Black-Scholes Inputs
Theo Price
US$2.49
Delta
0.540
Gamma
0.0692
Theta /day
-0.045
Vega /1%
0.114
Max Profit
Unlimited
Max Loss
US$500
Breakeven
US$105.00
P&L at Expiration
Dotted line marks the strike. P&L assumes the position is held to expiration; Greeks reflect the current theoretical value.