ZETA

0DTE

1MO

Aug 29 Expected Move

Use the expected move for strike selection. Modify later.

Will ZETA move up, down, or sideways?

Expiry • Aug 29

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+12.5P/-13P/-18.5C/+19C • Aug 29

Modify Strikes

Max Loss

Max Gain

PoP

+13P/-16C/-16P/+19C • Aug 29

Modify Strikes

Trade ZETA's Expected Move of

17.12% • Aug 29

Average realized move (1D)

8.30%