Long Straddle on High Volatility

Hypothetical Options Strategy - As of 2026-03-06 Black-Scholes Model

Premium Paid
$91,840.03
Current Value
$91,592.16
Total P&L
$-247.87
Return
-0.27%
Positions
18

Strategy Parameters

Positions by Stock (8 stocks, 18 entries)

BILL BILL Holdings, Inc. Technology 📈 📊 🔍
Current: $44.83
Premium: $8,637.51 Value: $7,862.88 P&L: $-774.63 (-9.0%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-03-02
high vol entry		 4d $44.19
Now +1.5%		 $44.19 (ATM) $29.85
$58.53		 3 $4,303.17 $-258.73
(-6.0%)
Black-Scholes 		26d
Max Loss Zone
1.5% from strike
#2 2026-02-27
high vol entry		 7d $44.51
Now +0.7%		 $44.51 (ATM) $30.06
$58.96		 3 $4,334.34 $-515.89
(-11.9%)
Black-Scholes 		23d
Max Loss Zone
0.7% from strike
COIN Coinbase Global, Inc. - 3 Technology 📈 📊 🔍
Current: $197.32
Premium: $8,583.40 Value: $8,121.51 P&L: $-461.89 (-5.4%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-02-18
high vol entry		 16d $164.05
Now +20.3%		 $164.05 (ATM) $121.17
$206.93		 1 $4,288.17 $-7.05
(-0.2%)
Black-Scholes 		14d
Max Loss Zone
20.3% from strike
#2 2026-02-13
high vol entry		 21d $164.32
Now +20.1%		 $164.32 (ATM) $121.37
$207.27		 1 $4,295.23 $-454.84
(-10.6%)
Black-Scholes 		9d
Max Loss Zone
20.1% from strike
RIVN Rivian Automotive, Inc. Consumer Discretionary 📈 📊 🔍
Current: $15.47
Premium: $9,422.71 Value: $6,294.41 P&L: $-3,128.31 (-33.2%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-02-26
high vol entry		 8d $15.61
Now -0.9%		 $15.61 (ATM) $11.76
$19.46		 8 $3,081.92 $-450.23
(-14.6%)
Black-Scholes 		22d
Max Loss Zone
0.9% from strike
#2 2026-02-19
high vol entry		 15d $15.59
Now -0.8%		 $15.59 (ATM) $11.74
$19.44		 8 $3,077.97 $-903.04
(-29.3%)
Black-Scholes 		15d
Max Loss Zone
0.8% from strike
#3 2026-02-09
high vol entry		 25d $14.69
Now +5.3%		 $14.69 (ATM) $11.06
$18.32		 9 $3,262.82 $-1,775.04
(-54.4%)
Black-Scholes 		5d
Max Loss Zone
5.3% from strike
MDB MongoDB, Inc. Technology 📈 📊 🔍
Current: $272.26
Premium: $25,512.42 Value: $25,985.70 P&L: $+473.29 (+1.9%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-02-26
high vol entry		 8d $336.61
Now -19.1%		 $336.61 (ATM) $254.58
$418.64		 1 $8,203.33 $+49.72
(+0.6%)
Black-Scholes 		22d
Max Loss Zone
19.1% from strike
#2 2026-02-19
high vol entry		 15d $355.89
Now -23.5%		 $355.89 (ATM) $269.16
$442.62		 1 $8,673.19 $+336.08
(+3.9%)
Black-Scholes 		15d
Max Loss Zone
23.5% from strike
#3 2026-02-17
high vol entry		 17d $354.36
Now -23.2%		 $354.36 (ATM) $268.00
$440.72		 1 $8,635.90 $+87.48
(+1.0%)
Black-Scholes 		13d
Max Loss Zone
23.2% from strike
MRVL Marvell Technology, Inc. Technology 📈 📊 🔍
Current: $91.72
Premium: $9,362.51 Value: $9,759.88 P&L: $+397.37 (+4.2%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-02-26
high vol entry		 8d $79.29
Now +15.7%		 $79.29 (ATM) $63.62
$94.96		 3 $4,701.42 $+656.90
(+14.0%)
Black-Scholes 		22d
Max Loss Zone
15.7% from strike
#2 2026-02-13
high vol entry		 21d $78.61
Now +16.7%		 $78.61 (ATM) $63.07
$94.15		 3 $4,661.10 $-259.53
(-5.6%)
Black-Scholes 		9d
Max Loss Zone
16.7% from strike
ESTC Elastic N.V. Technology 📈 📊 🔍
Current: $53.67
Premium: $8,836.79 Value: $7,263.40 P&L: $-1,573.39 (-17.8%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-02-25
high vol entry		 9d $58.00
Now -7.5%		 $58.00 (ATM) $47.28
$68.72		 4 $4,286.48 $-579.46
(-13.5%)
Black-Scholes 		21d
Max Loss Zone
7.5% from strike
#2 2026-02-13
high vol entry		 21d $61.57
Now -12.8%		 $61.57 (ATM) $50.19
$72.95		 4 $4,550.32 $-993.93
(-21.8%)
Black-Scholes 		9d
Max Loss Zone
12.8% from strike
W Wayfair Inc. Consumer Discretionary 📈 📊 🔍
Current: $75.34
Premium: $8,406.93 Value: $8,691.88 P&L: $+284.95 (+3.4%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-02-18
high vol entry		 16d $91.48
Now -17.6%		 $91.48 (ATM) $74.67
$108.29		 5 $8,406.93 $+284.95
(+3.4%)
Black-Scholes 		14d
Max Loss Zone
17.6% from strike
HUBS HubSpot, Inc. Technology 📈 📊 🔍
Current: $290.97
Premium: $13,077.77 Value: $17,612.50 P&L: $+4,534.73 (+34.7%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-02-24
high vol entry		 10d $232.60
Now +25.1%		 $232.60 (ATM) $189.96
$275.24		 1 $4,263.87 $+2,180.61
(+51.1%)
Black-Scholes 		20d
Profit Zone
25.1% from strike
#2 2026-02-20
high vol entry		 14d $233.50
Now +24.6%		 $233.50 (ATM) $190.70
$276.30		 1 $4,280.37 $+1,900.32
(+44.4%)
Black-Scholes 		16d
Profit Zone
24.6% from strike
#3 2026-02-17
high vol entry		 17d $247.31
Now +17.7%		 $247.31 (ATM) $201.97
$292.65		 1 $4,533.53 $+453.81
(+10.0%)
Black-Scholes 		13d
Max Loss Zone
17.7% from strike