Contracts, option pricing & Greeks · refreshes every 30s · Last —
Symbol
P/L Day
P/L Open
Cost
Trd Prc
Bid
Mid
Ask
IV
DTE
$ Delta
Theta
Totals
—
—
—
——————
—
—
Contracts, option pricing & Greeks · refreshes every 30s · Last —
Short Strike Range the price band where you keep ALL your short premium at expiry
No short options in this portfolio.
Hedge Coverage how a crash hits you — a −20% ES drop vs. your true worst-case drop
Add futures + protective puts to a group to see hedge coverage.
Recovery Account war-chest capacity (chunks), drawdown runway, and the claims ledger
Set your recovery-account cash to see chunks, runway, and the claims ledger.
Call-Spread Roll-Down Monitor downturn sell/roll trigger · net-delta gated
Waiting for price…
Sim History
—
| Day | Date | Open | High | Low | Close (5p) | Settle (4p) | Δ Pts | Δ % | IV |
|---|
Time conventions: ES futures session = 6 PM ET prev day → 5 PM ET (23 hours, 1380 1-minute candles).
Options settle at 4 PM ET (CME special procedure, VWAP of last 30 seconds);
futures close at 5 PM ET. Option P/L Day uses 4pm-to-4pm BS-76 deltas in sim mode.
IV evolves daily via an empirical leverage model — see the IV column tooltip.
Channel drift caveat — daily moves are averages, not guarantees.
Daily annual vol of 35% (sim-selloff) ≈ 2.2% per day standard deviation. So a single
sim-selloff day can easily close up even though the drift is −2%, just from
random noise. A 1-std-dev day can swing ±2.2% on top of the −2% drift, meaning the
actual range is roughly −4.2% to +0.2%. About 16% of sim-selloff days will close up.
Bull/bear/choppy follow the same logic with their own drift + vol params.
Calendar Roll front/back-month gap vs. fair carry — when to roll your futures
Waiting for quarterly futures prices…
▼
Historical Market Stats
0DTE / pinned 25-pt strikes
—
Intraday Chain
Typical Day
Loading…
Intraday Chain: overlay of put_mid + call_mid for each captured strike on the selected day,
with ES market_price on the right axis. David Sun rate-of-expansion view — watch the slopes:
calls rising fast + puts decaying = uptrend signal; reverse for downtrend.
Typical Day: hour-of-day averages across the lookback window (ATM strikes only).
Rows with low
n (sample size) are dimmed but always shown — you decide what to trust.
Data accumulates since 2026-05-13; longer lookback = stronger patterns.