Options Strategy Builder
Build a multi-leg structure over the persisted NSE option chain and study its settlement payoff, breakevens and net premium. Analytics only — never a recommendation, order, or margin calculation.
Payoff curves show settlement value at the front expiry. Same-expiry legs settle at intrinsic value; a calendar's back-expiry leg is valued with the Black-Scholes model at a fixed 7% risk-free rate and that leg's chain implied volatility — a disclosed modelling assumption, not a market quote. Breakevens come from a numeric scan at 0.05% steps with linear interpolation.
An outcome without a mathematical bound is labelled Unbounded rather than clipped to a number. Premiums default to the persisted chain's last traded price and can be edited; missing source premiums stay empty. This page is educational research analytics — it places no orders, computes no margin, and makes no recommendation.