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BLXR / STRATEGY LAB

Strategy Lab

Build a position. Explore its risk.

01Market assumptions

02Position legs

01
02
Net debit · USD498.30
Max profit at expiry · USD501.70
Max loss at expiry · USD498.30
Break-even at expiry · USD99.98

03Profit & loss

At expiryModel estimate · 30 Days remaining · IV 30%
-6180-30840280312120622160Position P/L (USD)Stock price (USD)
Stock price: $100.00 At expiry: $1.70Model estimate: $0.00

Time × IV simulator

The sliders change the scenario valuation only. Entry premiums stay fixed. Market inputs and legs above define the entry position.

Entry Greeks / Whole position

Delta43.7525
Gamma-0.4347
Theta0.1111
Vega-1.0719

Delta: $ per $1 · Gamma: Delta per $1 · Theta: $ per day · Vega: $ per IV point

Position risk calculator

One group is the entire position above, including leg quantities and multiplier. Stock price: $100

Maximum loss / group$498.3
Trade risk budget$1,000
Maximum groups within budget2
Position maximum risk$996.61
Account risk 1%
Planned stop amount (not guaranteed)$420
Consecutive-loss drawdown$4,983.04 / 4.98%

Scenario remaining equity: $95,016.96

Budget arithmetic, not an order recommendation. Stops may fail due to gaps, slippage or liquidity; sizing uses maximum loss. Drawdown assumes fixed group count and consecutive full losses, not historical maximum drawdown. Fees, margin and extra exposure from early assignment are excluded.

Strategy Lab ↗

Same expiry for all legs. Blank premium uses Black–Scholes with continuous dividends; enter a trade price to override it. USD totals include the multiplier. Model estimates are not live quotes; commissions, slippage, margin, early exercise and assignment are excluded. Expiry limits assume all legs settle together. Model reference ↗