Stress test
For every open option position, shock the underlying by each listed percentage and recompute the projected mark using a delta+gamma Black-Scholes approximation at assumed 30% IV. The aggregate row sums the per-position P&L across the book at each shock.
First-order estimate. Real stress testing needs the option’s local IV plus an IV-skew shift (vol rises in crashes). This page assumes IV stays flat. Useful for “am I net long or short deltas?” sanity, not for “what happens in a real crash?”