Markets
S&P 5007,126+1.20%
Nasdaq 10026,672+1.29%
Dow Jones49,447+1.79%
Russell 20002,777+2.11%
EUR/USD1.1755-0.38%
Gold$4813.30-0.91%
WTI$82.59-1.50%
Brent$90.380.00%
UST10 YTM4.25%-1.48%
Markets
S&P 5007,126+1.20%
Nasdaq 10026,672+1.29%
Dow Jones49,447+1.79%
Russell 20002,777+2.11%
EUR/USD1.1755-0.38%
Gold$4813.30-0.91%
WTI$82.59-1.50%
Brent$90.380.00%
UST10 YTM4.25%-1.48%

Strategy Builder

Black-Scholes P&L calculator with interactive payoff diagrams

Parameters

Option Legs

Leg 1
Premium: $3.60Delta: 0.534Gamma: 0.0462Theta: -0.063Vega: 0.114
Net Cost
$360
Total premium
Max Profit
$2640
Max Loss
$-360
Breakeven
$104.2
Delta
0.534
Gamma
0.0462
Theta
-0.063
Vega
0.114
Rho
0.0409

Payoff Diagram

$70$73$76$79$82$85$88$91$94$97$100$103$106$109$112$115$118$121$124$127$130Underlying Price at Expiry$-900$0$900$1800$2700P&L ($)Spot $100
At Expiry Current (with time value)

Scenario Analysis

Underlying Price$100.00
Days to Expiry30