Price move -15% -12% -9% 9% 12% 15%
ZYX 137.8615 142.7272 147.5929 176.7871 181.6528 186.5185
Volatility 45.98% 45.98% 45.98% 45.98% 45.98% 45.98%
Sticky strike ($1,373.26) ($1,009.88) ($689.12) $339.23 $399.15 $441.56
Volatility 49.88% 48.37% 47.29% 45.23% 45.20% 45.19%
Sticky delta $1,425.20 $1,049.80 ($716.08) $342.75 $401.34 $442.19
Minimum RBM $37.50
Disclosure

For illustrative purposes only. Past performance does not guarantee future results.