Vega trader

Продажа бабочки 2 недели - ES

7780
Current price
Current P/L
0
Fixed profit
44525
Total credit
89.05
Position price
44525
Max profit
-20475
Max loss
2.17
Profit to loss ratio

Orders(4)

0
New orders credit
0
New orders price

Profit/Loss chart

At expiration Mark-to-market (model)
$-30875.00$-20150.00$-9425.00$1300.00$12025.00$22750.00$33475.00$44200.00$54925.00 $6372.80$6689.84$7006.89$7323.93$7640.98$7958.02$8275.07$8592.11$8909.16$9226.20 $7690.95$7869.05
5% 150%
0 10

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