| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | PTON | PTON240621C00003000 | 3.00 | 3697.0 | 3851.000 | 0.887 | 0.358 | 0.3 | 0.0 | 0.010 | 0.460 | 0.180 | 0.48 | 3.27 | 2024-06-21 | CALL | Long | 0.351 | 0.394 | -0.164 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.37 | 0.77 | $0.52 | 0.16 | 1.02 | 0.48 | 0.85 | 3.27 | 3.79 | 0.37 | $37.00 | 48.00 | 28 | 15.0 | 6299.000 | 0.52 | 2024-06-18 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.47 | 0.98 | $0.68 | 0.21 | 1.14 | 0.48 | 0.95 | 3.27 | 3.95 | 0.47 | $47.00 | 48.00 | 27 | 149.0 | 6322.000 | 0.68 | 2024-06-17 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.36 | 0.75 | $0.54 | 0.17 | 0.18 | 0.48 | 0.84 | 3.27 | 3.81 | 0.36 | $36.00 | 48.00 | 24 | 37.0 | 6320.000 | 0.54 | 2024-06-14 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.26 | 0.54 | $0.44 | 0.13 | 0.02 | 0.48 | 0.74 | 3.27 | 3.71 | 0.26 | $26.00 | 48.00 | 23 | 37.0 | 6341.000 | 0.44 | 2024-06-13 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.41 | 0.85 | $0.57 | 0.17 | 0.36 | 0.48 | 0.89 | 3.27 | 3.84 | 0.41 | $41.00 | 48.00 | 22 | 82.0 | 6357.000 | 0.57 | 2024-06-12 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.10 | 0.21 | $0.31 | 0.09 | 0.46 | 0.48 | 0.58 | 3.27 | 3.58 | 0.10 | $10.00 | 48.00 | 21 | 19.0 | 6358.000 | 0.31 | 2024-06-11 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.18 | 0.38 | $0.37 | 0.11 | 0.16 | 0.48 | 0.66 | 3.27 | 3.64 | 0.18 | $18.00 | 48.00 | 20 | 18.0 | 6372.000 | 0.37 | 2024-06-10 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.21 | 0.44 | $0.39 | 0.12 | 0.40 | 0.48 | 0.69 | 3.27 | 3.66 | 0.21 | $21.00 | 48.00 | 19 | 4.0 | 6375.000 | 0.39 | 2024-06-09 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.21 | 0.44 | $0.39 | 0.12 | 0.00 | 0.48 | 0.69 | 3.27 | 3.66 | 0.21 | $21.00 | 48.00 | 17 | 4.0 | 6375.000 | 0.39 | 2024-06-07 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.36 | 0.75 | $0.47 | 0.14 | 0.13 | 0.48 | 0.84 | 3.27 | 3.74 | 0.36 | $36.00 | 48.00 | 16 | 17.0 | 6390.000 | 0.47 | 2024-06-06 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.30 | 0.62 | $0.51 | 0.16 | 0.07 | 0.48 | 0.78 | 3.27 | 3.78 | 0.30 | $30.00 | 48.00 | 15 | 18.0 | 6383.000 | 0.51 | 2024-06-05 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.16 | 0.33 | $0.35 | 0.11 | 0.54 | 0.48 | 0.64 | 3.27 | 3.62 | 0.16 | $16.00 | 48.00 | 14 | 130.0 | 6503.000 | 0.35 | 2024-06-04 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.19 | 0.40 | $0.38 | 0.12 | -0.05 | 0.48 | 0.67 | 3.27 | 3.65 | 0.19 | $19.00 | 48.00 | 13 | 115.0 | 6617.000 | 0.38 | 2024-06-03 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.19 | 0.40 | $0.37 | 0.11 | -0.34 | 0.48 | 0.67 | 3.27 | 3.64 | 0.19 | $19.00 | 48.00 | 10 | 74.0 | 6676.000 | 0.37 | 2024-05-31 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.06 | 0.12 | $0.20 | 0.06 | -0.06 | 0.48 | 0.54 | 3.27 | 3.47 | 0.06 | $6.00 | 48.00 | 9 | 164.0 | 6808.000 | 0.20 | 2024-05-30 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $-0.15 | -0.31 | $-0.13 | -0.04 | -0.11 | 0.48 | 0.33 | 3.27 | 3.14 | -0.15 | $-15.00 | 48.00 | 8 | 152.0 | 6671.000 | -0.13 | 2024-05-29 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $-0.22 | -0.46 | $-0.28 | -0.09 | -0.07 | 0.48 | 0.26 | 3.27 | 2.99 | -0.22 | $-22.00 | 48.00 | 7 | 2532.0 | 7478.000 | -0.28 | 2024-05-28 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $-0.09 | -0.19 | $-0.12 | -0.04 | -0.16 | 0.48 | 0.39 | 3.27 | 3.15 | -0.09 | $-9.00 | 48.00 | 6 | 45.0 | 7448.000 | -0.12 | 2024-05-27 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.06; Exit EQ PnL: -0.10 | $-0.09 | -0.19 | $-0.12 | -0.04 | -0.12 | 0.48 | 0.39 | 3.27 | 3.15 | -0.09 | $-9.00 | 48.00 | 3 | 45.0 | 7448.000 | -0.12 | 2024-05-24 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $-0.05 | -0.10 | $-0.04 | -0.01 | -0.07 | 0.48 | 0.43 | 3.27 | 3.23 | -0.05 | $-5.00 | 48.00 | 2 | 4548.0 | 6254.000 | -0.04 | 2024-05-23 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.06 | 0.12 | $0.16 | 0.05 | -0.03 | 0.48 | 0.54 | 3.27 | 3.43 | 0.06 | $6.00 | 48.00 | 1 | 2095.0 | 5667.000 | 0.16 | 2024-05-22 |
| PTON240621C00003000 | PTON | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.48 | 0.48 | 3.27 | 3.27 | 0.00 | $0.00 | 48.00 | 0 | 3697.0 | 3851.000 | 0.00 | 2024-05-21 |