$611.65Day change: +$3.78 (+0.62%)+$3.78 (+0.62%)
Earnings: 3 Nov · time not announced
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ bid 54.15 · ask 54.60 | % | 0.56 |
- Net debit
- $5,437.50
- Max profit
- Unlimited
- Max loss
- −$5,437.50
- Breakeven
- $664.38
- Probability of profit
- 32%
- Capital
- $5,437.50
- Delta
- +55.8 shares
- Gamma
- 0.30 / $1
- Theta
- −$52.61 / day
- Vega
- +$91.24 / 1 pt IV
Expected move ±$130.15
Profit and loss analysis
Greeks
- Delta
- +55.8 shares
- Gamma
- 0.30 / $1
- Theta
- −$52.61 / day
- Vega
- +$91.24 / 1 pt IV
Expected move ±$130.15
Model
- Pricing model
- Leisen–Reimer, American style
- Risk-free rate
- 4.15% · 3-month T-bill, 25 Sep
- Dividends
- no data, q = 0 used
- Volatility
- ATM IV 56.3% · 20 Nov for probability of profit and expected move
- Valued at
- 29 Sep, 13:21 New York
Results come from a pricing model and are estimates.