Natural gas option

Took SELL Natural gas 240 CE at 7.05
SELL Natural gas 245 PE at 11 rs

What’s likelihood of ending in profit at the day of expiry if prices stay in between 230 and 260

Also at expiry OTM options become zero?

Hi @Sbaf24

You can see the pay-off graph of options strategy on Below is the screenshot of your strategy for reference.

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