Intraday "What-If" Strategy Simulator

1 Strategy Composition

2 Market & Simulation

Stock Price ($)

Annualized IV (%)

Volatility Profile

Apply to Implied IV

Re-marks option IV intraday so vega P&L emerges when profile rises.

Override Horizon Multiplier

Curve @ H

Target

Effective

Start Time

Horizon (m)

Step (m)

Paths

Max Loss

Session Performance

Prob. of Profit

Exp. P&L

Avg Win

Avg Loss

Profit Factor

Sharpe (est)

Best Case --

Worst Case --

Avg Drawdown --

Greeks Projector

0 min

Now Horizon

DELTA

GAMMA

THETA

VEGA

Intraday Theta Decay & P&L Path

Monte Carlo Simulation

P&L Payoff at Horizon

P&L Distribution

Stock Price Probability Cone

Min

Price

Probability ITM

--%

Probability of expiring In The Money

Probability of Touch

--%

Chance of touching price at any point

Intraday "What-If" Simulator