Long Straddle on High Volatility

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

Premium Paid
$17,829.64
Current Value
$14,986.29
Total P&L
$-2,843.36
Return
-15.95%
Positions
4

Strategy Parameters

Positions by Stock (2 stocks, 4 entries)

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
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