Multi Strategy Comparison /Date21 Aug 2019/Posted ByDavid Love/Comment0/CategoriesUncategorized The options analysis tool enables you to perform “what if” scenario analyses by comparing two strategies, displayed in different colors, on the same pay-off diagram, like in the following example: The strategies compared can be for the same or different underlying assets. If the underlying assets, and hence the underlying asset prices are not related to each other, the tool will still let you compare the two strategies in a meaningful way by representing the underlying asset price as percent change from current pricThe impact of using different calculation models (Black-Scholes or Binomial) and different exercise styles (American or European) can also be observed by displaying two versions of the same strategy, but with different calculation models and exercise styles, on the same pay-off diagram. A slider-bar “control panel” lets you dynamically vary volatility, spot, strikes, time to expiration etc. while simultaneously observing the effect on strategy payoffs. Share this:Click to share on Twitter (Opens in new window)Click to share on Facebook (Opens in new window)Like this:Like Loading... featured