$116.70Day change: +$0.67 (+0.58%)+$0.67 (+0.58%)
Earnings: 22 Oct · time not announced
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ bid 13.40 · ask 13.50 | % | 0.58 |
- Net debit
- $1,345.00
- Max profit
- Unlimited
- Max loss
- −$1,345.00
- Breakeven
- $128.45
- Probability of profit
- 32%
- Capital
- $1,345.00
- Delta
- +58.3 shares
- Gamma
- 1.26 / $1
- Theta
- −$12.22 / day
- Vega
- +$17.22 / 1 pt IV
Expected move ±$31.05
Profit and loss analysis
Greeks
- Delta
- +58.3 shares
- Gamma
- 1.26 / $1
- Theta
- −$12.22 / day
- Vega
- +$17.22 / 1 pt IV
Expected move ±$31.05
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 70.3% · 20 Nov for probability of profit and expected move
- Valued at
- 29 Sep, 11:44 New York
Results come from a pricing model and are estimates.