Option Trade Tracker

Rules

Configure a rule set and run a modeled backtest.

Symbol Start End

Strategy Entry Frequency

Target DTE Spread Width Contracts

Strike Method Short Strike Distance % EM Multiple

Vol Lookback Days Credit Model Credit % of Width

Risk-Free Rate % Commission / Contract Price Vol Lookback

Profit Target % Stop Loss x Credit Exit DTE

Uses underlying candles only. Expected-move strikes use rolling realized volatility from the underlying, not historical option IV. Black-Scholes RV prices are theoretical marks, not historical bid/ask fills. Manual width credit remains available for rough assumption testing.

Equity Curve

Cumulative modeled P/L from closed trades.

0 trades

Trade List

Modeled entries, exits, strike selection, and P/L.

Entry	Exit	Strategy	Entry Spot	Exit Spot	Short Strikes	Credit	Exit Reason	P/L