Vega trader

10 DTE ES Butterfly 20.11 - ES

6740
Current price
Current P/L
2037.5
Fixed profit
2037.5
Total credit
8.15
Position price
2037.5
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)
$2022.50$2026.25$2030.00$2033.75$2037.50$2041.25$2045.00$2048.75$2052.50 $5378.88$5673.74$5968.60$6263.46$6558.32$6853.18$7148.04$7442.90$7737.76$8032.62
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