Net debit
3.51
Strategy Builder
Expiry payoff and today's Black-Scholes value for a book of options. Dividend yield is zero.
Legs
| Type | Side | Strike | Qty | Premium | Remove |
|---|---|---|---|---|---|
Max profit
Unlimited
Max loss
3.51
Breakeven
103.51
Prob. of profit
33.5%
Payoff
Days to expiry30
Position Greeks vs spot
| Position | Delta | Gamma | Theta / day | Vega / 1% |
|---|---|---|---|---|
| Strategy | 0.5248 | 0.0463 | -0.0598 | 0.1142 |
| 1 · Long call 100 | 0.5248 | 0.0463 | -0.0598 | 0.1142 |