Vega trader

Продажа бабочки 2 недели - ES

6450
Current price
Current P/L
1170
Fixed profit
1170
Total credit
2.34
Position price
1170
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)
$1155.00$1158.75$1162.50$1166.25$1170.00$1173.75$1177.50$1181.25$1185.00 $5138.75$5438.81$5738.86$6038.92$6338.97$6639.03$6939.08$7239.14$7539.19$7839.25
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