VTI

0DTE

1MO

Sep 12 Expected Move

Use the expected move for strike selection. Modify later.

Will VTI move up, down, or sideways?

Expiry • Sep 12

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+305P/-307.5P/-325C/+327.5C • Sep 12

Modify Strikes

Max Loss

Max Gain

PoP

+302.5P/-315C/-315P/+327.5C • Sep 12

Modify Strikes

Next Earnings

after close

Expected Move

Prior earnings moves

Average realized move (1D)

Date	1D Move	EPS	Estimated EPS	Revenue