Options Scenario / Stress Test

Stress a manual position with price, remaining time and IV changes using the shared strategy model.

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.