$152.48Day change: −$4.66 (−2.97%)−$4.66 (−2.97%)
Earnings: 29 Oct · time not announced
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ | % | 0.59 |
- Net debit
- $1,785.00
- Max profit
- Unlimited
- Max loss
- −$1,785.00
- Breakeven
- $167.85
- Probability of profit
- 32%
- Capital
- $1,785.00
- Delta
- +58.6 shares
- Gamma
- 0.95 / $1
- Theta
- −$16.09 / day
- Vega
- +$22.47 / 1 pt IV
Expected move ±$40.49
Profit and loss analysis
Greeks
- Delta
- +58.6 shares
- Gamma
- 0.95 / $1
- Theta
- −$16.09 / day
- Vega
- +$22.47 / 1 pt IV
Expected move ±$40.49
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 70.2% · 20 Nov for probability of profit and expected move
- Valued at
- 29 Sep, 11:43 New York
Results come from a pricing model and are estimates.