$736.50Day change: −$0.03 (0.00%)−$0.03 (0.00%)
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ | % | 0.55 |
† — mid adjusted within bid–ask.
- Net debit
- $2,513.00
- Max profit
- Unlimited
- Max loss
- −$2,513.00
- Breakeven
- $761.13
- Probability of profit
- 35%
- Capital
- $2,513.00
- Delta
- +54.9 shares
- Gamma
- 0.70 / $1
- Theta
- −$25.89 / day
- Vega
- +$110.26 / 1 pt IV
Expected move ±$55.77
Profit and loss analysis
Greeks
- Delta
- +54.9 shares
- Gamma
- 0.70 / $1
- Theta
- −$25.89 / day
- Vega
- +$110.26 / 1 pt IV
Expected move ±$55.77
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 20.0% · 20 Nov for probability of profit and expected move
- Valued at
- 29 Sep, 12:06 New York
Results come from a pricing model and are estimates.