MSTR → $100B Thesis
LEAPS $100 Strike | IV 95% | Vega Trap
Full range
Jul 7, 2026 → Jul 7, 2026
Data points
1,000 trading days
As of
2026-07-07
Timeframe
MAX (full period)
Slice range
Jul 7, 2026 → Jul 7, 2026
Slice points
1,000 days
Slice years
4.0Y equivalent
% of full
100%
Thesis
MSTR → $100B market cap (Bitcoin appreciation)
Instrument
LEAPS $100 Strike, IV 95%
Data
Monte Carlo (1,000 GBM paths, σ=75%)
Verdict
P(thesis) 25.6% < 30% threshold
DO NOT ENTER
P(tesis) Implícita: 25.6%|Threshold Mínimo: 30.0%
La prima que cobra el mercado (IV 95%) es más cara que el valor esperado de la tesis, incluso asumiendo un CAGR del 35%. El Vega crush destruye el PnL en escenarios laterales.
Griegos LEAP Strike $100
PRIMA
$112.39
DELTA
0.8
THETA/DÍA
-0.034
VEGA (IV%)
$1.56
25.6%
Probabilidad de éxito calculada
0%Corte (30%)100%