Long Call

Volatility

Bullish

call
ATM

Debit

Bullish
.

P/L

,IV
,
BEP

1 ATM Jan $50 Call to open for $2

Buy

Greeks
=Delta call , )(+
=Gamma , )(+
=Theta )(-
= Vega ,IV (+) IV

....

.

-200
-200
-200
0
300
800
1300

, . ,

$40
$45
$50
$52
$55
$60
$65

.
.

.

.
.

.
.

, , .
.

,
500,000 .

.

Debit


)(BEP
Margin
Assignment Risk
ROI

, Open interest
100 .500
ATM ITM


.

Debit

+

.
\Debit

$2
$2
$2+ Unlimited
$50+$2=$52

open