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Use the expected move for strike selection. Modify later.
Will SIG move up, down, or sideways?
Expiry • Jun 27
Bullish
Up
Neutral
Range
Bearish
Down
Max Loss
Max Gain
PoP
+56P / -57P / -76C / +77C • Jun 27
Modify Strikes
+57P / -67C / -67P / +77C • Jun 27