SEM

0DTE

1MO

Oct 17 Expected Move

Use the expected move for strike selection. Modify later.

Will SEM move up, down, or sideways?

Expiry • Oct 17

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+7.5P/-10P/-15C/+17.5C • Oct 17

Modify Strikes

Max Loss

Max Gain

PoP

+10P/-12.5C/-12.5P/+15C • Oct 17

Modify Strikes

Trade SEM's Expected Move of

17.34% • Oct 17

Average realized move (1D)

7.63%