If you mean a new sheet with filtered dataset created when a user double-click a cell in pivot table - there is no such setting. However the process can be controlled by macros and new sheet can be copied to new/other workbook. For instance:
1. disable DrillDown for a pivot table (=False),
2. intercept double-click in a parent worksheet (Worksheet_BeforeDoubleClick event) test if proper range was clicked,
3. execute ShowDetail if Target in step (2) is ok,
4. intercept new sheet event of workbook (Workbook_NewSheet event), text if it was added in step (3), you may need a flag for it,
5. copy the sheet if a sheet in step (4) was created by ShowDetail action.
As an alternative to step (4) to identify new sheet,, before executing ShowDetail = True a list of sheets can be created, and next compared with the new one.
combo