Option Simulator
CCS
PCS
IC
Short Call
Short Put
Long Call
Long Put
Call Credit Spread
Asset Price (S0):
Volatility (σ):
Days to Expiration (T):
Risk-free Rate (r):
Number of Simulations:
Volatility Adjustment (σ↑↓):
Short Call Strike (K1):
Long Call Strike (K2):
Credit Received:
Simulate Call Credit Spread
Put Credit Spread
Asset Price (S0):
Volatility (σ):
Days to Expiration (T):
Risk-free Rate (r):
Number of Simulations:
Volatility Adjustment (σ↑↓):
Short Put Strike (K_high):
Long Put Strike (K_low):
Credit Received:
Simulate Put Credit Spread
Iron Condor
Asset Price (S0):
Volatility (σ):
Days to Expiration (T):
Risk-free Rate (r):
Number of Simulations:
Volatility Adjustment (σ↑↓):
Put Spread (Lower Wing)
Long Put Strike:
Short Put Strike:
Call Spread (Upper Wing)
Short Call Strike:
Long Call Strike:
Call Credit Received:
Put Credit Received:
Simulate Iron Condor
Short Call
Asset Price (S0):
Volatility (σ):
Days to Expiration (T):
Risk-free Rate (r):
Number of Simulations:
Volatility Adjustment (σ↑↓):
Call Strike (K):
Premium Received:
Simulate Short Call
Short Put
Asset Price (S0):
Volatility (σ):
Days to Expiration (T):
Risk-free Rate (r):
Number of Simulations:
Volatility Adjustment (σ↑↓):
Put Strike (K):
Premium Received:
Simulate Short Put
Long Call
Asset Price (S0):
Volatility (σ):
Days to Expiration (T):
Risk-free Rate (r):
Number of Simulations:
Volatility Adjustment (σ↑↓):
Call Strike (K):
Premium Paid:
Simulate Long Call
Long Put
Asset Price (S0):
Volatility (σ):
Days to Expiration (T):
Risk-free Rate (r):
Number of Simulations:
Volatility Adjustment (σ↑↓):
Put Strike (K):
Premium Paid:
Simulate Long Put