$506.97Day change: −$2.25 (−0.44%)−$2.25 (−0.44%)
Earnings: 4 Nov · time not announced
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ | % | 0.56 |
† — mid adjusted within bid–ask.
- Net debit
- $2,704.00
- Max profit
- Unlimited
- Max loss
- −$2,704.00
- Breakeven
- $532.04
- Probability of profit
- 34%
- Capital
- $2,704.00
- Delta
- +55.6 shares
- Gamma
- 0.64 / $1
- Theta
- −$26.49 / day
- Vega
- +$75.43 / 1 pt IV
Expected move ±$61.43
Profit and loss analysis
Greeks
- Delta
- +55.6 shares
- Gamma
- 0.64 / $1
- Theta
- −$26.49 / day
- Vega
- +$75.43 / 1 pt IV
Expected move ±$61.43
Model
- Pricing model
- Leisen–Reimer, American style
- Risk-free rate
- 4.15% · 3-month T-bill, 25 Sep
- Dividends
- 19 Nov · $0.98
- Volatility
- ATM IV 32.1% · 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.