Adjusting Model Assumptions for Options Pricing | OptiView
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How do I adjust model assumptions in OptiView?

OptiView's Assumptions panel* 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 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 scenario: applies volatility and rate conditions observed during the March 2020 market selloff
  • Global Financial Crisis (GFC) scenario: applies conditions from the 2008 financial crisis
  • Post-COVID Inflation scenario: 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 Assumptions panel

  • Open the multi-function panel at the bottom of the OptiView options chart
  • Select the Assumptions tab to view and modify all model inputs
  • Use the reset button to return all inputs to their default market-derived values

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