Vega trader

SELL 21-day butterfly - ES

7340
Current price
Current P/L
-2415
Fixed profit
-2415
Total credit
-9.66
Position price
0
Max profit
-2415
Max loss
0
Profit to loss ratio

Orders(8)

0
New orders credit
0
New orders price

Profit/Loss chart

At expiration Mark-to-market (model)
$-2430.00$-2426.25$-2422.50$-2418.75$-2415.00$-2411.25$-2407.50$-2403.75$-2400.00 $5881.90$6214.59$6547.28$6879.97$7212.66$7545.34$7878.03$8210.72$8543.41$8876.10
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