CIA

0DTE

1MO

Oct 17 Expected Move

Use the expected move for strike selection. Modify later.

Will CIA move up, down, or sideways?

Expiry • Oct 17

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+2.5P/-5P/-7.5C/+10C • Oct 17

Modify Strikes

Max Loss

Max Gain

PoP

+2.5P/-5C/-5P/+7.5C • Oct 17

Modify Strikes

Trade CIA's Expected Move of

20.59% • Oct 17

Average realized move (1D)

3.11%