CONVEXA

Home Analysis Risks Vol History

Example · figures are made up

Stress curve

NLV vs a QQQ move, now

Constant IVStress IV

—·—

QQQ —/ NLV —

QQQ move—

QQQ—

P&L · Constant IV—

vs NLV—

Drag your finger across the chart

NLV on the chart

No dataNo option prices or IV

QQQ move

const. min ——

const. max ——

stress IV min ——

stress IV max ——

Other positions unchanged.BSM approximation · QQQ only

Delta—$ per +$1 QQQ

Gamma—delta change per +$1 QQQ

—

—

Virtual leg

calculation only · nothing is sent

Expiry

Any datePortfolio expiries

Type

Side

Strike

Quantity

Price

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—

—

VIRTUAL TRADES

0

My positions

0