Vega trader

Продажа бабочки 2 недели - ES

7510
Current price
Current P/L
1955.0000000000018
Fixed profit
1955
Total credit
7.82
Position price
1955
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)
$1940.00$1943.75$1947.50$1951.25$1955.00$1958.75$1962.50$1966.25$1970.00 $6099.85$6419.22$6738.58$7057.95$7377.32$7696.68$8016.05$8335.42$8654.78$8974.15
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