Points Map

Delta Map

Normalized Map

Upper Long Strike, ULS

S + 5.46

strike at 0.671 delta

strike at NV 1.0416

Short Strike, SS

S + 0.71

strike at 0.512 delta

strike at NV 1.0181

Lower Long Strike, LLS

S - 18.31

strike at 0.043 delta

strike at NV 0.8484

Exit Override

ULS + 2.68

strike at 0.779 delta

ULS ×1.0173

Entry DTE (days)

61

61

61

Exit DTE (days)

6

6

7

Max Cost (%)

−6

−20

6

Min Profit (%)

62

54

68

Max Loss (%)

23

25

29