Strategy Builder
The valuable output isn't the green curve — it's knowing when there's no edge, and sizing so one tail event doesn't end you.
NEUTRAL
No clear edge. The honest output is often to wait.
Payoff at expiry — spot 589.29
Entry cost
-13.37
Max profit
13.37
Max loss
-16.1
P(profit)
53.2%
Breakevens
546.46 / 632.12
Net Greeks
| delta | -0.0174 |
| gamma | -0.0036 |
| theta | 25.1877 |
| vega | -63.2787 |
| rho | 0.774 |
Legs
| leg | qty | strike | premium |
|---|---|---|---|
| put | 1 | 530.36 | 3.43 |
| put | -1 | 559.83 | 9.43 |
| call | -1 | 618.75 | 14.09 |
| call | 1 | 648.22 | 6.72 |