Long Strangle on High Volatility

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

Premium Paid
$18,721.73
Current Value
$20,432.87
Total P&L
$+1,711.14
Return
+9.14%
Positions
5

Strategy Parameters

Positions by Stock (2 stocks, 5 entries)

MRNA Moderna, Inc. Healthcare 📈 📊 🔍
Current: $52.20
Premium: $9,397.92 Value: $11,058.98 P&L: $+1,661.06 (+17.7%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Premium P&L Status
#1 2026-03-05
high vol entry		 1d $53.83
Now -3.0%		 $52.22 P
$55.44 C		 $44.04
$63.62		 6 $4,909.13 $-144.77
(-2.9%)
Black-Scholes 		29d
Max Loss Zone
3.0% moved
#2 2026-02-13
high vol entry		 21d $42.23
Now +23.6%		 $40.96 P
$43.50 C		 $34.55
$49.91		 7 $4,488.79 $+1,805.83
(+40.2%)
Black-Scholes 		9d
Profit Zone
23.6% moved
BAX Baxter International Inc. Healthcare 📈 📊 🔍
Current: $17.81
Premium: $9,323.82 Value: $9,373.89 P&L: $+50.07 (+0.5%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Premium P&L Status
#1 2026-02-27
high vol entry		 7d $20.37
Now -12.6%		 $19.76 P
$20.98 C		 $16.97
$23.77		 11 $3,070.66 $+84.46
(+2.8%)
Black-Scholes 		23d
Max Loss Zone
12.6% moved
#2 2026-02-25
high vol entry		 9d $20.73
Now -14.1%		 $20.11 P
$21.35 C		 $17.27
$24.19		 11 $3,125.68 $+165.92
(+5.3%)
Black-Scholes 		21d
Max Loss Zone
14.1% moved
#3 2026-02-17
high vol entry		 17d $20.74
Now -14.1%		 $20.12 P
$21.36 C		 $17.28
$24.20		 11 $3,127.48 $-200.30
(-6.4%)
Black-Scholes 		13d
Max Loss Zone
14.1% moved