Intraday "What-If" Strategy Simulator

1. Strategy Composition

2. Market & Simulation

Underlying Price ($)

Annualized IV (%)

Intraday Volatility Profile

Apply profile to implied IV (re-marks option IV intraday so vega P&L emerges when profile rises)

Override horizon implied IV multiplier

Curve @ Horizon

Custom Target

Effective Used

If enabled: implied IV scales linearly from 1.00 at start to Custom Target at horizon (realized vol still uses U-shape).

Start Time

Horizon (Min)

Step (Min)

Required Capital (Max Loss)

Simulation Paths

Session Performance

Prob. of Profit

Avg Win ($)

Avg Loss ($)

Profit Factor

Expected P&L

Risk & P&L

Best Case P&L

Worst Case P&L

Avg Drawdown

Norm. Fluctuation

Greeks

Minutes in Future

0 min

Delta

Gamma

Theta ($/hr)

Vega ($)

Intraday Theta Decay & P&L Path

P&L Payoff at Horizon

P&L Distribution

Stock Price Probability Cone

Minute

Price ($)

Prob. ITM (Call)

Prob. of Touch*

*Probability of Touch is an approximation for the target price.