Vega trader

Vega trader

Продажа бабочки 2 недели - ES

7560
Current price
Current P/L
0
Fixed profit
50910
Total credit
101.82
Position price
50910
Max profit
-24090
Max loss
2.11
Profit to loss ratio

Orders(4)

0
New orders credit
0
New orders price

Profit/Loss chart

At expiration Mark-to-market (model)
$-36090.00$-23715.00$-11340.00$1035.00$13410.00$25785.00$38160.00$50535.00$62910.00 $6170.10$6483.97$6797.83$7111.70$7425.57$7739.43$8053.30$8367.17$8681.03$8994.90 $7458.18$7661.82
5% 150%
0 15

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