Strategy Comparison
CRR 100-step American · overlay P&L vs spot AND over time · vol overrides per strategy
Strategies (max 3)
P&L vs Spot — at today
Each strategy plotted with its own color. Strikes drawn as dashed verticals. Current spot = bold dashed black.
P&L Over Time — at Spot $—
Each strategy's P&L decay from today to its expiry, holding spot constant. Vertical dashed line = today.