Long Straddle on High Volatility

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

Premium Paid
$17,027.89
Current Value
$15,317.29
Total P&L
$-1,710.59
Return
-10.05%
Positions
5

Strategy Parameters

Positions by Stock (2 stocks, 5 entries)

GNRC Generac Holdlings Inc. Industrials 📈 📊 🔍
Current: $206.40
Premium: $8,181.25 Value: $7,807.77 P&L: $-373.48 (-4.6%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-03-02
high vol entry		 4d $230.38
Now -10.4%		 $230.38 (ATM) $189.02
$271.74		 1 $4,135.59 $-29.75
(-0.7%)
Black-Scholes 		26d
Max Loss Zone
10.4% from strike
#2 2026-02-27
high vol entry		 7d $225.37
Now -8.4%		 $225.37 (ATM) $184.91
$265.83		 1 $4,045.66 $-343.73
(-8.5%)
Black-Scholes 		23d
Max Loss Zone
8.4% from strike
CHRW C.H. Robinson Worldwide, Inc. Industrials 📈 📊 🔍
Current: $178.78
Premium: $8,846.64 Value: $7,509.52 P&L: $-1,337.12 (-15.1%)
Entry Date Held Stock Price Strike (ATM) Breakeven
(Low/High)		 Contracts Premium Paid P&L Status
#1 2026-03-05
high vol entry		 1d $184.81
Now -3.3%		 $184.81 (ATM) $155.30
$214.32		 1 $2,950.74 $-66.21
(-2.2%)
Black-Scholes 		29d
Max Loss Zone
3.3% from strike
#2 2026-02-26
high vol entry		 8d $184.08
Now -2.9%		 $184.08 (ATM) $154.69
$213.47		 1 $2,939.09 $-427.85
(-14.6%)
Black-Scholes 		22d
Max Loss Zone
2.9% from strike
#3 2026-02-19
high vol entry		 15d $185.19
Now -3.5%		 $185.19 (ATM) $155.62
$214.76		 1 $2,956.81 $-843.05
(-28.5%)
Black-Scholes 		15d
Max Loss Zone
3.5% from strike