SAN

0DTE

1MO

Oct 17 Expected Move

Use the expected move for strike selection. Modify later.

Will SAN move up, down, or sideways?

Expiry • Oct 17

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+9P/-10P/-11C/+12C • Oct 17

Modify Strikes

Max Loss

Max Gain

PoP

+9P/-10C/-10P/+11C • Oct 17

Modify Strikes

Trade SAN's Expected Move of

5.71% • Oct 17

Average realized move (1D)

3.69%