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How do I stress test my strategy in OptiView?

OptiView's Stress Test tool lets users override the default inputs used in options pricing calculations. Users can adjust implied volatility, the risk-free interest rate, and dividend yield to evaluate how each assumption affects the strategy payoff. The panel also includes macro scenario presets based on historical market events.

Inputs that can be adjusted

  • Implied volatility: Override the market-derived IV used in pricing calculations across all strategy legs
  • Risk-free interest rate: Adjust the financing rate used to discount future option payoffs
  • Dividend yield: Modify the continuous dividend yield assumption used in strategy pricing

Macro scenario presets

  • COVID-19: Applies volatility and rate conditions observed during the March 2020 market selloff
  • Global Financial Crisis (GFC): Applies conditions from the 2008 financial crisis
  • Post-COVID Inflation: Applies conditions from the 2021–2022 high-inflation period
  • Select a preset to instantly update all model inputs and evaluate strategy performance under those conditions

How to access the Stress Test tool

  • Access the Strategy Builder page and make sure you have an option already selected
  • Open the multi-function panel at the bottom of the chart
  • Select the Stress Test tab to view and modify all model inputs
  • Use the reset button to return all inputs to their default market-derived values

Related Questions

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What does options P&L visualization show?OptiView's option P&L visualization tools shows an option strategy's simulated performance across different underlying prices over time. OptiView displays projected profit and loss under current market conditions, allowing users to evaluate payoff, risk, and breakeven points before expiration.
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What pricing model does OptiView use for options pricing?OptiView calculates theoretical option prices using established option pricing models such as Black-Scholes. OptiView uses market-derived inputs including implied volatility, interest rates, dividend yield, and the bid-ask spread.
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What options P&L visualization tools are available?OptiView provides options P&L visualization tools that allow users to analyze how an options strategy performs across price and time. These tools help traders evaluate payoff, sensitivity, and scenario-based outcomes. The two primary tools are: