2023-12-04
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.34	-0.87	$-1.08	-0.21	0.08	0.39	0.05	5.14	6.22	-0.34	$-34.00	39.00	19	0.0	5460.000	-1.08	2023-12-03
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.34	-0.87	$-1.08	-0.21	0.04	0.39	0.05	5.14	6.22	-0.34	$-34.00	39.00	18	0.0	5460.000	-1.08	2023-12-02
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.34	-0.87	$-1.08	-0.21	0.12	0.39	0.05	5.14	6.22	-0.34	$-34.00	39.00	17	0.0	5460.000	-1.08	2023-12-01
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.27	-0.69	$-0.52	-0.10	0.04	0.39	0.12	5.14	5.66	-0.27	$-27.00	39.00	16	0.0	5432.000	-0.52	2023-11-30
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.29	-0.74	$-0.69	-0.13	0.04	0.39	0.10	5.14	5.83	-0.29	$-29.00	39.00	15	0.0	5418.000	-0.69	2023-11-29
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.25	-0.64	$-0.45	-0.09	-0.01	0.39	0.14	5.14	5.59	-0.25	$-25.00	39.00	14	0.0	5357.000	-0.45	2023-11-28
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.12	-0.31	$0.02	0.00	-0.05	0.39	0.27	5.14	5.12	-0.12	$-12.00	39.00	13	0.0	5357.000	0.02	2023-11-27
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.16	-0.41	$-0.13	-0.03	-0.04	0.39	0.23	5.14	5.27	-0.16	$-16.00	39.00	10	0.0	5322.000	-0.13	2023-11-24
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.16	-0.41	$-0.17	-0.03	-0.70	0.39	0.23	5.14	5.31	-0.16	$-16.00	39.00	9	0.0	5322.000	-0.17	2023-11-23
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.14	-0.36	$-0.29	-0.06	-0.02	0.39	0.25	5.14	5.43	-0.14	$-14.00	39.00	8	0.0	5354.000	-0.29	2023-11-22
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.12	-0.31	$-0.17	-0.03	-0.03	0.39	0.27	5.14	5.31	-0.12	$-12.00	39.00	7	0.0	5345.000	-0.17	2023-11-21
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.17	-0.44	$-0.40	-0.08	0.01	0.39	0.22	5.14	5.54	-0.17	$-17.00	39.00	6	0.0	5349.000	-0.40	2023-11-20
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.14	-0.36	$-0.38	-0.07	0.01	0.39	0.25	5.14	5.52	-0.14	$-14.00	39.00	5	0.0	5289.000	-0.38	2023-11-19
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.14	-0.36	$-0.38	-0.07	-0.01	0.39	0.25	5.14	5.52	-0.14	$-14.00	39.00	3	0.0	5289.000	-0.38	2023-11-17
PTON231215P00005000	PTON	PUT	Long	5.00	None	$-0.04	-0.10	$-0.22	-0.04	0.05	0.39	0.35	5.14	5.36	-0.04	$-4.00	39.00	2	0.0	5284.000	-0.22	2023-11-16
PTON231215P00005000	PTON	PUT	Long	5.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.14; Exit EQ PnL: -0.43	$-0.14	-0.36	$-0.43	-0.08	0.05	0.39	0.25	5.14	5.57	-0.14	$-14.00	39.00	1	0.0	5492.000	-0.43	2023-11-15
PTON231215P00005000	PTON	PUT	Long	5.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.39	0.39	5.14	5.14	0.00	$0.00	39.00	0	0.0	5695.000	-0.00	2023-11-14

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