options-strategy

You can backtest covered calls, protective puts, straddles, strangles, iron condors, butterflies, and calendar spreads by running the engine on your underlying price data to generate daily PnL and aggregate portfolio Greeks.

Black-Scholes options backtesting tracks portfolio Greeks by deriving theoretical option prices across multiple legs, calculating aggregate risk metrics, and exporting them as artifacts for comprehensive risk analysis and reporting.

Yes, you can simulate daily PnL for multi-leg spreads like iron condors and butterflies by defining the portfolio legs and running the backtest engine to evaluate performance using the Black-Scholes pricing model.

To backtest volatility trading with straddles and strangles, you need historical underlying price data to input into the Black-Scholes engine, which then generates theoretical prices, equity curves, and Greeks artifacts for review.

Yes, the options backtesting engine supports hedging strategies by simulating covered calls and protective puts, computing theoretical prices via Black-Scholes, and tracking portfolio Greeks and PnL for risk management analysis.

When backtesting option portfolios, the engine exports artifacts including equity curves, trade logs, and Greeks data, enabling detailed performance review and risk reporting for your derivatives strategies.