ANALYTICS · EXACT TERMINAL ALGEBRAOPTIONS STRATEGY
OPTIONS STRATEGY
& PAYOFF.
Compose European-option legs, inspect exact terminal economics, then separate expiry geometry from today’s mark-to-market risk.
SYNTHETIC / EDUCATIONAL · SINGLE EXPIRYGUIDED EXPERIMENT
Change one assumption with intent
Load a coherent example, observe the linked calculation, then return to unrestricted manual exploration.
New here? Start with one example and change only the suggested input.
First try
01 · PURPOSE
Start with economic intent
Presets seed the editable book; they are examples, not recommendations.
02 · EDITABLE BOOK
Strategy legs
| Instrument | Direction | Quantity | Multiplier | Option type | Strike | Maturity | Entry | Actions |
|---|---|---|---|---|---|---|---|---|
03 · PROFILE
EXPIRY PROFIT
Aggregate strategy profile. Exact metrics below are computed from piecewise algebra, not chart sampling.
- EXPIRY PROFIT
Use Left/Right or Up/Down arrows to inspect values; Home and End jump to the bounds.
View chart data
| Terminal spot | EXPIRY PROFIT |
|---|---|
| 0.00 | -323.21 |
| 2.13 | -323.21 |
| 4.25 | -323.21 |
| 6.38 | -323.21 |
| 8.50 | -323.21 |
| 10.63 | -323.21 |
| 12.75 | -323.21 |
| 14.88 | -323.21 |
| 17.00 | -323.21 |
| 19.13 | -323.21 |
| 21.25 | -323.21 |
| 23.38 | -323.21 |
| 25.50 | -323.21 |
| 27.63 | -323.21 |
| 29.75 | -323.21 |
| 31.88 | -323.21 |
| 34.00 | -323.21 |
| 36.13 | -323.21 |
| 38.25 | -323.21 |
| 40.38 | -323.21 |
| 42.50 | -323.21 |
| 44.63 | -323.21 |
| 46.75 | -323.21 |
| 48.88 | -323.21 |
| 51.00 | -323.21 |
| 53.13 | -323.21 |
| 55.25 | -323.21 |
| 57.38 | -323.21 |
| 59.50 | -323.21 |
| 61.63 | -323.21 |
| 63.75 | -323.21 |
| 65.88 | -323.21 |
| 68.00 | -323.21 |
| 70.13 | -323.21 |
| 72.25 | -323.21 |
| 74.38 | -323.21 |
| 76.50 | -323.21 |
| 78.63 | -323.21 |
| 80.75 | -323.21 |
| 82.88 | -323.21 |
| 85.00 | -323.21 |
| 87.13 | -323.21 |
| 89.25 | -323.21 |
| 91.38 | -185.71 |
| 93.50 | 26.79 |
| 95.63 | 176.79 |
| 97.75 | 176.79 |
| 99.88 | 176.79 |
| 102.00 | 176.79 |
| 104.13 | 176.79 |
| 106.25 | 51.79 |
| 108.38 | -160.71 |
| 110.50 | -323.21 |
| 112.63 | -323.21 |
| 114.75 | -323.21 |
| 116.88 | -323.21 |
| 119.00 | -323.21 |
| 121.13 | -323.21 |
| 123.25 | -323.21 |
| 125.38 | -323.21 |
| 127.50 | -323.21 |
| 129.63 | -323.21 |
| 131.75 | -323.21 |
| 133.88 | -323.21 |
| 136.00 | -323.21 |
| 138.13 | -323.21 |
| 140.25 | -323.21 |
| 142.38 | -323.21 |
| 144.50 | -323.21 |
| 146.63 | -323.21 |
| 148.75 | -323.21 |
| 150.88 | -323.21 |
| 153.00 | -323.21 |
| 155.13 | -323.21 |
| 157.25 | -323.21 |
| 159.38 | -323.21 |
| 161.50 | -323.21 |
| 163.63 | -323.21 |
| 165.75 | -323.21 |
| 167.88 | -323.21 |
| 170.00 | -323.21 |
04 · SETTLEMENT
Settlement by leg
| Leg | Payoff | Entry cash flow | Profit |
|---|---|---|---|
| iron-condor-1 | 0.00 | -179.73 | -179.73 |
| iron-condor-2 | -0.00 | 268.13 | 268.13 |
| iron-condor-3 | -0.00 | 268.13 | 268.13 |
| iron-condor-4 | 0.00 | -179.73 | -179.73 |
05 · ALGEBRA
Piecewise payoff
0.00S − 323.21iron-condor-1 · iron-condor-2100.00S − 9,323.21iron-condor-20.00S + 176.79premium only-100.00S + 10,676.79iron-condor-30.00S − 323.21iron-condor-3 · iron-condor-406 · MARK-TO-MARKET
Scenario Greeks
Current aggregate risk
Desk units- Deltaper 1 spot unit
- 0.0279
- Gammadelta change per 1 spot unit
- -0.2564
- Vegaper 1 volatility point
- -5.6413
- Thetaper calendar day
- 0.1406
- Rhoper 100bp
- 3.5855
Shocked aggregate risk
Desk units- Deltaper 1 spot unit
- 0.1925 Change +0.16
- Gammadelta change per 1 spot unit
- -0.1623 Change +0.09
- Vegaper 1 volatility point
- -4.0207 Change +1.62
- Thetaper calendar day
- 0.1301 Change -0.01
- Rhoper 100bp
- 3.6231 Change +0.04
07 · EXPECTED ZONE
Translate a view, not a recommendation
A comparable preset for this presentation-only zone is Long strangle. Inspect premium, tail caps and Greeks before drawing any conclusion.
- S 90.00
- -323.21
- S 100.00
- 176.79
- S 110.00
- -323.21