A 3D P&L surface for a six-month NVDA iron condor
Recorded in cvforge on June 18, 2026 by ConvexValue · Published July 25, 2026
P&L across both time and spot for a short NVDA iron condor, as a 3D surface with an implied-volatility control to run the scenario that actually matters.
Exact prompt
I am considering selling 6-month iron condor on NVDA. Give me a dashboard with a 3d graphic that lets me visualize my pnl across time and spot price. I want to be able to control IV to see what happens in different scenarios. I want to be able to control the legs of the iron condor.
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
Fields used
fair_market_value, strike_price, expiration_date, contract_type, break_even_price, implied_volatility, delta
How to read it
A flat payoff diagram shows expiration only, which is the one day a six-month position is least likely to be judged on. The third axis is time, and it turns the diagram into what the position looks like on the way there.
The implied-volatility control is the point of the build. A short condor is short volatility, so the scenario that hurts is not the underlying drifting — it is volatility rising while the underlying drifts. Holding volatility constant, as a static diagram does, hides the main risk of the trade.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Where it went next
The build did not stop at the first prompt. Each follow-up below was typed into the same session, against the same running app.
Follow-up 1
Follow-up prompt 1
Add a payoff diagram for the selected strangle (P&L vs price at expiration, with break-evens marked).
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- Payoffs use Massive fair market value estimates. FMV is not an executable price, so premiums, P&L and break-evens are theoretical.
- Curves before expiration depend on an implied-volatility assumption held constant; in practice volatility moves with price.
Related demos
- Finding a poor man’s covered call on NVDA
- QQQ, SPY and IWM straddles compared year to date
- A month of P&L on an SPX 7300–7400 strangle
Search focus: iron condor 3d pnl across time and price. Related: nvda iron condor scenario dashboard, option pnl surface with iv control. Originally posted on X.