Options Strategy Tester

Saved positions

No saved positions. Save some in the simulator first.

Ticker

Stock price (S)

Strike (K)

IV σ (%)

Expiry date

Risk-free r (%)

Drift μ (%)

Contracts

Fill price / share (optional)

Position type to test

Parameters ▶

Price process

Stochastic Volatility + Jumps — volatility clusters and crashes happen suddenly. More realistic for equity options.

Vol of vol κ

Vol mean reversion θ

Jump freq λ (per yr)

Jump size mean %

Jump size σ %

Vol-price corr ρ

Select a position from the left, choose a position type, set parameters and hit run. Each strategy is tested across the same simulated paths so the comparison is apples-to-apples.