04 // Strategies
TSLA $373.69
Legs priced from CBOE delayed mids · r = 3.98% · payoff per position (options ×100 multiplier)
F $373.97 · ATM IV 42.3%
| Side | Type | Strike | Qty | Premium | IV | |
|---|---|---|---|---|---|---|
| 42.3% | ||||||
| 44.3% |
Payoff at expiry vs today
Net debit
$480
Prob. of profit
35.7%
risk-neutral, ATM vol
Max profit
$1,270
Max loss
-$480
Breakevens at expiry
$379.80
Position Greeks
| Delta (shares) | 32.7 |
| Gamma (per $) | 1.002 |
| Vega (per vol pt) | $6.26 |
| Theta (per day) | -$31.96 |
| Rho (per rate pt) | $1.33 |
Greeks are position-level (legs summed with side, quantity, and the 100-share option multiplier), valued with each leg's own implied vol.