Options backtester

Options Strategy Backtester

Black-Scholes pricing with real historical data. Runs entirely in your browser.

Parameters

Ticker

Underlying price (S0)

Strike price (K)

Expiry 30 days

Risk-free rate 5%

Volatility 20%

Type

Strategy

Contracts

Uses Black-Scholes pricing. Data from Alpaca.

Set parameters and click "Run backtest" to see results.