Real-Time Option Strategy Payoff

Most payoff diagrams draw one line, the one at expiry, so a position you opened last week looks like it has not moved at all. This one prices every leg with Black-Scholes on current inputs and draws both curves together, which is the difference between knowing what a structure will be worth and knowing what it is worth now.

• Payoff at expiry and payoff at the current date on one chart, so the gap between them is visible
• Multi-leg structures priced with Black-Scholes, with delta, gamma, theta and vega for the whole position
• Move spot, implied volatility or days remaining and watch the curve reshape as you type