1
SPY · $780 Call
Exp 10/09 · 1 contract (100 shares)
LONGGTC limit sell
Bought at
$3.12
cost basis
Mark
$3.00
last mark
Option value
$300.00
mark × 100
Unrealized P/L
- $12.00
- 3.85%
Limit sell
$3.90
+ 25.0% · + $78.00
dissolotus / paperAgentic Cashsimulated
The daily trading cockpit.
A live-feed terminal for the Agentic Cash account - a $500 paper budget tracking a core watch universe, short-dated options, retail sentiment, and the quant models behind every setup. All quotes are demo ticks.
Robinhood Agentic Cash ·••••5955
Test accountCash buying power
$187.96available cash
A $500 test budget for paper trading. Values are supplied as demo data - no live brokerage connection, no real orders.
Portfoliocash $187.96 · $306.00 position
cash position$500.00 funded
Cash buying power$187.96
Position value$306.00
Test budget$500.00
Resting orders1 GTC sell
01 · Watch universe
Watchlist
connecting…
NVDA
NVIDIA
$133.92
-$2.28 today
AMD
Advanced Micro Dev
$152.19
-$6.21 today
PLTR
Palantir
$69.91
-$2.19 today
MU
Micron
$120.16
-$1.59 today
GOOG
Alphabet
$208.12
-$0.78 today
SPY
S&P 500 ETF
$600.61
-$2.79 today
CRWV
CoreWeave
$56.36
-$6.74 today
NBIS
Nebius Group
$46.01
+$1.41 today
02 · Options focus
1 - 3 DTE contract monitor
illustrative quotes · not live options data
Mean IV
51.8%
Mean HV (30d)
39.2%
Avg VRP
+6.9pts
Term skew
Front-loaded
| Contract | DTE | Strike | Type | IV | HV 30d | Δ | Γ | Θ | ν | VRP | Vol / OI |
|---|---|---|---|---|---|---|---|---|---|---|---|
| PLTR 04/15 72.0C | 1 | 72.0 | CALL | 71.5% | 46.2% | 0.57 | 0.041 | -0.086 | 0.31 | +13.2 | 2.4 |
| SPY 04/15 604.0C | 1 | 604.0 | CALL | 14.8% | 12.1% | 0.52 | 0.012 | -0.021 | 0.44 | +1.1 | 0.9 |
| NVDA 04/16 138.0C | 2 | 138.0 | CALL | 52.3% | 39.5% | 0.49 | 0.028 | -0.052 | 0.52 | +7.4 | 1.7 |
| MU 04/16 122.0C | 2 | 122.0 | CALL | 58.6% | 47.3% | 0.53 | 0.031 | -0.064 | 0.38 | +6.8 | 1.5 |
| PLTR 04/17 71.0C | 3 | 71.0 | CALL | 63.9% | 46.2% | 0.55 | 0.025 | -0.043 | 0.44 | +9.1 | 1.9 |
| AMD 04/17 160.0C | 3 | 160.0 | CALL | 49.7% | 43.8% | 0.50 | 0.022 | -0.038 | 0.47 | +3.8 | 1.2 |
Δ = delta · Γ = gamma · Θ = theta (per day) · ν = vega · VRP = implied minus 30d realized vol, a rough variance-risk premium. All values are illustrative placeholders for the monitor, not executable quotes.
03 · Sentiment & catalysts
Retail flow and the news tape
simulated sentiment · placeholder catalysts
WallStreetBets mood
68 /100
Net bullish
Chatter volume (24h)1.42k posts
Call / put OI skew1.34 call-heavy
Retail buy pressure62%
Retail sell pressure38%
Net retail flow (1h)+$18.4k
Catalyst & news feed
- 4mEARNINGSNVDA
Street raising Q2 data-center revenue estimates ahead of the print.
- 11mFLOWPLTR
Call volume spiked at the 72 strike, 1.9x average open interest.
- 19mMOVERSMU
Memory spot checks firming; HBM demand commentary positive.
- 27mMACROSPY
VIX easing near 14; rate-cut odds steady after the CPI data.
- 33mDILUTIONCRWV
Secondary filing watch; shares extended after a lock-up note.
04 · Trade audit
Conviction & audit log
simulated setups · illustrative, nothing executed
| Setup | Thesis | Quant read | Conviction | Logged | Status |
|---|---|---|---|---|---|
PLTR · 04/17 71C Call · DTE | IV expansion into catalysts; momentum tape, high VRP makes premium rich to sell into. | VRP +9.1 · Δ 0.55 | 78 | 09:44 ET | OPEN |
NVDA · 04/16 138C Call · DTE | HBM demand commentary firming; short-dated skew cheap vs 30d realized. | IV 52.3 < HV 39.5 · Δ 0.49 | 66 | 10:02 ET | OPEN |
SPY · 04/15 604C Call · DTE | Range low hold into CPI; index vol at lows, defined-risk upside. | VRP +1.1 · Δ 0.52 | 52 | 10:21 ET | WATCH |
MU · 04/16 122C Call · DTE | Memory spot firming, HBM cycle intact; needs a close over 124 to confirm. | Δ 0.53 · Vol/OI 1.5 | 58 | 10:39 ET | WATCH |
CRWV · 04/17 65C Call · DTE | Secondary overhang expected to clear; high beta AI-infra exposure. | IV 71 · VRP +12.4 | 44 | 11:05 ET | CLOSED |
Conviction is a 0 - 100 blend of quant edge (VRP, vol rank) and catalyst proximity. Scores drive the monitor, they are not an execution signal.
05 · Quant models
Volatility and execution models
illustrative parameters · research desk view
SABR volatility surface
surfaceStochastic α β ρ ν implied-vol interpolation across strike and tenor. Higher realized vol concentrates at low moneyness (skew) and short tenors (term front).
9497100103106
low IVhigh IV
Heston stochastic vol
hestonJointly models spot and variance with a mean-reverting CIR-style process. Captures vol clustering and the negative spot-vol correlation typical of equity indices.
κ mean-reversion2.40
θ long variance0.045
σ₍ᵥ₎ vol-of-vol0.35
ρ spot-vol corr-0.62
ν₀ initial variance0.06
Merton jump-diffusion
jumpAdds a Poisson jump layer on top of Brownian diffusion to price crash risk and fat tail premia in short-dated options.
λ jump intensity0.90 /yr
μⱼ mean jump-0.02
δⱼ jump st. dev0.08
σ diffusion0.012 /day
Almgren - Chriss execution
executionFront-loads trading to cut price-impact cost, back-loads to cut timing risk. The curve is the liquidation path for a 3-day unwind at the chosen risk aversion.
T horizon3 days
σ per-day0.015
η impact coeff2.0e-6
λ risk aversion1.0e-6
Transparency: this is a demo dashboard. Prices, ticks, options quotes, Greeks, IV, sentiment, catalysts, and trade records are simulated for illustration and are not live market data. Nothing here is connected to a real brokerage, no orders are placed, and the ••••5955 account figure is provided by you as a paper-cash reference only. Treat every number as illustrative unless you wire it to a real feed.