Black-Scholes pricing with mispricing detection
Fair Value (B-S)
$-62305.35
Calculated by Black-Scholes model
Market Price
Enter bid/ask midpoint
Mispricing
-104.01%
Underpriced
Severity
104.0%
Edge Strength
🔴 Strong
Recommended Action
↑ Buy
| Strike | ▼ | ▼ | ▼ | ▼ | ▼ | ▼ | ▼ | ▼ | ▼ | ▼ | ▲ | ▲ | ▲ | ▲ | ▲ | ▲ | ▲ | ▲ | ▲ | ▲ | ▲ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fair Value | $17147 | $15646 | $14095 | $12600 | $11172 | $9824 | $8565 | $7468 | $6401 | $5439 | $-62323 | $3825 | $3204 | $2632 | $2145 | $1735 | $1392 | $1110 | $890 | $700 | $547 |
Market price > Fair value
Market price < Fair value