Stress Test
Scenario-based loss projection — directional, volatility, time, event.
Standard Scenarios
| Scenario | Δ Value | % Equity | Top loss | Top gain |
|---|---|---|---|---|
SPY +5% Δ 5.0% · IV -2pts · 0d | $21.6k | 20.70% | -$747 · AAPL 240920P 195 | $10.2k · QQQ 240920C 470 |
SPY -5% Δ -5.0% · IV +4pts · 0d | -$17.5k | -16.82% | -$7.88k · QQQ 240920C 490 | $1.29k · AAPL 240920P 195 |
SPY -10% Δ -10.0% · IV +10pts · 0d | -$31.0k | -29.75% | -$20.0k · QQQ 240920C 490 | $3.11k · AAPL 240920P 195 |
VIX +10 pts Δ -2.0% · IV +10pts · 0d | -$3.46k | -3.32% | -$4.41k · QQQ 240920C 490 | $1.16k · NVDA 240920C 135 |
Volatility +20% Δ 0.0% · IV +8pts · 0d | $3.74k | 3.59% | -$1.63k · QQQ 240920C 490 | $2.02k · QQQ 240920C 470 |
Time decay 30d Δ 0.0% · IV +0pts · 30d | -$7.51k | -7.20% | -$1.97k · NVDA 240920C 135 | -$342 · AAPL 240920P 195 |
Event Scenarios
| Scenario | Δ Value | % Equity | Top loss | Top gain |
|---|---|---|---|---|
Tech earnings miss (-8%) Δ -8.0% · IV +6pts · 1d | -$27.0k | -25.89% | -$14.4k · QQQ 240920C 490 | $2.23k · AAPL 240920P 195 |
Hot CPI print Δ -2.5% · IV +4pts · 1d | -$8.47k | -8.13% | -$3.90k · QQQ 240920C 490 | $693 · AAPL 240920P 195 |
FOMC hawkish surprise Δ -3.5% · IV +5pts · 1d | -$11.8k | -11.34% | -$5.59k · QQQ 240920C 490 | $970 · AAPL 240920P 195 |
High-β sells off 1.5x SPY Δ -5.0% · IV +8pts · 1d | -$15.9k | -15.26% | -$8.72k · QQQ 240920C 490 | $1.50k · AAPL 240920P 195 |
Custom Scenario
Underlying %
%
IV points (±)
pts
Days forward
d
Estimated P&L
-$18.8k
-18.05% of equity
Top losses
- QQQ 240920C 490-$8.27k
- QQQ 240920C 470-$4.92k
- TSLA 240712P 220-$2.51k
Top gains
- AAPL 240920P 195$1.26k
- NVDA 240712C 145-$677
- AMZN 240816C 185-$1.41k