Vega trader

ES Iron butterfly 2 weeks - ES

6660
Current price
Current P/L
2680
Fixed profit
2680
Total credit
5.36
Position price
2680
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)
$2665.00$2668.75$2672.50$2676.25$2680.00$2683.75$2687.50$2691.25$2695.00 $5352.10$5650.08$5948.06$6246.03$6544.01$6841.99$7139.97$7437.94$7735.92$8033.90
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