Probability of the option expiring between the upper and lower slider bar.Since 145 is the call you’re considering for purchase, this is also the same as the probability of the option expiring in the money. Probability of the option expiring above the upper slider bar. If you set the upper slider bar to 145, this would equal the approximate Delta of the 145 call (.3762) or 37.62%.Probability of the option expiring below the lower slider bar. If you set the lower slider bar to 140, this would equal 1 minus the approximate Delta of a 140 strike call or (1 –.Now, if you select the Trade & Probability Calculator tab, you’ll see the following additional calculations are done automatically and displayed graphically (shown in the green box in Figure 2): These values are also automatically calculated for many other option strategies although the formulas are different. The maximum gain for long calls is theoretically unlimited regardless of the option premium paid, but the maximum loss and breakeven will change relative to the price you pay for the option. Breakeven (BE) = strike price + option premium (145 + 3.50) = $148.50 (assuming held to expiration).The following price calculations (shown in the purple box) are done automatically: Suppose you’re considering the purchase of 1 IBM 145 Call at a price of $3.50 when the price of IBM is $140.92 (see Figure 2). Environmental, Social and Governance (ESG) Investing.Bond Funds, Bond ETFs, and Preferred Securities.ADRs, Foreign Ordinaries & Canadian Stocks. ![]() Environmental, Social and Governance (ESG) ETFs. ![]()
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