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Strategy - option risk


4.0 ( 6080 ratings )
Фінанси Освіта
Розробник: Iaroslav Mironov
безкоштовно

* Study option stategies, spreads, swaps, option models
* Create real-time interactive risk and value graphs
* Create and test your own strategies (via InApp)

You can run simulations for the value of various risk parameters: delta, gamma, vega, theta.

You can study changes to the strategy value as well as to various strategy risk parameters, e.g., you can see how the delta of a strategy will change if market prices drop and volatilities rise. Or how much theta value you can get per one day of holding your position as it approaches expiry.