LLY

0DTE

1MO

Sep 19 Expected Move

Use the expected move for strike selection. Modify later.

Will LLY move up, down, or sideways?

Expiry • Sep 19

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+660P/-670P/-750C/+760C • Sep 19

Modify Strikes

Max Loss

Max Gain

PoP

+665P/-712.5C/-712.5P/+760C • Sep 19

Modify Strikes

Trade LLY's Expected Move of

5.54% • Sep 19

Average realized move (1D)

5.27%