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0DTE
1MO
E
Use the expected move for strike selection. Modify later.
Will MSCI move up, down, or sideways?
Expiry • Jul 18
Bullish
Up
Neutral
Range
Bearish
Down
Max Loss
Max Gain
PoP
+550P/-560P/-580C/+590C • Jul 18
Modify Strikes
+550P/-570C/-570P/+590C • Jul 18