Portfolio Hedge Calculator

Size protective puts to cushion portfolio drawdowns and see net P&L across scenarios.

Assumes long protective puts. Weights sized off hedge %. Use for approximation only.

Results

Hedge Amount
—
Lots Required
—
Portfolio P&L
—
Option P&L
—
Net P&L
—
Net %
—
Drawdown vs Hedge P&L
Black = portfolio, orange = option, green = net. Hover to inspect.
Metric Value