What this scenario is modeling
This sample scenario asks how a Netflix put could move if NFLX drops by $20 over 1 day.
It is a clean bearish single-name example for comparing a dollar-denominated stock move with the option's delta and volatility assumptions.
Current assumptions include delta -0.37, implied volatility 36%.
This is a Black-Scholes-style scenario estimate, not pricing truth.
Powered by Qurxa (pronounced KURK-sa).