Delta Hedging Simulator

Running a book is not the same problem as pricing one option: the Greeks of the whole position change every time a leg is added, and the exposure that hurts is usually the one sitting between the scenarios you checked. This recomputes the aggregate after every edit, then stresses it across ranges of spot, volatility and time.

• Aggregate delta, gamma, vega and theta for the full book, recalculated on every change
• Hedge ratios that move with the inputs, so the size of the hedge is known before it is placed
• Stress grids across spot and volatility that show where the book breaks, not only where it profits