CAT

0DTE

1MO

May 30 Expected Move

Use the expected move for strike selection. Modify later.

Will CAT move up, down, or sideways?

Expiry • May 30

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+290P / -295P / -335C / +340C • May 30

Modify Strikes

Max Loss

Max Gain

PoP

+295P / -315C / -315P / +335C • May 30

Modify Strikes

Trade CAT's Expected Move of

6.08% • May 30

Average realized move (1D)

3.73%