DY

0DTE

1MO

Nov 21 Expected Move

Use the expected move for strike selection. Modify later.

Will DY move up, down, or sideways?

Expiry • Nov 21

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+250P/-260P/-320C/+330C • Nov 21

Modify Strikes

Max Loss

Max Gain

PoP

+260P/-290C/-290P/+320C • Nov 21

Modify Strikes

Trade DY's Expected Move of

10.70% • Nov 21

Average realized move (1D)

10.67%