$246.56Day change: +$0.41 (+0.17%)+$0.41 (+0.17%)
Earnings: 29 Oct · time not announced
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ bid 15.20 · ask 15.45 | % | 0.56 |
- Net debit
- $1,532.50
- Max profit
- Unlimited
- Max loss
- −$1,532.50
- Breakeven
- $260.33
- Probability of profit
- 34%
- Capital
- $1,532.50
- Delta
- +56.3 shares
- Gamma
- 1.13 / $1
- Theta
- −$14.53 / day
- Vega
- +$36.72 / 1 pt IV
Expected move ±$34.52
Profit and loss analysis
Greeks
- Delta
- +56.3 shares
- Gamma
- 1.13 / $1
- Theta
- −$14.53 / day
- Vega
- +$36.72 / 1 pt IV
Expected move ±$34.52
Model
- Pricing model
- Leisen–Reimer, American style
- Risk-free rate
- 4.15% · 3-month T-bill, 25 Sep
- Dividends
- none before expiration
- Volatility
- ATM IV 37.0% · 20 Nov for probability of profit and expected move
- Valued at
- 29 Sep, 13:25 New York
Results come from a pricing model and are estimates.