Options WhaleEarnings volatility research

PTON · Covered-Calls

Peloton Interactive, Inc. (PTON) covered calls

A modelled covered call from the published implied volatility, with premium yield and capped upside.

$4.87
Modelled strike
$6.00
Modelled premium
$0.08
Premium yield
1.7%
Annualized premium yield
22.1%
Breakeven
$4.79
Downside protection
1.7%
Days to expiration
30
Strategy payoffModelled covered call payoff. Spot $4.87. Expiry maximum profit $121.00 · Expiry maximum loss -$479.00 · Expiry breakevens $4.79. Total position fees $0.00 deducted once. Intrinsic at the common expiration; IV/time never alters expiry P/L. No early exercise, assignment, slippage, dividends or taxes modeled.

Update time unavailable

Loading graph — the exact table is available below.

$2.435Expiration P/L -$235.50Update time unavailable
Event / reference markers
  • Spot: $4.87
  • Expiry breakeven $4.79: $4.79
  • sell call strike $6.00: $6.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
ObservationExpiration P/L (USD)ContextUpdated
-$235.50Update time unavailable
-$230.63Update time unavailable
-$225.76Update time unavailable
-$220.89Update time unavailable
-$216.02Update time unavailable
-$211.15Update time unavailable
-$206.28Update time unavailable
-$201.41Update time unavailable
-$196.54Update time unavailable
-$191.67Update time unavailable
-$186.80Update time unavailable
-$181.93Update time unavailable
-$177.06Update time unavailable
-$172.19Update time unavailable
-$167.32Update time unavailable
-$162.45Update time unavailable
-$157.58Update time unavailable
-$152.71Update time unavailable
-$147.84Update time unavailable
-$142.97Update time unavailable
-$138.10Update time unavailable
-$133.23Update time unavailable
-$128.36Update time unavailable
-$123.49Update time unavailable
-$118.62Update time unavailable
-$113.75Update time unavailable
-$108.88Update time unavailable
-$104.01Update time unavailable
-$99.14Update time unavailable
-$94.27Update time unavailable
-$89.40Update time unavailable
-$84.53Update time unavailable
-$79.66Update time unavailable
-$74.79Update time unavailable
-$69.92Update time unavailable
-$65.05Update time unavailable
-$60.18Update time unavailable
-$55.31Update time unavailable
-$50.44Update time unavailable
-$45.57Update time unavailable
-$40.70Update time unavailable
-$35.83Update time unavailable
-$30.96Update time unavailable
-$26.09Update time unavailable
-$21.22Update time unavailable
-$16.35Update time unavailable
-$11.48Update time unavailable
-$6.61Update time unavailable
-$1.74Update time unavailable
-$0.00Update time unavailable
$3.13Update time unavailable
$8.00Update time unavailable
$8.00Spot referenceUpdate time unavailable
$12.87Update time unavailable
$17.74Update time unavailable
$22.61Update time unavailable
$27.48Update time unavailable
$32.35Update time unavailable
$37.22Update time unavailable
$42.09Update time unavailable
$46.96Update time unavailable
$51.83Update time unavailable
$56.70Update time unavailable
$61.57Update time unavailable
$66.44Update time unavailable
$71.31Update time unavailable
$76.18Update time unavailable
$81.05Update time unavailable
$85.92Update time unavailable
$90.79Update time unavailable
$95.66Update time unavailable
$100.53Update time unavailable
$105.40Update time unavailable
$110.27Update time unavailable
$115.14Update time unavailable
$120.01Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable
$121.00Update time unavailable

Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.

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Data provenance

Figures are from published, reviewed research as of Oct 6, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.

Peloton Interactive, Inc. (PTON) Covered calls | Options Whale