$763.16Day change: −$2.45 (−0.32%)−$2.45 (−0.32%)
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ | % | 0.56 |
† — mid adjusted within bid–ask.
- Net debit
- $1,892.00
- Max profit
- Unlimited
- Max loss
- −$1,892.00
- Breakeven
- $781.92
- Probability of profit
- 35%
- Capital
- $1,892.00
- Delta
- +55.6 shares
- Gamma
- 0.95 / $1
- Theta
- −$20.28 / day
- Vega
- +$114.02 / 1 pt IV
Expected move ±$39.58
Profit and loss analysis
Greeks
- Delta
- +55.6 shares
- Gamma
- 0.95 / $1
- Theta
- −$20.28 / day
- Vega
- +$114.02 / 1 pt IV
Expected move ±$39.58
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 13.7% · 20 Nov for probability of profit and expected move
- Valued at
- 29 Sep, 12:00 New York
Results come from a pricing model and are estimates.