04 // Strategies
TSLA $343.50
Legs priced from CBOE delayed mids · r = 3.99% · payoff per position (options ×100 multiplier)
F $343.73 · ATM IV 72.3%
| Side | Type | Strike | Qty | Premium | IV | |
|---|---|---|---|---|---|---|
| 70.8% | ||||||
| 66.4% |
Payoff at expiry vs today
Net debit
$762
Prob. of profit
40.3%
risk-neutral, ATM vol
Max profit
$988
Max loss
-$762
Breakevens at expiry
$350.12
Position Greeks
| Delta (shares) | 22.6 |
| Gamma (per $) | 0.073 |
| Vega (per vol pt) | $2.01 |
| Theta (per day) | -$18.40 |
| Rho (per rate pt) | $1.15 |
Greeks are position-level (legs summed with side, quantity, and the 100-share option multiplier), valued with each leg's own implied vol.