What-if analysis for options

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What-if analysis for options

Questions:

* What the price needs to be in order to break-even after a weekend, keeping IV constant?

* What the price needs to be in order to break-even after a weekend and IV increase of 2%?

* What the new ask price will be after 3 days and IV increase of 2%?

* What the new ask prices will be after 3 days and IV increase of 2% and price decrease of 1%?

* What the new ask prices will be after 3 days and IV increase of 2% and price increase of 1%?

Break-even chart:

PT_3days_2iv

 

 

New Ask price chart:

AAPL_day3_iv2_p1