NQ Synthetic Short-Call Analyzer

Live market (delayed)

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NQ front future—

NDX spot—

NDX 52-wk range—low → high

2029 put chain—

Structure

every field is editable — live values pre-fill, you can override

Short NQ futures (contracts) NDX future price (pts) NDX spot (pts) Put expiry year Put strike (pts) Short NDX puts (contracts) Put premium received (pts) Days to put expiry Risk-free rate (%/yr) NDX dividend yield (%/yr) Mark horizon (days) Roll cost / quarter (pts)

Position metrics

Payoff & risk

P&L (USD) vs NDX level · short future = $20/pt, NDX put = $100/pt

Scenario table

combined P&L at the mark horizon and at 2029 expiry

NDX move	NDX level	Short future	Short puts	P&L @ horizon	P&L @ 2029

Provenance & assumptions

Futures & spot: Yahoo Finance delayed chart API via this site's /api/quotes edge function.
2029 put quotes: Nasdaq.com delayed NDX index option chain via /api/chain.
Implied vol is solved from the live put bid/mid; the horizon curve marks the put with Black-Scholes (European approx; NDX options are European cash-settled). Numbers shown are computed live, never fabricated — fields that fail to load show an error and accept manual entry.
Margin shown is a transparent Reg-T-style estimate, not your broker's SPAN/portfolio number; SPAN recognizes the short-future/short-put downside offset and will typically be lower.
Quotes are delayed (typically 15 min). Do not trade off this page.