Scenario inputs
Each estimate starts with a contract and a scenario: ticker, call or put, strike, expiration, base stock price, stock move, time horizon, option price, Greeks, and implied-volatility assumptions where available.
When market data is available, OptionsPeek can resolve evergreen scenario intents into current listed contracts. When it is not available, manual and Qurxa-entered values remain first-class inputs.
Greeks and IV assumptions
Delta, Gamma, Theta, and Vega help explain why an option estimate changes. Delta and Gamma reflect directional stock movement, Theta reflects time decay across the scenario horizon, and Vega reflects implied-volatility changes.
The model is best viewed as Black-Scholes-style scenario math plus explicit user assumptions. It is a planning estimate, not a live options market or a guarantee of execution value.
Market-data freshness
Fetched contract details can change quickly. OptionsPeek tries to keep canned scenario pages evergreen by resolving current contract data at use time instead of relying on old static strikes.
Market data availability, provider coverage, exchange conditions, delayed feeds, and stale quotes can affect what fields are available and how useful a scenario is.
Known limitations
Large stock moves, near-expiration contracts, event-driven volatility, wide spreads, low-liquidity contracts, and abrupt IV repricing can make Greek-based estimates less reliable.
Use OptionsPeek to frame ranges and assumptions. Do not treat any estimate as a precise forecast, recommendation, or substitute for reviewing the live option chain.