Price move -15% -12% -9% 9% 12% 15%
ZYX 113.6535 117.6648 121.6761 145.7439 149.7552 153.7665
Sticky strike $583.50 ($536.78) ($462.00) $832.97 $1,172.39 $1,532.01
Sticky delta ($567.73) ($524.86) ($455.03) $838.71 $1,179.25 $1,539.05
Minimum RBM $37.50
PNR
EPR -25% 25%
P/L at EPR ($612.26) $2,812.67
Disclosure Title
Disclosures
Disclosure

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