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 explain the local sensitivities behind an estimate. They are useful guideposts, but they change as the stock price, time to expiration, and implied volatility change.
OptionsPeek preserves those contribution values in the Greeks Breakdown so the starting sensitivities remain visible even when a more complete repricing method is used for the final estimate.
Adaptive repricing
For local scenarios, OptionsPeek uses the entered or fetched Greeks as a transparent approximation. When the move is large, the time horizon is material, or the fixed-Greek result would hit the zero-price floor, OptionsPeek attempts a full Black-Scholes-style reprice at the target stock price, remaining time, and selected IV.
A user-entered current option price remains the starting price anchor. OptionsPeek applies the model's relative repricing instead of silently replacing that value, and the Estimate Summary identifies when adaptive repricing was used or could not be completed.
Market-data freshness
Fetched contract details can change quickly. OptionsPeek identifies market-data freshness where available, while manual and Qurxa-entered values remain editable and authoritative.
Market data availability, data coverage, exchange conditions, delayed feeds, and stale quotes can affect what fields are available and how useful a scenario is.
Known limitations
Adaptive repricing reduces the error caused by holding Greeks fixed across large moves or meaningful time horizons, but it does not predict future IV, spreads, dividends, liquidity, exercise behavior, or event risk.
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.