The solid line is P&L at expiry (green profit / red loss); the dashed teal line is today's value. The white line is spot, the gold dotted line is breakeven. The entry price is the Black-Scholes theoretical mark derived from OKX's IV.
Scenario Matrix · IV × spot
1σ ≈ $46 · cells show today's % return
OKX + BSM0s ago
▸ How is this computed?
Rows are IV shifts (vol points), columns are spot shifts (σ = the expected move). Each cell is the position's value today as a % return on entry cost. Green is profit, red is loss. It shows vega and gamma effects in one view.
Position Greeks · total
OKX + BSM0s ago
Δ DELTA
-0.592
directional
Γ GAMMA
0.0115
delta speed
Θ THETA
−$12
/day
ν VEGA
+$0
/1 vol pt
▸ How is this computed?
The combined sensitivity of all legs (at spot): Δ directional exposure, Γ rate of delta change, Θ daily time decay, ν sensitivity to IV.