SIG

0DTE

1MO

Oct 10 Expected Move

Use the expected move for strike selection. Modify later.

Will SIG move up, down, or sideways?

Expiry • Oct 10

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+83P/-84P/-98C/+99C • Oct 10

Modify Strikes

Max Loss

Max Gain

PoP

+83P/-91C/-91P/+99C • Oct 10

Modify Strikes

Trade SIG's Expected Move of

7.87% • Oct 10

Average realized move (1D)

9.55%