Options risk studio
Live chains, a textbook-anchored pricing core, and a deterministic pre-trade risk envelope β every structure sized and stress-tested before it is put on. Market data is delayed and for analysis only.
Underlying
Structure
Strikes are chosen near the money and snapped to the listed chain. Sizing caps are scaled by the live VIX vol-regime multiplier; survival limits are not relaxed.
Account base
Shared assumptions
Each year: grow by net return, withdraw that % of the grown balance, remainder compounds β a self-adjusting perpetuity draw. Identical for all five portfolios so the comparison isolates construction, not spending. Long-horizon figures are a fee/structure sensitivity tool, not a forecast.
Portfolios β every field editable
Bond calculator
Enter a yield to get the price, or a price to solve the yield. Duration & convexity estimate the price move for a Β±100bp parallel shift. Price is per 100 face.