BABA

0DTE

1MO

Sep 05 Expected Move

Use the expected move for strike selection. Modify later.

Will BABA move up, down, or sideways?

Expiry • Sep 5

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+109P/-110P/-131C/+132C • Sep 5

Modify Strikes

Max Loss

Max Gain

PoP

+109P/-120C/-120P/+131C • Sep 5

Modify Strikes

Trade BABA's Expected Move of

8.55% • Sep 05

Average realized move (1D)

5.28%