$330.66Day change: −$7.74 (−2.29%)−$7.74 (−2.29%)
Earnings: 29 Oct · time not announced
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ bid 14.05 · ask 14.20 | % | 0.55 |
- Net debit
- $1,412.50
- Max profit
- Unlimited
- Max loss
- −$1,412.50
- Breakeven
- $344.13
- Probability of profit
- 34%
- Capital
- $1,412.50
- Delta
- +54.8 shares
- Gamma
- 1.22 / $1
- Theta
- −$14.23 / day
- Vega
- +$49.48 / 1 pt IV
Expected move ±$31.93
Profit and loss analysis
Greeks
- Delta
- +54.8 shares
- Gamma
- 1.22 / $1
- Theta
- −$14.23 / day
- Vega
- +$49.48 / 1 pt IV
Expected move ±$31.93
Model
- Pricing model
- Leisen–Reimer, American style
- Risk-free rate
- 4.15% · 3-month T-bill, 25 Sep
- Dividends
- 9 Nov · $0.27 (estimate)
- Volatility
- ATM IV 25.5% · 20 Nov for probability of profit and expected move
- Valued at
- 29 Sep, 12:06 New York
Results come from a pricing model and are estimates.