SSL

0DTE

1MO

Nov 21 Expected Move

Use the expected move for strike selection. Modify later.

Will SSL move up, down, or sideways?

Expiry • Nov 21

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+2.5P/-5P/-7.5C/+10C • Nov 21

Modify Strikes

Max Loss

Max Gain

PoP

+5P/-7.5C/-7.5P/+10C • Nov 21

Modify Strikes

Trade SSL's Expected Move of

18.51% • Nov 21

Average realized move (1D)

3.35%