CME

0DTE

1MO

Jul 18 Expected Move

Use the expected move for strike selection. Modify later.

Will CME move up, down, or sideways?

Expiry • Jul 18

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+250P / -260P / -290C / +300C • Jul 18

Modify Strikes

Max Loss

Max Gain

PoP

+250P / -270C / -270P / +290C • Jul 18

Modify Strikes

Trade CME's Expected Move of

4.51% • Jul 18

Average realized move (1D)

2.55%