$277.69Day change: −$2.33 (−0.83%)−$2.33 (−0.83%)
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ | % | 0.54 |
† — mid adjusted within bid–ask.
- Net debit
- $896.50
- Max profit
- Unlimited
- Max loss
- −$896.50
- Breakeven
- $286.96
- Probability of profit
- 34%
- Capital
- $896.50
- Delta
- +54.1 shares
- Gamma
- 1.91 / $1
- Theta
- −$9.52 / day
- Vega
- +$41.66 / 1 pt IV
Expected move ±$20.55
Profit and loss analysis
Greeks
- Delta
- +54.1 shares
- Gamma
- 1.91 / $1
- Theta
- −$9.52 / day
- Vega
- +$41.66 / 1 pt IV
Expected move ±$20.55
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 19.6% · 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.