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View Outliers PnL Drill-Down: PTON241206C00008000

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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
2024-10-31	PTON	PTON241206C00008000	8.00	64.0	18.000	0.756	0.380	0.7	0.1	-0.020	0.980	0.450	1.05	8.50	2024-12-06	CALL	Short	0.470	0.526	0.278

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
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.55	-0.52	$-1.15	-0.14	0.81	1.05	1.60	8.50	9.65	-0.55	$-55.00	850.00	35	32.0	4579.000	-1.15	2024-12-05
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.94	-0.90	$-1.04	-0.12	-0.72	1.05	1.99	8.50	9.54	-0.94	$-94.00	850.00	34	17.0	4579.000	-1.04	2024-12-04
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.94	-0.90	$-1.36	-0.16	0.56	1.05	1.99	8.50	9.86	-0.94	$-94.00	850.00	33	17.0	4584.000	-1.36	2024-12-03
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.61	-0.58	$-1.05	-0.12	0.50	1.05	1.66	8.50	9.55	-0.61	$-61.00	850.00	32	3.0	4584.000	-1.05	2024-12-02
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-1.24	-1.18	$-1.84	-0.22	-0.72	1.05	2.29	8.50	10.34	-1.24	$-124.00	850.00	31	21.0	0.000	-1.84	2024-12-01
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-1.24	-1.18	$-1.84	-0.22	0.33	1.05	2.29	8.50	10.34	-1.24	$-124.00	850.00	30	21.0	4592.000	-1.84	2024-11-30
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.69	-0.66	$-1.23	-0.14	0.11	1.05	1.74	8.50	9.73	-0.69	$-69.00	850.00	28	66.0	4597.000	-1.23	2024-11-28
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.57	-0.54	$-1.09	-0.13	0.38	1.05	1.62	8.50	9.59	-0.57	$-57.00	850.00	27	7281.0	4597.000	-1.09	2024-11-27
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.57	-0.54	$-1.15	-0.14	0.02	1.05	1.62	8.50	9.65	-0.57	$-57.00	850.00	26	7281.0	7613.000	-1.15	2024-11-26
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.65	-0.62	$-1.08	-0.13	0.28	1.05	1.70	8.50	9.58	-0.65	$-65.00	850.00	25	82.0	7638.000	-1.08	2024-11-25
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.57	-0.54	$-1.04	-0.12	0.15	1.05	1.62	8.50	9.54	-0.57	$-57.00	850.00	24	269.0	7737.000	-1.04	2024-11-24
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.57	-0.54	$-1.04	-0.12	0.08	1.05	1.62	8.50	9.54	-0.57	$-57.00	850.00	23	269.0	7737.000	-1.04	2024-11-23
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.55	-0.52	$-1.04	-0.12	0.08	1.05	1.60	8.50	9.54	-0.55	$-55.00	850.00	22	268.0	7737.000	-1.04	2024-11-22
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.28	-0.27	$-0.56	-0.07	0.12	1.05	1.33	8.50	9.06	-0.28	$-28.00	850.00	21	281.0	7980.000	-0.56	2024-11-21
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.38	0.36	$0.14	0.02	-0.07	1.05	0.67	8.50	8.36	0.38	$38.00	850.00	20	317.0	8187.000	0.14	2024-11-20
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.56	0.53	$0.56	0.07	0.03	1.05	0.49	8.50	7.94	0.56	$56.00	850.00	19	353.0	8121.000	0.56	2024-11-19
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.66	0.63	$0.92	0.11	0.08	1.05	0.39	8.50	7.58	0.66	$66.00	850.00	18	7679.0	721.000	0.92	2024-11-18
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.60	0.57	$0.75	0.09	0.10	1.05	0.45	8.50	7.75	0.60	$60.00	850.00	17	149.0	609.000	0.75	2024-11-17
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.60	0.57	$0.75	0.09	0.08	1.05	0.45	8.50	7.75	0.60	$60.00	850.00	16	149.0	609.000	0.75	2024-11-16
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.60	0.57	$0.75	0.09	0.01	1.05	0.45	8.50	7.75	0.60	$60.00	850.00	15	149.0	609.000	0.75	2024-11-15
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.36	0.34	$0.50	0.06	0.09	1.05	0.69	8.50	8.00	0.36	$36.00	850.00	14	4.0	605.000	0.50	2024-11-14
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.15	-0.14	$0.19	0.02	0.22	1.05	1.20	8.50	8.31	-0.15	$-15.00	850.00	13	1.0	604.000	0.19	2024-11-13
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.12	0.11	$0.19	0.02	0.26	1.05	0.93	8.50	8.31	0.12	$12.00	850.00	12	92.0	584.000	0.19	2024-11-12
PTON241206C00008000	PTON	CALL	Short	8.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.04	-0.04	$-0.08	-0.01	0.21	1.05	1.09	8.50	8.58	-0.04	$-4.00	850.00	11	415.0	271.000	-0.08	2024-11-11
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.28	-0.27	$-0.40	-0.05	0.24	1.05	1.33	8.50	8.90	-0.28	$-28.00	850.00	10	224.0	153.000	-0.40	2024-11-10
PTON241206C00008000	PTON	CALL	Short	8.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.28	-0.27	$-0.40	-0.05	0.23	1.05	1.33	8.50	8.90	-0.28	$-28.00	850.00	9	224.0	153.000	-0.40	2024-11-09
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.02	-0.02	$-0.13	-0.02	0.06	1.05	1.07	8.50	8.63	-0.02	$-2.00	850.00	8	215.0	153.000	-0.13	2024-11-08
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.31	0.30	$0.48	0.06	0.07	1.05	0.74	8.50	8.02	0.31	$31.00	850.00	7	18.0	107.000	0.48	2024-11-07
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.42	0.40	$0.57	0.07	-0.04	1.05	0.63	8.50	7.93	0.42	$42.00	850.00	6	19.0	101.000	0.57	2024-11-06
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.43	0.41	$0.84	0.10	0.12	1.05	0.62	8.50	7.66	0.43	$43.00	850.00	5	40.0	93.000	0.84	2024-11-05
PTON241206C00008000	PTON	CALL	Short	8.00	None	$0.46	0.44	$0.99	0.12	0.05	1.05	0.59	8.50	7.51	0.46	$46.00	850.00	4	12.0	73.000	0.99	2024-11-04
PTON241206C00008000	PTON	CALL	Short	8.00	Underlying has moved in favorable position (0.08941176470588235294117647059) however, position is suffering from IV crush;Exit OP PnL: $0.02;Exit EQ PnL: 0.76	$0.44	0.42	$1.25	0.15	0.17	1.05	0.61	8.50	7.25	0.44	$44.00	850.00	1	23.0	72.000	1.25	2024-11-01
PTON241206C00008000	PTON	CALL	Short	8.00	None	$-0.00	-0.00	$-0.00	-0.00	0.00	1.05	1.05	8.50	8.50	-0.00	$-0.00	850.00	0	64.0	18.000	-0.00	2024-10-31

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