How do I simulate an index fund?

Open this page and use the live Delta Hedging Sim tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.

Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.

Can I use my own numbers?

Absolutely — every input is adjustable, and with data import you can drive an index fund from your own measurements.

Use case · powered by Delta Hedging Sim

Delta Hedging Sim for an index fund

Simulate an index fund live in your browser. This runs the real Delta Hedging Sim solver — adjust the inputs, watch it respond instantly, and export the result. No install, no account.

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Black Scholes

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Black-Scholes Option PricingLive

fair value + the Greeks

Controls

Presets

Spot price S

Strike K

Time to expiry (yr)

Risk-free rate

Volatility σ

The Black-Scholes formula prices a European option from spot, strike, time, rate, and volatility. The Greeks measure sensitivity: delta to price, gamma to delta, vega to volatility, theta to time decay. Educational tool — not investment advice.

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Data Inspector

Call price$8.01

Put price$6.03

Delta (call)0.580

Gamma0.0221

Vega (per 1%)0.276

Theta (per day)-0.024

Governing equation

C = S N (d_{1}) - K e^{- r T} N (d_{2}) = 100 \cdot 0.580 - 100 e^{- 0.020} \cdot 0.510 = $8.01

Reading this result: Spot 100 vs strike 100 makes this call at-the-money (intrinsic value 0.00). A higher volatility σ (now 25%) and a longer time to expiry (now 0.50 yr) both raise the option's value by adding time value — more room for the underlying to finish favorably. As the option moves deeper in-the-money its delta approaches 1 and it behaves like the underlying itself.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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Option Payoff

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Option Strategy PayoffLive

profit/loss at expiry

Controls

Presets

Center strike

An option strategy's payoff diagram plots profit or loss against the underlying price at expiration. Combining calls and puts at different strikes shapes the curve — capping risk, capturing volatility, or generating income. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

Max profit$5.00

Max loss$-5.00

Net debit/credit$5.00

Legs2

Governing equation

Π (S) = i \sum q_{i} [max (S - K_{i}, 0)_{call}, max (K_{i} - S, 0)_{put} - p_{i}], K = 100

Reading this result: Both profit and loss are capped, so this is a defined-risk position — you trade unlimited upside for a known worst case.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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About this simulation

The full Delta Hedging Sim tool models an index fund with the same numerics engineers and scientists use — running entirely client-side. Change any parameter and the result updates in real time, so you can build intuition, check a design, or teach the concept without spreadsheets or installs.

More you can do with Delta Hedging Sim

Delta Hedging Sim for a stock option Delta Hedging Sim for a retirement fund Delta Hedging Sim for a mortgage Delta Hedging Sim for a bond ladder Delta Hedging Sim for a crypto portfolio Delta Hedging Sim for a savings plan Delta Hedging Sim for a startup valuation Delta Hedging Sim for a loan payoff

Other ways to simulate an index fund

Black-Scholes for an index fund Option Payoff for an index fund Monte Carlo (GBM) for an index fund Efficient Frontier for an index fund Value at Risk for an index fund Bond Pricing for an index fund

Frequently asked questions

How do I simulate an index fund?: Open this page and use the live Delta Hedging Sim tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.
Is it free?: Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.
Can I use my own numbers?: Absolutely — every input is adjustable, and with data import you can drive an index fund from your own measurements.