Market Dashboard

Options Strategy & Market Analysis

静态演示快照 NVDA（数据截至 2026-09-03）—— 界面与交互同本地版一致；实时行情与分析运行需本地 python app.py。 去 Portfolio 页

Market Review

Return, volatility, and correlation summary for NVDA.

NVDA 2021-09 to latest

Portfolio

Optional option positions — Greeks, P&L at expiration, theta decay and risk metrics.

Positions
Ticker Type Expiry Strike Side Price Qty

Statistical Analysis

Scatter plots and dynamic correlations for NVDA.

Oscillation vs Returns Correlation
Oscillation vs Returns
High-Low Correlation
High-Low Correlation
Return-Oscillation Dynamics
Return-Oscillation Dynamics
Volatility Dynamics
Volatility Dynamics
Correlation Dynamics
Correlation Dynamics

Assessment & Projections

Forward-looking projections and P&L for NVDA.

Oscillation Projection
Market Projection
Projection Values
Close High Low iHigh iLow iHigh1 iLow1
2026-08-31 220.78 221.30 216.21
2026-09-01 217.44 220.41 215.10 232.30 212.77
2026-09-02 224.41 227.95 218.48 237.07 209.46
2026-09-03 228.45 230.40 224.75 240.74 206.91
2026-09-04 243.82 204.77 240.37 220.17
2026-09-07 246.54 202.88 245.31 216.73
2026-09-08 249.00 201.17 249.10 214.10
2026-09-09 251.26 199.60 252.29 211.88
2026-09-10 253.37 198.13 255.11 209.92
2026-09-11 255.34 196.76 257.65 208.16
2026-09-14 257.21 195.46 259.99 206.53
2026-09-15 258.99 194.23 262.17 205.02
2026-09-16 260.69 193.04 264.22 203.60
2026-09-17 262.32 191.91 266.15 202.25
2026-09-18 263.89 190.82 267.99 200.97
2026-09-21 265.40 189.77 269.75 199.75
2026-09-22 266.87 188.75 271.43 198.58
2026-09-23 268.28 187.77 273.06 197.45
2026-09-24 269.66 186.81 274.62 196.36
2026-09-25 271.00 185.88 276.14 195.31
2026-09-28 272.31 184.97 277.61 194.29
2026-09-29 273.58 184.09 279.03 193.30
2026-09-30 274.82 183.23 280.42 192.34
2026-10-01 281.77 191.40
2026-10-02 283.08 190.48
2026-10-05 284.37 189.59

Option Chain

Live option chain from Yahoo Finance. Select a ticker and load chain data.

  • Blue highlight — in-the-money side: calls when strike < spot, puts when strike > spot.
  • Green Prem% — stock must rise to break even; red — stock must fall.
  • Pale-yellow row — liquidity rated FAIR; dimmed strikethrough row — liquidity rated AVOID (worst of call/put side).
  • Spot divider — amber row marking where the current spot price sits among the strikes.
  • — — grey dash means no data for that cell.
Option filter
Spot Price — —
Expirations — Available maturities
Active Expiry — Days to expiry
Calls
Strike
Puts
IV%OIVolBidAskLastPrem
 
PremLastBidAskVolOIIV%

Set a ticker in the Parameters bar — option chain data loads automatically when you switch to this tab.

Volatility Analysis

Real-time IV surface, skew, OI profile, and expected move for NVDA.

Spot: 228.45 Expiries: 19 ATM: 227.5 2026-09-04 08:12 UTC
Key Metrics Snapshot
Metric Value
Spot Price 228.45
Nearest Expiry 2026-09-04
Nearest ATM IV 3.13%
25Δ Put Skew (near) 0.00%
Term Structure Slope 2.34%
PCR — near month (Vol) 0.598
Expected Move (near) N/A
Max Pain (near) 50
Volatility Premium (IV vs HV)
MetricValue
ATM IV3.13%
HV 10d58.92%
HV 20d45.37%
HV 60d41.37%
Vol Premium (IV/HV20)0.069
HV Rank (252d)91.7%
HV Term Slope (10d−60d)17.54
SignalNeutral (no clear directional edge)
Expected Move by Expiry
Expiry DTE ATM Straddle Exp Move Exp Move % Upper Bound Lower Bound
2026-09-04 0 $0.00 $0.00 0.00% 228.45 228.45
2026-09-09 5 $0.00 $0.00 0.00% 228.45 228.45
2026-09-11 7 $0.00 $0.00 0.00% 228.45 228.45
2026-09-18 14 $0.00 $0.00 0.00% 228.45 228.45
2026-09-25 21 $0.00 $0.00 0.00% 228.45 228.45
2026-10-02 28 $0.00 $0.00 0.00% 228.45 228.45
2026-10-09 35 $0.00 $0.00 0.00% 228.45 228.45
2026-10-16 42 $0.00 $0.00 0.00% 228.45 228.45
2026-11-20 77 $0.00 $0.00 0.00% 228.45 228.45
2026-12-18 105 $0.00 $0.00 0.00% 228.45 228.45
2027-01-15 133 $0.00 $0.00 0.00% 228.45 228.45
2027-02-19 168 $0.00 $0.00 0.00% 228.45 228.45
2027-03-19 196 $0.00 $0.00 0.00% 228.45 228.45
2027-06-17 286 $0.00 $0.00 0.00% 228.45 228.45
2027-09-17 378 $0.00 $0.00 0.00% 228.45 228.45
2027-12-17 469 $0.00 $0.00 0.00% 228.45 228.45
2028-01-21 504 $0.00 $0.00 0.00% 228.45 228.45
2028-06-16 651 $0.00 $0.00 0.00% 228.45 228.45
2028-12-15 833 $0.00 $0.00 0.00% 228.45 228.45
IV Smile (Nearest Expiry)
IV Smile
IV Term Structure
IV Term Structure
IV Surface
IV Surface
Skew Analysis (Nearest Expiry)
Skew Analysis
OI / Volume Profile
OI Volume Profile
Put/Call Ratio by Expiry
PCR Summary

Payoff Ratio

Return multiple per strike if the underlying hits your target by expiry (not probability-weighted).

Long Call / Long Put Payoff Ratio

Set a ticker in the Parameters bar — payoff data loads automatically when you switch to this tab.

Market Regime

Composite regime label derived from ^VIX (volatility) & SPY vs its 20-day SMA (direction). Pure labeling — no signals, no predictions.

Current Regime
Loading…
Coverage Summary
—
Recent Transitions
—

Simulation

Expiration P&L for every strike across a grid of maturities and implied volatilities. Priced with Black-Scholes and computed entirely in your browser — no server call, so it runs on the public GitHub Pages build too. Entry IV prices the premium; the forward vol (linked by default, or set separately) drives the P&L distribution.

Scenario Inputs
Blank = use the Parameters bar ticker.
Blank = live quote.
Comma separated. Blank = auto ladder.
DTE days or YYYY-MM-DD dates.
Comma separated — prices the premium.
Drives the P&L distribution. Blank = same as entry IV.
P&L at expiration
—
—
Entry premium — —
Breakeven — terminal price
Max profit / loss — per position
Prob. of profit — risk-neutral, at expiry
Payoff at expiration

Line colour encodes implied volatility, dash pattern encodes maturity. The highlighted line is the scenario shown in the hero metric.

P&L grid — strike × (maturity × implied vol)

Every cell is the position P&L if the underlying settles at the terminal price selected above. Pick a strike to chart its payoff.

Scenario detail — selected strike

Set a ticker in the Parameters bar — the simulation runs automatically when you switch to this tab.

Option Pricing Matrix

A hypothetical option-pricing grid: strikes down the rows, days to expiration across the columns, every cell showing the Black-Scholes price and the premium rate — the move the underlying must make to reach breakeven. No market data is loaded; every number below is computed in your browser from the four inputs.

Hypothetical Inputs
Underlying spot used for every strike.
Annualised, 0.1 - 500.
Annualised, -5 - 50.
1 - 100, floored at $0.01 a side.
ATM premium rate
—
—
1σ move — —
ATM call — —
ATM put — —
Grid — strikes × expiries
Side
How to read the matrix

Premium rate & pricing

  • Premium rate — call: (strike + premium − price) / price; put: (price − strike + premium) / price.
  • Mid is the Black-Scholes theoretical value; the fill moves half the spread away from it — at least $0.01, the smallest tick an option trades on, so cheap wing premiums still show a gap.
  • A seller's rate is therefore always lower than a buyer's.
  • Flip the Side switch above the grid to price the other side of the book.

Axes

  • X-axis — each column is an expiration term:
    • The header has three rows: 31D is days to expiration; ±7.1% is the underlying's 1σ expected move over that term (≈68% chance of landing within ±7.1%, computed as IV × √(DTE / 365)); below that, CALL / PUT labels the left and right halves of the column.
    • Each cell: the left half is the Call (price on top, premium rate below), the right half is the Put.
  • Y-axis — each row is a strike:
    • The first column is the strike; the second column is that strike's σ multiple relative to the reference term — the column marked with a bar above its header.
  • Hovering highlights the whole column and the whole row; clicking anywhere in a column (cell or header) makes it the σ reference, and it keeps the bar until another one is picked. From a focused header, ArrowLeft / ArrowRight step along the date axis.

设置上方四个输入后点击 Recalculate，即可生成期权定价矩阵。