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View Outliers PnL Drill-Down: PTON240209P00006000

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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
2024-01-04	PTON	PTON240209P00006000	6.00	11.0	31.000	1.043	0.348	0.4	0.1	0.000	0.810	0.600	0.69	6.18	2024-02-09	PUT	Long	0.401	0.421	0.139

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
PTON240209P00006000	PTON	PUT	Long	6.00	None	$0.84	1.15	$1.60	0.26	2.88	0.73	1.57	6.13	4.53	0.84	$84.00	73.00	35	4.0	26.000	1.60	2024-02-08
PTON240209P00006000	PTON	PUT	Long	6.00	None	$0.84	1.15	$1.74	0.28	2.25	0.73	1.57	6.13	4.39	0.84	$84.00	73.00	34	4.0	230.000	1.74	2024-02-07
PTON240209P00006000	PTON	PUT	Long	6.00	None	$0.89	1.22	$1.75	0.29	1.78	0.73	1.62	6.13	4.38	0.89	$89.00	73.00	33	23.0	240.000	1.75	2024-02-06
PTON240209P00006000	PTON	PUT	Long	6.00	None	$1.21	1.66	$2.11	0.34	-0.03	0.73	1.94	6.13	4.02	1.21	$121.00	73.00	32	10.0	240.000	2.11	2024-02-05
PTON240209P00006000	PTON	PUT	Long	6.00	None	$1.05	1.44	$1.89	0.31	-0.03	0.73	1.78	6.13	4.24	1.05	$105.00	73.00	31	47.0	516.000	1.89	2024-02-04
PTON240209P00006000	PTON	PUT	Long	6.00	None	$1.08	1.48	$1.89	0.31	1.09	0.73	1.81	6.13	4.24	1.08	$108.00	73.00	29	37.0	559.000	1.89	2024-02-02
PTON240209P00006000	PTON	PUT	Long	6.00	None	$1.01	1.38	$1.92	0.31	1.42	0.73	1.74	6.13	4.21	1.01	$101.00	73.00	28	331.0	581.000	1.92	2024-02-01
PTON240209P00006000	PTON	PUT	Long	6.00	None	$0.05	0.07	$0.57	0.09	1.42	0.73	0.78	6.13	5.56	0.05	$5.00	73.00	27	314.0	520.000	0.57	2024-01-31
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.13	-0.18	$0.32	0.05	1.28	0.73	0.60	6.13	5.81	-0.13	$-13.00	73.00	26	88.0	526.000	0.32	2024-01-30
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.25	-0.34	$0.02	0.00	1.19	0.73	0.48	6.13	6.11	-0.25	$-25.00	73.00	25	137.0	449.000	0.02	2024-01-29
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.08	-0.11	$0.33	0.05	1.20	0.73	0.65	6.13	5.80	-0.08	$-8.00	73.00	24	77.0	422.000	0.33	2024-01-28
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.08	-0.11	$0.33	0.05	1.15	0.73	0.65	6.13	5.80	-0.08	$-8.00	73.00	23	77.0	422.000	0.33	2024-01-27
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.08	-0.11	$0.33	0.05	1.12	0.73	0.65	6.13	5.80	-0.08	$-8.00	73.00	22	77.0	422.000	0.33	2024-01-26
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.06	-0.08	$0.33	0.05	1.12	0.73	0.67	6.13	5.80	-0.06	$-6.00	73.00	21	3.0	421.000	0.33	2024-01-25
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.01	-0.01	$0.44	0.07	1.04	0.73	0.72	6.13	5.69	-0.01	$-1.00	73.00	20	52.0	389.000	0.44	2024-01-24
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.21	-0.29	$0.10	0.02	1.04	0.73	0.52	6.13	6.03	-0.21	$-21.00	73.00	19	32.0	332.000	0.10	2024-01-23
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.11	-0.15	$0.27	0.04	0.98	0.73	0.62	6.13	5.86	-0.11	$-11.00	73.00	18	35.0	331.000	0.27	2024-01-22
PTON240209P00006000	PTON	PUT	Long	6.00	None	$0.20	0.27	$0.56	0.09	1.00	0.73	0.93	6.13	5.57	0.20	$20.00	73.00	15	20.0	331.000	0.56	2024-01-19
PTON240209P00006000	PTON	PUT	Long	6.00	None	$0.01	0.01	$0.34	0.06	0.98	0.73	0.74	6.13	5.79	0.01	$1.00	73.00	14	56.0	335.000	0.34	2024-01-18
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.03	-0.04	$0.33	0.05	1.01	0.73	0.70	6.13	5.80	-0.03	$-3.00	73.00	13	70.0	278.000	0.33	2024-01-17
PTON240209P00006000	PTON	PUT	Long	6.00	None	$0.05	0.07	$0.46	0.08	1.06	0.73	0.78	6.13	5.67	0.05	$5.00	73.00	12	1.0	278.000	0.46	2024-01-16
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.08	-0.11	$0.30	0.05	0.95	0.73	0.65	6.13	5.83	-0.08	$-8.00	73.00	8	8.0	270.000	0.30	2024-01-12
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.04	-0.05	$0.15	0.02	0.96	0.73	0.69	6.13	5.98	-0.04	$-4.00	73.00	7	258.0	248.000	0.15	2024-01-11
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.05	-0.07	$0.02	0.00	0.99	0.73	0.68	6.13	6.11	-0.05	$-5.00	73.00	6	57.0	194.000	0.02	2024-01-10
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.01	-0.01	$0.01	0.00	1.02	0.73	0.72	6.13	6.12	-0.01	$-1.00	73.00	5	22.0	181.000	0.01	2024-01-09
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.18	-0.25	$-0.46	-0.08	1.05	0.73	0.55	6.13	6.59	-0.18	$-18.00	73.00	4	24.0	167.000	-0.46	2024-01-08
PTON240209P00006000	PTON	PUT	Long	6.00	None	$-0.14	-0.19	$-0.59	-0.10	1.11	0.73	0.59	6.13	6.72	-0.14	$-14.00	73.00	3	21.0	159.000	-0.59	2024-01-07
PTON240209P00006000	PTON	PUT	Long	6.00	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.67	$-0.14	-0.19	$-0.59	-0.10	1.06	0.73	0.59	6.13	6.72	-0.14	$-14.00	73.00	1	21.0	159.000	-0.59	2024-01-05
PTON240209P00006000	PTON	PUT	Long	6.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.73	0.73	6.13	6.13	0.00	$0.00	73.00	0	161.0	159.000	-0.00	2024-01-04

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