Options Trading Tools

How much would my options portfolio lose if implied volatility dropped across all my positions?

Set the IV Move to Test

Then log each open options position's vega, direction, and contract count.

A move from 35% to 30% implied volatility is a -5 point move.

Your Result

Set the IV move you want to test and click Start to begin logging your open options positions.

How this is calculated

Risk & liability disclaimer: This calculator produces a mathematical estimate based on the numbers you enter. It is not financial advice and does not guarantee any trading outcome. Trading involves risk of loss, and past position sizing decisions do not predict future results. Trading Habits is not a broker-dealer, registered investment adviser, or tax professional, and is not affiliated with any broker, exchange, or data provider. We do not guarantee this tool is error-free or suitable for your situation. Always verify results independently and consult a licensed professional before making any trading or financial decision. You could lose some or all of the capital you trade with.