| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-01 | PTON | PTON240308C00004500 | 4.50 | 228.0 | 2.000 | 0.844 | 0.416 | 0.1 | 0.4 | 0.020 | 0.290 | 0.560 | 0.36 | 4.21 | 2024-03-08 | CALL | Long | 0.395 | 0.485 | -0.243 |
| 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 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.27 | -0.75 | $0.31 | 0.07 | -0.20 | 0.36 | 0.09 | 4.21 | 4.52 | -0.27 | $-27.00 | 36.00 | 35 | 2332.0 | 4221.000 | 0.31 | 2024-03-07 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.31 | -0.86 | $0.19 | 0.05 | -0.14 | 0.36 | 0.05 | 4.21 | 4.40 | -0.31 | $-31.00 | 36.00 | 34 | 167.0 | 4000.000 | 0.19 | 2024-03-06 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.30 | -0.83 | $0.05 | 0.01 | 0.05 | 0.36 | 0.06 | 4.21 | 4.26 | -0.30 | $-30.00 | 36.00 | 33 | 230.0 | 2731.000 | 0.05 | 2024-03-05 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.26 | -0.72 | $0.14 | 0.03 | -0.72 | 0.36 | 0.10 | 4.21 | 4.35 | -0.26 | $-26.00 | 36.00 | 32 | 2364.0 | 0.000 | 0.14 | 2024-03-04 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.12 | -0.33 | $0.39 | 0.09 | -0.05 | 0.36 | 0.24 | 4.21 | 4.60 | -0.12 | $-12.00 | 36.00 | 31 | 1059.0 | 902.000 | 0.39 | 2024-03-03 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.12 | -0.33 | $0.39 | 0.09 | -0.05 | 0.36 | 0.24 | 4.21 | 4.60 | -0.12 | $-12.00 | 36.00 | 30 | 1059.0 | 902.000 | 0.39 | 2024-03-02 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.12 | -0.33 | $0.45 | 0.11 | -0.25 | 0.36 | 0.24 | 4.21 | 4.66 | -0.12 | $-12.00 | 36.00 | 29 | 548.0 | 902.000 | 0.45 | 2024-03-01 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.15 | -0.42 | $0.31 | 0.07 | -0.16 | 0.36 | 0.21 | 4.21 | 4.52 | -0.15 | $-15.00 | 36.00 | 28 | 410.0 | 850.000 | 0.31 | 2024-02-29 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.07 | -0.19 | $0.43 | 0.10 | -0.08 | 0.36 | 0.29 | 4.21 | 4.64 | -0.07 | $-7.00 | 36.00 | 27 | 320.0 | 681.000 | 0.43 | 2024-02-28 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.04 | -0.11 | $0.49 | 0.12 | -0.12 | 0.36 | 0.32 | 4.21 | 4.70 | -0.04 | $-4.00 | 36.00 | 26 | 545.0 | 715.000 | 0.49 | 2024-02-27 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.09 | -0.25 | $0.36 | 0.09 | -0.13 | 0.36 | 0.27 | 4.21 | 4.57 | -0.09 | $-9.00 | 36.00 | 25 | 348.0 | 801.000 | 0.36 | 2024-02-26 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.18 | -0.50 | $0.14 | 0.03 | -0.10 | 0.36 | 0.18 | 4.21 | 4.35 | -0.18 | $-18.00 | 36.00 | 24 | 309.0 | 663.000 | 0.14 | 2024-02-25 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.18 | -0.50 | $0.14 | 0.03 | -0.18 | 0.36 | 0.18 | 4.21 | 4.35 | -0.18 | $-18.00 | 36.00 | 22 | 309.0 | 663.000 | 0.14 | 2024-02-23 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.19 | -0.53 | $0.06 | 0.01 | -0.09 | 0.36 | 0.17 | 4.21 | 4.27 | -0.19 | $-19.00 | 36.00 | 21 | 50.0 | 643.000 | 0.06 | 2024-02-22 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.19 | -0.53 | $0.07 | 0.02 | -0.09 | 0.36 | 0.17 | 4.21 | 4.28 | -0.19 | $-19.00 | 36.00 | 20 | 62.0 | 660.000 | 0.07 | 2024-02-21 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.15 | -0.42 | $0.14 | 0.03 | -0.08 | 0.36 | 0.21 | 4.21 | 4.35 | -0.15 | $-15.00 | 36.00 | 19 | 255.0 | 424.000 | 0.14 | 2024-02-20 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.33 | 0.08 | -0.07 | 0.36 | 0.36 | 4.21 | 4.54 | 0.00 | $0.00 | 36.00 | 18 | 250.0 | 264.000 | 0.33 | 2024-02-19 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $0.04 | 0.11 | $0.34 | 0.08 | -0.08 | 0.36 | 0.40 | 4.21 | 4.55 | 0.04 | $4.00 | 36.00 | 8 | 10.0 | 265.000 | 0.34 | 2024-02-09 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $0.07 | 0.19 | $0.32 | 0.08 | -0.08 | 0.36 | 0.43 | 4.21 | 4.53 | 0.07 | $7.00 | 36.00 | 7 | 74.0 | 313.000 | 0.32 | 2024-02-08 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.01 | -0.03 | $0.18 | 0.04 | -0.08 | 0.36 | 0.35 | 4.21 | 4.39 | -0.01 | $-1.00 | 36.00 | 6 | 20.0 | 326.000 | 0.18 | 2024-02-07 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $0.00 | 0.00 | $0.17 | 0.04 | -0.04 | 0.36 | 0.36 | 4.21 | 4.38 | 0.00 | $0.00 | 36.00 | 5 | 139.0 | 308.000 | 0.17 | 2024-02-06 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.15 | -0.42 | $-0.19 | -0.05 | -0.72 | 0.36 | 0.21 | 4.21 | 4.02 | -0.15 | $-15.00 | 36.00 | 4 | 96.0 | 308.000 | -0.19 | 2024-02-05 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $-0.04 | -0.11 | $0.03 | 0.01 | -0.78 | 0.36 | 0.32 | 4.21 | 4.24 | -0.04 | $-4.00 | 36.00 | 3 | 79.0 | 254.000 | 0.03 | 2024-02-04 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | Exit OP PnL: $-0.06;Exit EQ PnL: -0.02; Position is Long and position continued to lose. Latest OP price is: $0.30 (EQ: $4.19). Initial OP price was: $0.36 (EQ: $4.21). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16. | $-0.03 | -0.08 | $0.03 | 0.01 | -0.03 | 0.36 | 0.33 | 4.21 | 4.24 | -0.03 | $-3.00 | 36.00 | 1 | 77.0 | 193.000 | 0.03 | 2024-02-02 |
| PTON240308C00004500 | PTON | CALL | Long | 4.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.36 | 0.36 | 4.21 | 4.21 | 0.00 | $0.00 | 36.00 | 0 | 228.0 | 2.000 | 0.00 | 2024-02-01 |