Volatility Shock Lab - Updated 2026-07-31
Use a transparent Black-Scholes-style approximation to separate option value before, value after, directional move, time decay, and volatility contraction.
Implied-Volatility-Crush Simulator
Use a transparent Black-Scholes-style approximation to separate option value before, value after, directional move, time decay, and volatility contraction.
If a call gains intrinsic value from a stock move but implied volatility falls sharply, the lost extrinsic value may offset part or all of the directional gain.
The useful question is not whether one metric looks good. It is whether the full risk, reward, cost, timing, and recovery math still make sense when the trade behaves badly.
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