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View Outliers PnL Drill-Down: PTON240927P00004000

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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
2024-08-22	PTON	PTON240927P00004000	4.00	758.0	130.000	0.980	0.408	0.6	0.1	-0.040	0.870	0.300	0.32	4.55	2024-09-27	PUT	Long	0.305	0.431	0.354

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
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.31	-0.97	$-0.42	-0.09	0.52	0.32	0.01	4.55	4.97	-0.31	$-31.00	32.00	35	91.0	3111.000	-0.42	2024-09-26
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.31	-0.97	$-0.33	-0.07	0.14	0.32	0.01	4.55	4.88	-0.31	$-31.00	32.00	34	91.0	3041.000	-0.33	2024-09-25
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.31	-0.97	$-0.62	-0.14	0.27	0.32	0.01	4.55	5.17	-0.31	$-31.00	32.00	33	32.0	3040.000	-0.62	2024-09-24
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.31	-0.97	$-0.19	-0.04	-0.01	0.32	0.01	4.55	4.74	-0.31	$-31.00	32.00	32	2012.0	1089.000	-0.19	2024-09-23
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.31	-0.97	$-0.35	-0.08	-0.48	0.32	0.01	4.55	4.90	-0.31	$-31.00	32.00	31	159.0	0.000	-0.35	2024-09-22
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.31	-0.97	$-0.35	-0.08	-0.10	0.32	0.01	4.55	4.90	-0.31	$-31.00	32.00	29	159.0	1026.000	-0.35	2024-09-20
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.30	-0.94	$-0.20	-0.04	-0.15	0.32	0.02	4.55	4.75	-0.30	$-30.00	32.00	28	58.0	986.000	-0.20	2024-09-19
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.27	-0.84	$0.12	0.03	-0.28	0.32	0.05	4.55	4.43	-0.27	$-27.00	32.00	27	32.0	960.000	0.12	2024-09-18
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.27	-0.84	$-0.05	-0.01	-0.15	0.32	0.05	4.55	4.60	-0.27	$-27.00	32.00	26	41.0	946.000	-0.05	2024-09-17
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.28	-0.88	$-0.17	-0.04	-0.18	0.32	0.04	4.55	4.72	-0.28	$-28.00	32.00	25	27.0	940.000	-0.17	2024-09-16
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.25	-0.78	$-0.18	-0.04	-0.07	0.32	0.07	4.55	4.73	-0.25	$-25.00	32.00	23	114.0	894.000	-0.18	2024-09-14
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.24	-0.75	$-0.18	-0.04	-0.04	0.32	0.08	4.55	4.73	-0.24	$-24.00	32.00	22	67.0	894.000	-0.18	2024-09-13
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.19	-0.59	$0.28	0.06	-0.18	0.32	0.13	4.55	4.27	-0.19	$-19.00	32.00	21	42.0	892.000	0.28	2024-09-12
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.20	-0.62	$0.13	0.03	-0.20	0.32	0.12	4.55	4.42	-0.20	$-20.00	32.00	20	12.0	891.000	0.13	2024-09-11
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.15	-0.47	$0.12	0.03	-0.14	0.32	0.17	4.55	4.43	-0.15	$-15.00	32.00	19	152.0	744.000	0.12	2024-09-10
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.12	-0.38	$0.15	0.03	-0.07	0.32	0.20	4.55	4.40	-0.12	$-12.00	32.00	18	134.0	789.000	0.15	2024-09-09
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.20	-0.62	$0.02	0.00	-0.10	0.32	0.12	4.55	4.53	-0.20	$-20.00	32.00	17	79.0	819.000	0.02	2024-09-08
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.20	-0.62	$0.02	0.00	-0.19	0.32	0.12	4.55	4.53	-0.20	$-20.00	32.00	15	79.0	819.000	0.02	2024-09-06
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.23	-0.72	$-0.22	-0.05	-0.17	0.32	0.09	4.55	4.77	-0.23	$-23.00	32.00	14	538.0	978.000	-0.22	2024-09-05
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.20	-0.62	$-0.02	-0.00	-0.17	0.32	0.12	4.55	4.57	-0.20	$-20.00	32.00	13	120.0	874.000	-0.02	2024-09-04
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.19	-0.59	$-0.11	-0.02	-0.20	0.32	0.13	4.55	4.66	-0.19	$-19.00	32.00	9	173.0	1027.000	-0.11	2024-08-31
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.18	-0.56	$-0.11	-0.02	-0.20	0.32	0.14	4.55	4.66	-0.18	$-18.00	32.00	8	172.0	1027.000	-0.11	2024-08-30
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.17	-0.53	$-0.08	-0.02	-0.21	0.32	0.15	4.55	4.63	-0.17	$-17.00	32.00	7	546.0	636.000	-0.08	2024-08-29
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.14	-0.44	$0.02	0.00	-0.19	0.32	0.18	4.55	4.53	-0.14	$-14.00	32.00	6	10.0	635.000	0.02	2024-08-28
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.18	-0.56	$-0.51	-0.11	-0.73	0.32	0.14	4.55	5.06	-0.18	$-18.00	32.00	5	326.0	630.000	-0.51	2024-08-27
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.18	-0.56	$-0.35	-0.08	-0.14	0.32	0.14	4.55	4.90	-0.18	$-18.00	32.00	4	326.0	477.000	-0.35	2024-08-26
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.15	-0.47	$-0.29	-0.06	-0.04	0.32	0.17	4.55	4.84	-0.15	$-15.00	32.00	3	316.0	415.000	-0.29	2024-08-25
PTON240927P00004000	PTON	PUT	Long	4.00	None	$-0.15	-0.47	$-0.29	-0.06	-0.05	0.32	0.17	4.55	4.84	-0.15	$-15.00	32.00	2	316.0	415.000	-0.29	2024-08-24
PTON240927P00004000	PTON	PUT	Long	4.00	Exit OP PnL: $-0.08;Exit EQ PnL: -0.00; Position is Long and position continued to lose. Latest OP price is: $0.24 (EQ: $4.55). Initial OP price was: $0.32 (EQ: $4.55). Surpassed Stop Loss Percentage: -0.25 < -0.16.	$-0.15	-0.47	$-0.29	-0.06	-0.10	0.32	0.17	4.55	4.84	-0.15	$-15.00	32.00	1	286.0	415.000	-0.29	2024-08-23
PTON240927P00004000	PTON	PUT	Long	4.00	None	$0.00	0.00	$-0.00	-0.00	0.00	0.32	0.32	4.55	4.55	0.00	$0.00	32.00	0	758.0	130.000	-0.00	2024-08-22

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