Vega trader

SELL 5-day butterfly - ES

6835
Current price
Current P/L
-3852.499999999998
Fixed profit
-3852.5
Total credit
16.92
Position price
0
Max profit
-3852.5
Max loss
0
Profit to loss ratio

Orders(22)

0
New orders credit
0
New orders price

Profit/Loss chart

At expiration Mark-to-market (model)
$-3867.50$-3863.75$-3860.00$-3856.25$-3852.50$-3848.75$-3845.00$-3841.25$-3837.50 $5630.36$5902.64$6174.92$6447.20$6719.48$6991.77$7264.05$7536.33$7808.61$8080.89
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