Quantitative Finance · Research & Education

The Payoff Curve

Options mechanics, derivatives pricing, and strategy concepts.

Channel

The Payoff Curve on YouTube Video breakdowns of options mechanics, strategy payoffs, and the quantitative tools behind them. New analysis regularly.

Selected Projects

Payoff Diagram Builder Build any options strategy leg by leg — calls, puts, stock — and see its payoff curve at expiration: max profit, max loss, breakevens, and net premium. Presets for the classics. CALLS · PUTS · SPREADS · CONDORS The Greeks Lab One option, five lenses: delta drawn as a live tangent line, gamma as its curvature, theta as the decay clock, vega and rho as sensitivities you can drag. Black–Scholes, computed as you type. DELTA · GAMMA · THETA · VEGA · RHO Box Spread Yield Indicator Live-ish implied financing rates from SPX (USD) and EURO STOXX 50 (EUR) box spreads, with an interactive borrow/lend calculator including commission drag — plus the Italian tax angle nobody else covers. SPX · ESTX50 · BOX SPREADS · IMPLIED RATES Wheel Strategy Calculator Cash-secured put and covered call calculator — type in price, strike, and premium from your broker and get breakeven, annualized return on capital, and assignment odds. Works with any ticker. CSP · COVERED CALLS · ANY TICKER

Writing

Research Notes on Substack In Progress Long-form written companions to the channel: derivations, backtests, and strategy deep dives. Launching soon.