$725.70Day change: +$10.08 (+1.41%)+$10.08 (+1.41%)
Earnings: 4 Nov · time not announced
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ | % | 0.55 |
† — mid adjusted within bid–ask.
- Net debit
- $4,917.00
- Max profit
- Unlimited
- Max loss
- −$4,917.00
- Breakeven
- $774.17
- Probability of profit
- 33%
- Capital
- $4,917.00
- Delta
- +54.9 shares
- Gamma
- 0.34 / $1
- Theta
- −$48.55 / day
- Vega
- +$108.60 / 1 pt IV
Expected move ±$116.82
Profit and loss analysis
Greeks
- Delta
- +54.9 shares
- Gamma
- 0.34 / $1
- Theta
- −$48.55 / day
- Vega
- +$108.60 / 1 pt IV
Expected move ±$116.82
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 42.6% · 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.