VLRS

0DTE

1MO

Jan 16 Expected Move

Use the expected move for strike selection. Modify later.

Will VLRS move up, down, or sideways?

Expiry • Jan 16

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+2.5P/-5P/-10C/+12.5C • Jan 16

Modify Strikes

Max Loss

Max Gain

PoP

+2.5P/-7.5C/-7.5P/+12.5C • Jan 16

Modify Strikes

Trade VLRS's Expected Move of

38.68% • Jan 16

Average realized move (1D)

5.87%