Pricing and strategy
Black-Scholes pricer, multi-leg builder, hedging, scenarios and IV solving.
STRATEGYStrategy Builderin the walkthroughBuild a multi-leg options position and see its P&L curve, net greeks, breakevens and chance of profit. Dealer walls and the expected move are drawn on the payoff, so you see where your short strikes sit.
BSBlack-Scholes PricerFair value and every greek for a single call and put, priced off live spot and IV when you pick a ticker.
HEDGEHedge CalculatorHow much spot or perp to buy or sell to make a crypto options strategy delta neutral, and the gamma and vega left over.IVSOLVEImplied Vol SolverInverse Black-Scholes: give it an option price and it returns the implied vol that produces it, plus every greek at that vol.
SCENARIOScenario AnalysisP&L for a saved crypto options strategy across a range of spot prices and days forward, as one heatmap.