04 // Strategies
TSLA $324.32
Legs priced from CBOE delayed mids · r = 3.70% · payoff per position (options ×100 multiplier)
F $324.38 · ATM IV 39.7%
| Side | Type | Strike | Qty | Premium | IV | |
|---|---|---|---|---|---|---|
| 39.7% | ||||||
| 42.0% |
Payoff at expiry vs today
Net debit
$432
Prob. of profit
36.7%
risk-neutral, ATM vol
Max profit
$1,068
Max loss
-$432
Breakevens at expiry
$329.32
Position Greeks
| Delta (shares) | 31.1 |
| Gamma (per $) | 0.961 |
| Vega (per vol pt) | $5.23 |
| Theta (per day) | -$17.74 |
| Rho (per rate pt) | $1.40 |
Greeks are position-level (legs summed with side, quantity, and the 100-share option multiplier), valued with each leg's own implied vol.