NIO

0DTE

1MO

Jul 18 Expected Move

Use the expected move for strike selection. Modify later.

Will NIO move up, down, or sideways?

Expiry • Jul 18

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+2.5P / -3P / -4C / +4.5C • Jul 18

Modify Strikes

Max Loss

Max Gain

PoP

+3P / -3.5C / -3.5P / +4C • Jul 18

Modify Strikes

Trade NIO's Expected Move of

10.99% • Jul 18

Average realized move (1D)

5.14%