Simulation Parameters
Current Position Value
$0.00
Current P&L
$0.00
Intrinsic Value
$0.00
Time Value
$0.00
Breakeven at Expiry
Scenario Analysis
0%
0 days
0%
$0.00
Scenario P&L
Monte Carlo Simulation
P&L Simulation Concepts
Time Decay
Options lose value as expiration approaches. This theta decay accelerates in the final weeks before expiry.
Volatility Impact
Changes in implied volatility significantly affect option prices. Higher volatility increases option values.
Price Movement
Stock price changes affect options differently based on their delta and how far they are in/out of the money.