NIC

0DTE

1MO

Oct 17 Expected Move

Use the expected move for strike selection. Modify later.

Will NIC move up, down, or sideways?

Expiry • Oct 17

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+115P/-120P/-140C/+145C • Oct 17

Modify Strikes

Max Loss

Max Gain

PoP

+120P/-130C/-130P/+140C • Oct 17

Modify Strikes

Trade NIC's Expected Move of

7.05% • Oct 17

Average realized move (1D)

2.79%