Current Legs
Side
Type
Strike
DTE
Qty
Premium / Cost
Debit = you pay · Credit = you receive · Options: Qty = contracts (×100) · Stock: Qty = number of shares, Cost = entry price (Strike & DTE ignored)
P/L (theoretical)
$0
Net Debit/Credit
$0
Max Profit
—
Max Loss
—
Breakeven(s)
—
Payoff Graph
Green = P/L ≥ 0
Red = P/L < 0
Dotted = with time left · Solid = at expiry · Gray line = price · Yellow line = P/L
📈 Simulate the Stock Price (watch your trade play out, day by day)
$100.00
Day 0 of 90 · P/L now $0
Position Summary live
Current P/L
$0
Net Debit/Credit
$0
Position Delta
—
Theta / day
—
Option Greeks (position total · ×100)
Δ Delta
—
Price sensitivity: how much P/L changes if the stock moves $1.
Γ Gamma
—
Convexity: how fast Delta changes when the stock moves.
Θ Theta
—
Time decay: expected P/L change per day if nothing else moves.
ν Vega
—
Volatility sensitivity: P/L change if IV rises by 1 percentage point.
Long Call loaded by default. Edit any field — graph and Greeks update live. For Covered Call: pick the template, or add Stock (Qty 100) + Sell Call (Qty 1).