CBOE

0DTE

1MO

Oct 03 Expected Move

Use the expected move for strike selection. Modify later.

Will CBOE move up, down, or sideways?

Expiry • Oct 3

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+215P/-220P/-245C/+250C • Oct 3

Modify Strikes

Max Loss

Max Gain

PoP

+225P/-235C/-235P/+245C • Oct 3

Modify Strikes

Trade CBOE's Expected Move of

4.59% • Oct 03

Average realized move (1D)

2.52%