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View Outliers PnL Drill-Down: PTON240209P00006500

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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
2024-01-05	PTON	PTON240209P00006500	6.50	13.0	33.000	0.971	0.366	0.6	0.1	0.000	1.030	0.480	0.77	7.02	2024-02-09	PUT	Long	0.421	0.431	0.096
2024-01-04	PTON	PTON240209P00006500	6.50	16.0	39.000	1.074	0.352	0.2	0.4	0.000	0.640	0.880	1.10	6.24	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
PTON240209P00006500	PTON	PUT	Long	6.50	None	$1.17	1.18	$1.60	0.26	2.69	0.99	2.16	6.13	4.53	1.17	$117.00	99.00	35	26.0	17.000	1.60	2024-02-08
PTON240209P00006500	PTON	PUT	Long	6.50	None	$1.18	1.19	$1.74	0.28	2.69	0.99	2.17	6.13	4.39	1.18	$118.00	99.00	34	19.0	121.000	1.74	2024-02-07
PTON240209P00006500	PTON	PUT	Long	6.50	None	$1.13	1.14	$1.75	0.29	1.94	0.99	2.12	6.13	4.38	1.13	$113.00	99.00	33	6.0	125.000	1.75	2024-02-06
PTON240209P00006500	PTON	PUT	Long	6.50	None	$1.47	1.48	$2.11	0.34	0.00	0.99	2.46	6.13	4.02	1.47	$147.00	99.00	32	10.0	125.000	2.11	2024-02-05
PTON240209P00006500	PTON	PUT	Long	6.50	None	$1.37	1.38	$1.89	0.31	0.00	0.99	2.36	6.13	4.24	1.37	$137.00	99.00	31	92.0	215.000	1.89	2024-02-04
PTON240209P00006500	PTON	PUT	Long	6.50	None	$1.37	1.38	$1.89	0.31	1.56	0.99	2.36	6.13	4.24	1.37	$137.00	99.00	29	92.0	193.000	1.89	2024-02-02
PTON240209P00006500	PTON	PUT	Long	6.50	None	$1.23	1.24	$1.92	0.31	0.50	0.99	2.22	6.13	4.21	1.23	$123.00	99.00	28	26.0	203.000	1.92	2024-02-01
PTON240209P00006500	PTON	PUT	Long	6.50	None	$-0.09	-0.09	$0.57	0.09	1.58	0.99	0.90	6.13	5.56	-0.09	$-9.00	99.00	27	13.0	192.000	0.57	2024-01-31
PTON240209P00006500	PTON	PUT	Long	6.50	None	$-0.01	-0.01	$0.32	0.05	1.34	0.99	0.98	6.13	5.81	-0.01	$-1.00	99.00	26	30.0	170.000	0.32	2024-01-30
PTON240209P00006500	PTON	PUT	Long	6.50	None	$-0.12	-0.12	$0.02	0.00	1.22	0.99	0.87	6.13	6.11	-0.12	$-12.00	99.00	25	37.0	140.000	0.02	2024-01-29
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.06	0.06	$0.33	0.05	1.22	0.99	1.05	6.13	5.80	0.06	$6.00	99.00	24	50.0	140.000	0.33	2024-01-28
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.06	0.06	$0.33	0.05	1.17	0.99	1.05	6.13	5.80	0.06	$6.00	99.00	23	50.0	140.000	0.33	2024-01-27
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.06	0.06	$0.33	0.05	1.17	0.99	1.05	6.13	5.80	0.06	$6.00	99.00	22	50.0	140.000	0.33	2024-01-26
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.06	0.06	$0.33	0.05	1.15	0.99	1.05	6.13	5.80	0.06	$6.00	99.00	21	50.0	140.000	0.33	2024-01-25
PTON240209P00006500	PTON	PUT	Long	6.50	None	$-0.12	-0.12	$0.44	0.07	1.08	0.99	0.87	6.13	5.69	-0.12	$-12.00	99.00	20	7.0	140.000	0.44	2024-01-24
PTON240209P00006500	PTON	PUT	Long	6.50	None	$-0.17	-0.17	$0.10	0.02	1.02	0.99	0.82	6.13	6.03	-0.17	$-17.00	99.00	19	2.0	135.000	0.10	2024-01-23
PTON240209P00006500	PTON	PUT	Long	6.50	None	$-0.07	-0.07	$0.27	0.04	0.98	0.99	0.92	6.13	5.86	-0.07	$-7.00	99.00	18	1.0	135.000	0.27	2024-01-22
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.27	0.27	$0.56	0.09	1.05	0.99	1.26	6.13	5.57	0.27	$27.00	99.00	15	9.0	134.000	0.56	2024-01-19
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.12	0.12	$0.34	0.06	1.03	0.99	1.11	6.13	5.79	0.12	$12.00	99.00	14	18.0	134.000	0.34	2024-01-18
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.12	0.12	$0.33	0.05	1.05	0.99	1.11	6.13	5.80	0.12	$12.00	99.00	13	18.0	116.000	0.33	2024-01-17
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.18	0.18	$0.46	0.08	1.11	0.99	1.17	6.13	5.67	0.18	$18.00	99.00	12	1.0	117.000	0.46	2024-01-16
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.03	0.03	$0.30	0.05	0.98	0.99	1.02	6.13	5.83	0.03	$3.00	99.00	8	28.0	120.000	0.30	2024-01-12
PTON240209P00006500	PTON	PUT	Long	6.50	None	$-0.05	-0.05	$0.15	0.02	1.00	0.99	0.94	6.13	5.98	-0.05	$-5.00	99.00	7	6.0	116.000	0.15	2024-01-11
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.01	0.01	$0.02	0.00	1.02	0.99	1.00	6.13	6.11	0.01	$1.00	99.00	6	2.0	116.000	0.02	2024-01-10
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.01	0.01	$0.01	0.00	1.06	0.99	1.00	6.13	6.12	0.01	$1.00	99.00	5	3.0	116.000	0.01	2024-01-09
PTON240209P00006500	PTON	PUT	Long	6.50	None	$-0.11	-0.11	$-0.46	-0.08	1.08	0.99	0.88	6.13	6.59	-0.11	$-11.00	99.00	4	76.0	60.000	-0.46	2024-01-08
PTON240209P00006500	PTON	PUT	Long	6.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.04; Exit EQ PnL: -0.65	$-0.20	-0.20	$-0.59	-0.10	1.09	0.99	0.79	6.13	6.72	-0.20	$-20.00	99.00	1	31.0	33.000	-0.59	2024-01-05
PTON240209P00006500	PTON	PUT	Long	6.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.99	0.99	6.13	6.13	0.00	$0.00	99.00	0	22.0	33.000	-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