Home Backtest Monitor Fixed Strike Surface Variance

AlphaVols Backtester

Backtester

Price SPXW option strategies from historical 15:45 volatility surface snapshots.

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Backtest Window

Only dates with a saved 15:45 fit are selectable.

Start Date

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End Date

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Portfolio Legs

Use either delta or absolute strike for each leg.

Leg 1

Choose strike mode

DTE

Delta %

Abs Strike

Call/Put

Qty

Roll Days

Interpolate