OLLI P&L Curve

Ollie's Bargain Outlet Holdings, Inc. (OLLI) operates in the Consumer Defensive sector, specifically the Discount Stores industry, with a market capitalization near $4.35B, listed on NASDAQ, employing roughly 5,900 people, carrying a beta of 0.46 to the broader market. Ollie's Bargain Outlet Holdings, Inc. Led by Eric van der Valk, public since 2015-07-16.

A profit/loss curve charts the theoretical gain or loss of an options position across a range of underlying prices. It helps traders visualize risk, identify breakeven points, and compare strategies before committing capital.

Exchange
NASDAQ
Sector
Consumer Defensive
Industry
Discount Stores
Market Cap
$4.35B
Employees
5.9K
IPO Date
2015-07-16
CEO
Eric van der Valk
Beta
0.46

At the current $76.56 spot price with 43.4% ATM implied volatility and 17 days to the front expiration, an at-the-money long straddle carries an approximate combined premium near $5.74, producing breakevens at roughly $70.82 and $82.30. Market-implied 1-standard-deviation range extends from $67.03 to $86.09, which sets the relevant P&L evaluation window for most near-term strategies. Payoff diagrams should be rebuilt from the live options chain; the preceding values are illustrative and assume a single at-the-money straddle for reference.

Frequently asked OLLI pl curve questions

What does a OLLI ATM straddle cost today?
Using current OLLI pricing (43.4% ATM IV, 17-day front expiration, $76.56 spot), an at-the-money long straddle (long call + long put at the same strike) carries an approximate combined premium near $5.74 per spread. Breakevens land at roughly $82.30 on the upside and $70.82 on the downside. The estimate uses the Brenner-Subrahmanyam approximation for at-the-money options under Black-Scholes.
How do I read an options P&L curve?
An options P&L curve plots theoretical position value at expiration (or at any chosen evaluation date) against the underlying price. The X-axis is the underlying price scenario, the Y-axis is position dollar P&L. The shape of the curve tells you the strategy's directional sensitivity, breakeven points, maximum profit and loss levels, and where time decay or volatility shifts will be most impactful. Multi-leg structures combine the curves of the individual legs to produce composite payoff diagrams.
What's the difference between a P&L curve and a payoff diagram?
Strictly: a payoff diagram shows option value at expiration (no time premium left), while a P&L curve typically shows position value at any evaluation date (with remaining time premium). The expiration payoff diagram has kinks at the strikes; the early P&L curve is smooth. For directional-vega trades, the early P&L curve also responds to IV shifts that the expiration payoff diagram does not capture - which is why options traders often look at both views.
Why are illustrative OLLI P&L numbers approximate?
The numbers above use Black-Scholes assumptions (lognormal returns, constant volatility, no early exercise, no dividends). Real-world option prices reflect skew, term structure, jump risk, and (for US-style options) early exercise premium. Use the live options chain for actual quoted bid/ask prices when sizing trades; the values here illustrate magnitude only.