P/L Simulator

Calculate current profit/loss using Black-Scholes pricing with Greeks

Strategy

Market Parameters

Quick Start Presets

Start level 25,000, one lot (65 units) per leg. Start values are round, illustrative numbers, not current levels. Enter the figures from your broker’s option chain.

Option Legs

No legs added yet

Validation Errors:

  • Strategy must have at least one leg

Quantity is counted in units: one lot of Nifty 50 is 65 units. Values before expiry are Black-Scholes estimates at the volatility you enter; the premium on your broker’s option chain will differ.

Index options in India are European-style and cash-settled, which matches the model. Stock options are physically settled at expiry.

As of 2026-11-02. Source: Index lot sizes: NSE circular NSE/FAOP/70616 and BSE notices