Watch an option position live through a simulated market, step by step.

Chainwalk walks a multi-leg position across a stochastic path and shows the P&L and twelve greeks move. Every price is a bid or an ask, and the spread and the commission are charged the moment you get in.

Build a scenario Open an example

SIMULATED

Materialising the reference scenario, 500 steps of SPX.

The difference

The curve above starts below zero. A calculator that shows a position at zero the moment it opens is marking it at the midpoint, a price nobody would have traded with you. Chainwalk charges the spread at entry and says so.

Many expirations alive at once. Dailies, weeklies and monthlies on one tape, each with its own ladder of strikes, expiring as the walk passes them.

Ten stochastic models. Geometric Brownian, jump diffusion, Heston, mean reversion, GARCH and more, or a price series of your own, replayed.

Twelve greeks, live. Delta to color, for the whole position, updated on every step of the walk. They come from the model, not from the quote.

How it works

1
Choose a model. A symbol, a starting price, a walk model with its parameters, a schedule of expirations and a seed. The same inputs always give the same tape.
2
Open a position. Buy at the ask or sell at the bid from the chain, or apply a preset. The cost of entry, spread and commission, is on screen before you press anything.
3
Press play. The P&L, the payoff and the greeks move step by step. Close when you like, save the run, and share it with a link that unfurls into its card.