OptionsPeek Scenario Page

SPY put estimate if SPY drops 3%

Estimate how a SPY $540 put for June 20 could move if the stock falls 3% over 1 day. Review the scenario and option assumptions in OptionsPeek.

What this scenario is modeling

This sample scenario looks at a SPY put and estimates what could happen if the ETF falls 3% over 1 day.

Use it as a simple downside example to see how bearish option scenarios can be framed with percent moves, delta, and implied volatility assumptions.

Current assumptions include delta -0.34, implied volatility 21%.

This is a Black-Scholes-style scenario estimate, not pricing truth.

Ticker

SPY

Contract

put $540

Expiration

June 20

Stock Move

-3%

Explore a few other sample option-move pages built to show how different tickers and move types can be modeled.