Long Straddle on High Volatility

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

Premium Paid
$18,609.16
Current Value
$20,123.29
Total P&L
$+1,514.13
Return
+8.14%
Positions
5

Strategy Parameters

Positions by Stock (2 stocks, 5 entries)

MRNA Moderna, Inc. Healthcare 📈 📊 🔍
Current: $52.20
Premium: $9,417.19 Value: $10,868.02 P&L: $+1,450.83 (+15.4%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-03-05
high vol entry		 1d $53.83
Now -3.0%		 $53.83 (ATM) $44.13
$63.53		 5 $4,850.70 $-120.32
(-2.5%)
Black-Scholes 		29d
Max Loss Zone
3.0% from strike
#2 2026-02-13
high vol entry		 21d $42.23
Now +23.6%		 $42.23 (ATM) $34.62
$49.84		 6 $4,566.49 $+1,571.15
(+34.4%)
Black-Scholes 		9d
Profit Zone
23.6% from strike
BAX Baxter International Inc. Healthcare 📈 📊 🔍
Current: $17.81
Premium: $9,191.97 Value: $9,255.26 P&L: $+63.30 (+0.7%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-02-27
high vol entry		 7d $20.37
Now -12.6%		 $20.37 (ATM) $17.01
$23.73		 9 $3,027.82 $+75.05
(+2.5%)
Black-Scholes 		23d
Max Loss Zone
12.6% from strike
#2 2026-02-25
high vol entry		 9d $20.73
Now -14.1%		 $20.73 (ATM) $17.31
$24.15		 9 $3,081.33 $+143.70
(+4.7%)
Black-Scholes 		21d
Max Loss Zone
14.1% from strike
#3 2026-02-17
high vol entry		 17d $20.74
Now -14.1%		 $20.74 (ATM) $17.31
$24.17		 9 $3,082.82 $-155.46
(-5.0%)
Black-Scholes 		13d
Max Loss Zone
14.1% from strike