Vega trader

Продажа бабочки 2 недели - ES

6615
Current price
Current P/L
2500
Fixed profit
2500
Total credit
5
Position price
2500
Max profit
0
Max loss
NaN
Profit to loss ratio

Orders(8)

0
New orders credit
0
New orders price

Profit/Loss chart

At expiration Mark-to-market (model)
$2485.00$2488.75$2492.50$2496.25$2500.00$2503.75$2507.50$2511.25$2515.00 $5299.70$5601.10$5902.50$6203.90$6505.30$6806.70$7108.10$7409.50$7710.90$8012.30
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