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Position Modeler · 1:05

Explore price and volatility scenarios

Open Spot × Vol in the Modeler to compare price and volatility scenarios. Adjust the ranges and inspect individual outcomes in the grid.

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Step by step

  1. Open Spot × Vol in the Modeler.
  2. Set the price range, volatility range and grid density for your scenario. IV changes are in volatility points.
  3. Hover over cells to compare modeled profit or loss relative to the current modeled value.