Vega trader

Monthly ES butterfly November - ES

6725
Current price
Current P/L
2667.5
Fixed profit
2667.5
Total credit
206.55
Position price
2667.5
Max profit
0
Max loss
NaN
Profit to loss ratio

Orders(12)

0
New orders credit
0
New orders price

Profit/Loss chart

At expiration Mark-to-market (model)
$2652.50$2656.25$2660.00$2663.75$2667.50$2671.25$2675.00$2678.75$2682.50 $5354.13$5667.93$5981.74$6295.54$6609.35$6923.15$7236.96$7550.76$7864.57$8178.37
5% 150%
0 1

The smooth curve uses Black–Scholes (European-style, flat rate); adjust IV and time to explore sensitivity. Does not model dividends or early exercise.

1% 100%
Increases or decreases the price range on the chart for better overview