$354.07Day change: −$3.38 (−0.95%)−$3.38 (−0.95%)
Earnings: 28 Oct · time not announced
Strategy
Legs
| Side | Qty | Strike | Type | Price | IV | Δ | Remove leg |
|---|---|---|---|---|---|---|---|
$ | % | 0.54 |
- Net debit
- $2,331.00
- Max profit
- Unlimited
- Max loss
- −$2,331.00
- Breakeven
- $378.31
- Probability of profit
- 32%
- Capital
- $2,331.00
- Delta
- +54.0 shares
- Gamma
- 0.70 / $1
- Theta
- −$23.62 / day
- Vega
- +$53.15 / 1 pt IV
Expected move ±$56.78
Profit and loss analysis
Greeks
- Delta
- +54.0 shares
- Gamma
- 0.70 / $1
- Theta
- −$23.62 / day
- Vega
- +$53.15 / 1 pt IV
Expected move ±$56.78
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 42.4% · 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.