Points Map

Delta Map

Normalized Map

Upper Long Strike, ULS

S + 7.46

strike at 0.671 delta

strike at NV 1.0327

Short Strike, SS

S + 2.14

strike at 0.512 delta

strike at NV 1.0063

Lower Long Strike, LLS

S − 16.65

strike at 0.043 delta

strike at NV 0.8563

Exit Override

ULS + 4.18

strike at 0.779 delta

ULS × 1.0105

Entry DTE (days)

64

61

61

Exit DTE (days)

24

12

13

Max Cost (%)

−6

-18

-14

Min Profit (%)

43

47

50

Max Loss (%)

23

21

22