Define
Enter the position, maximum acceptable loss, budget, target horizon, and minimum upside.
Objective-driven options intelligence
Turn a risk mandate into an executable hedge.
Hedge searches listed option structures, rejects candidates that violate your loss, budget, horizon, or upside constraints, and explains why the winning hedge ranks first.
✓ Constraint-first optimization✓ Transparent execution pricing✓ Institutional PDF reporting
HEDGE / DECISION ENGINE● MODEL READY
POSITIONMETA1,000 shares
MANDATE≤ 8%maximum loss
BUDGET$12Kmaximum debit
RECOMMENDED STRUCTURECollar
Score94/100
Loss target metWithin budgetHigh liquidity
3Optimized structures
20KMonte Carlo paths
95 / 99%VaR confidence levels
13Decision modules
A decision workflow, not a payoff calculator
From mandate to implementation in four steps.
Search
Evaluate executable protective puts, collars, and put spreads using ask-side long prices and bid-side short prices.
Rank
Filter infeasible structures, then rank the survivors on protection, cost, upside retention, and execution quality.
Explain
Review payoff, frontier, Greeks, stress tests, VaR, historical shocks, alternatives, and a downloadable report.
Decision intelligence
Built around the questions risk managers actually ask.
What does protection cost? How much downside remains? What exposure is retained? Why did this structure beat the alternatives?
Explainable optimizer
Shows why the selected hedge won and why each feasible alternative ranked lower.
Cost-protection frontier
Visualizes non-dominated structures and the incremental price of stronger protection.
Scenario laboratory
Changes the terminal stock move interactively and updates hedged versus unhedged outcomes.
Tail-risk analytics
Reports 95% and 99% VaR and CVaR from Monte Carlo terminal-price simulations.
Exposure analytics
Compares unhedged and net delta and calculates gamma, theta, vega, and model probabilities.
Historical shock replay
Applies the current expiration payoff to rolling historical return shocks.
Transparent by design
Every recommendation carries its assumptions with it.
Hedge distinguishes observed quotes from model-derived probabilities. It exposes bid-ask spreads, liquidity, contract coverage, volatility assumptions, risk-free rate, and omitted costs.
Open the decision engine →ExecutionLong at ask · short at bid
CoverageNo rounding into naked exposure
Risk modelBlack–Scholes + Monte Carlo
DisclosureLimitations included in every report
Start with the mandate
Launch Hedge →