Simulate price paths for a multi-leg combination with configurable drift, volatility, and horizon.

Replay the historical P&L of a multi-leg option position and decompose it by greeks.

Switch between break-even and historical PnL of the straddle for a chosen maturity.

Visualize greeks of multi-leg option positions as a function of index and time-to-maturity.

Visualize delta, gamma, theta, vega, and vanna across one or more maturities.

Select a single option and analyze its historical mark PnL between two points in time.

Explore option break-even prices and N(d2) for a selected maturity.

Heatmap of funding/basis against index. Evaluate carry P&L between two points in time.

Compare futures basis against index and annualized carry over time.

Price options against your own drift and variance-risk-premium assumptions and compare to the market.

Price a binary payout from a selected Thalex option and compare index price, strike, fair value, and mark-to-market PnL.

Simulate a dfollow bot that tracks an option delta with a future or option hedge instrument.