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Proving Ground · the tool · builder · BTC / ETH

Calculator options and strategy builder (BTC/ETH)

Assemble a position from individual legs and see its shape at once: the most you can make, the most you can lose (known in advance), where the breakevens sit. Two P&L curves — now and at expiry — with time and volatility sliders. Everything is computed in your browser, nothing goes anywhere. Strikes, expiries and premiums are live: pulled automatically from Deribit, the largest crypto options exchange, so you build the position at real prices rather than textbook examples. Deribit is our partner: signing up through this link gets you −10% off fees; it does not affect the calculations.

An educational risk-visualisation tool. Not investment advice, not order execution. Calculations are model-based (Black-Scholes, r=0).

Connecting to Deribit…
1 · Position basethe asset and its current price (spot) — the diagram is built around it
edited by hand
2 · Presetswill fill the legs with a typical structure — edit by hand from there
3 · Position legscall = a bet on a rise · put = a bet on a fall / insurance · premium = the price of the ticket
TypeSideStrike $ExpiryQtyPremium $IV %
4 · Payoff diagramcyan = profit zone · red = loss zone · hover for the P&L
P&L versus the price of the underlying
Add a leg to build the diagram
now (BS value) at expiry (intrinsic) current spot
maximum profit
(at expiry)
maximum loss
(at expiry)
breakeven points
(zero P&L at expiry)
net premium
5 · Position greeksmodel-based (Black-Scholes, r=0) · summed across all legs · depend on the time/IV sliders · for 1 contract = 1 BTC/ETH

Delta (Δ)

direction: how far the P&L moves per $1 move in the asset

Gamma (Γ)

how fast Delta changes (per $1)

Theta (Θ) / day

value decay per day ($)

Vega (ν) / 1% IV

sensitivity to +1 point of volatility ($)

A glossary without jargon

Call
A bet on a rise. You buy a call and profit if price goes above the strike.
Put
A bet on a fall, or insurance. You buy a put and profit if price drops below the strike.
Buy / Sell a leg
Buying — you pay the premium and hold the right. Selling — you receive the premium and take on the obligation (and the risk).
Strike
The price the option payout is measured from.
Premium
The price of the “ticket” — what the option itself costs.
Time value
The gap between the “now” and “at expiry” curves: while time remains, an option costs more than its intrinsic value. The time slider shows that premium melting away.
Maximum loss
The most you can lose — in a bought position this is known in advance and capped at the premium.
Privacy
Partnership: Deribit and Hyperliquid — our links get you −10% / −4% off fees; it does not affect the analysis.
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