Options trading
Backtest an options trading strategy
Run a saved options draft with fixed dates, capital and fees. Explore the full curve, selected contracts and detailed trade events.
Explore →Build and backtest an algorithmic bear call spread
A bearish credit spread sells the lower-strike call and buys a higher-strike hedge.
Explore →Build and backtest an algorithmic bear put spread
A bearish debit spread buys the higher-strike put and sells the lower-strike put.
Explore →Build and backtest an algorithmic bull put spread
A bullish credit spread sells the higher-strike put and buys a lower-strike hedge. Size depends on risk and collateral, not credit received.
Explore →Build and backtest an algorithmic call calendar spread
A range rule buys a later-expiring call and sells a nearer-expiring call at the same target strike. Inspect different-expiration resolution and collateral.
Explore →Build and backtest an algorithmic call diagonal spread
A bullish rule buys a later ATM call and sells a nearer higher-strike call. Different expirations change the payoff and early-assignment exposure.
Explore →Build and backtest an algorithmic cash-secured put
A bullish trend rule writes one OTM put with sufficient starting cash for strike times multiplier. Inspect reserved collateral and buying power; received premium is not the risk budget.
Explore →Build and backtest an algorithmic covered call
Buy 100 SPY shares when stock holdings are empty, then write one higher-strike call during a bullish trend. Retain the stock when the call closes; inspect stock coverage and dividends separately.
Explore →Build and backtest an algorithmic iron butterfly
A range rule sells ATM call and put premiums with purchased wings. Inspect the actual center strike, both wing widths and all four close orders.
Explore →Build and backtest an algorithmic iron condor
A range rule combines a put credit spread and call credit spread. All four legs must share an expiration and close together.
Explore →Build and backtest an algorithmic long call butterfly
A range rule buys lower and upper calls and sells two center calls. The 1:2:1 ratio and resolved wing symmetry determine its expiration payoff.
Explore →Build and backtest an algorithmic long put
A bearish trend rule buys an ATM put and closes when the trend reverses or time runs short.
Explore →Build and backtest an algorithmic long straddle
A momentum trigger buys an ATM call and put. The move must cover both premiums and costs; direction alone does not decide the payoff.
Explore →Build and backtest an algorithmic long strangle
A momentum trigger buys an OTM call and put. Both premiums are at risk if the subsequent move is too small.
Explore →Build and test a bull call spread
Define the two call legs, inspect the debit and width, and test a vertical options spread in NexusTrade.
Explore →Build and test a long call
Select an underlying, expiry and strike, then test a purchased call with a declared premium budget.
Explore →Bull call spread expiration payoff calculator
Change both strikes, net debit and expiration price to calculate a matched call spread's expiration P&L, maximum loss and maximum gain.
Explore →Choose option strikes, delta and expiration
Define a repeatable strike and expiration selector, interpret delta and verify which contracts a historical test actually selected.
Explore →Create an options trading strategy
Turn an options idea into complete entry, contract-selection, allocation and exit rules. Build an inactive NexusTrade draft and verify what was saved.
Explore →Inspect an options backtest result
Trace an options backtest from entry signal to contract selection, filled orders and closing events. Review synthetic pricing, timing exclusions and drawdown.
Explore →Long call expiration payoff calculator
Change the strike, premium, expiration price, multiplier and position costs to calculate a purchased call's expiration P&L.
Explore →Observed quotes and synthetic options pricing
Understand observed bid and ask, modeled half-spreads, timing exclusions and missing quotes in a NexusTrade options backtest.
Explore →Options backtest cost sensitivity calculator
Estimate how commissions and assumed half-spread costs change P&L across repeated options entries and exits.
Explore →Options trading: build, backtest and inspect
Create an options strategy, explore completed historical backtests and inspect trades, pricing and strategy decisions.
Explore →Set options position size and exit rules
Translate a premium budget into whole contracts, inspect liquidity and buying-power bounds, and add complete trend and time exits to an options strategy.
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