VLY

0DTE

1MO

Nov 21 Expected Move

Use the expected move for strike selection. Modify later.

Will VLY move up, down, or sideways?

Expiry • Nov 21

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+9P/-10P/-11C/+12C • Nov 21

Modify Strikes

Max Loss

Max Gain

PoP

+10P/-11C/-11P/+12C • Nov 21

Modify Strikes

Trade VLY's Expected Move of

7.88% • Nov 21

Average realized move (1D)

2.40%