Option Parameters
Spot Price ($)
125.50
Strike Price ($)
130.00
Days to Expiry (DTE)
30 d
Implied Volatility (IV)
45.0%
Risk-Free Rate (r)
4.5%
Simulating 30-day Call on NVDA with 45.0% IV. Breakeven at expiration is $136.84.
Call Price
$6.84
Black-Scholes Premium
Delta (Δ)
0.52
Hedge Ratio
Breakeven
$136.84
Strike + Premium
Max Profit
Unlimited
Long Call Profile
Max Loss
$6.84
Total Premium Paid
Call Option Payoff Diagram (P&L per Share)
Expiration P&L
Current Spot
Breakeven
Gamma (Γ)
0.021
Vega (ν)
0.142
Theta (Θ)
-0.054
Rho (ρ)
0.048