Probability & Forecasting
Options Scenario / Stress Test
Stress a manual position with price, remaining time and IV changes using the shared strategy model.
About this calculator
How to use this tool
Use the same leg editor as the Advanced Strategy Builder. A price scenario changes every leg’s underlying; the volatility shift adds percentage points to every option leg’s IV, with a floor of zero.
Elapsed days reduce time remaining for the entire position. Expiration payoff is exact for the stated vanilla contract assumptions; earlier valuations are model estimates. Compare the scenario result with the base model value to separate scenario change from entry P/L.
Worked example
For a long call bought for $5, a model scenario value of $7 means $200 P/L per 100-unit contract before fees. It does not mean a broker will bid $7.
Related tools
Model references and conventions
365 calendar days per year. Continuous rates for theoretical pricing. All examples are illustrative.
