Software to Visualize Option Value Across Time

Discussion in 'Options' started by chaunceygardner, Mar 16, 2011.

  1. I am trying to execute on a complicated 8 leg option strategy. While the payoffs are relatively easy to visualize, is there a software to visualize option value across time for given changes in price?

    I am thinking it will likely be a 3D software that will plot option values for all combinations of price & time. Of course, you could make it more complicated and also have a variable to visualize volatility but at this point, I am really trying to just map potential option values across time & price.
  2. Check out thinkorswim. Once you put on your position you can go to the analyze tab, advance the time, change volatility on some of your legs or move the current underlying price and see the result.
    It's a awesome platform for that type of analysis/test
  3. gztanwei


  4. Thanks for the useful spreadsheet. I've been looking for something similar.