Risk Disclosure

Options Risk

Options trading involves substantial risk including loss of capital, volatility shifts, liquidity constraints, and assignment risk.

Model Risk

• –Rankings, scores, exposure metrics, and simulations are generated algorithmically and may not reflect real-time market conditions, liquidity, or execution realities. These outputs are research tools and must not be interpreted as trading instructions.
• –Quantitative models may fail or misprice risk.
• –Vol regime shift / term-structure steepening
• –Correlation breakdown between instruments
• –Gap risk into front expiry window

Execution Risk

Execution outcomes may differ from model estimates due to slippage and liquidity.