Vega trader

Продажа бабочки 2 недели ES - ES

7530
Current price
Current P/L
1160
Fixed profit
1160
Total credit
2.32
Position price
1160
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)
$1145.00$1148.75$1152.50$1156.25$1160.00$1163.75$1167.50$1171.25$1175.00 $6164.05$6471.93$6779.81$7087.68$7395.56$7703.44$8011.32$8319.19$8627.07$8934.95
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