Markets
S&P 5007,109-0.24%
Nasdaq 10026,590-0.31%
Dow Jones49,443-0.01%
Russell 20002,793+0.58%
EUR/USD1.17860.00%
Gold$4806.40-0.00%
WTI$85.67-4.40%
Brent$93.91-1.64%
UST10 YTM4.25%0.00%
Markets
S&P 5007,109-0.24%
Nasdaq 10026,590-0.31%
Dow Jones49,443-0.01%
Russell 20002,793+0.58%
EUR/USD1.17860.00%
Gold$4806.40-0.00%
WTI$85.67-4.40%
Brent$93.91-1.64%
UST10 YTM4.25%0.00%

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