SCS

0DTE

1MO

Jul 18 Expected Move

Use the expected move for strike selection. Modify later.

Will SCS move up, down, or sideways?

Expiry • Jul 18

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+7.5P/-10P/-12.5C/+15C • Jul 18

Modify Strikes

Max Loss

Max Gain

PoP

+7.5P/-10C/-10P/+12.5C • Jul 18

Modify Strikes

Trade SCS's Expected Move of

10.69% • Jul 18

Average realized move (1D)

6.20%