DeskPrep
EXCELintermediate~50 min

Hedging Scenario Matrix

Build a scenario matrix showing position risk and the hedge required across spot moves.

The scenario

You're long a book of call options and the desk head wants to know one thing before lunch: what happens if spot moves, and what hedge keeps you flat? Build the scenario grid — reprice across a band of spot moves, show the share hedge at each node, and find the scenario that hurts most.

Where this shows up

Scenario-and-hedge analysis on an options book is a core options-trading take-home at firms of this type.

options trading desksoptions market makers

Firms such as Optiver, IMC.

DeskPrep is not affiliated with, endorsed by, or sponsored by any named firm. Firm names are used for illustrative, educational purposes only and do not imply that these materials are official assessments of, or are connected with, those firms.

Task brief

README.md
# Hedging Scenario Matrix

**Role relevance:** Options trading-desk take-home.
**Estimated time:** 50 minutes  ·  **Difficulty:** Intermediate  ·  **Format:** Excel (.xlsx)

## What you are given
- `hedging_scenario_matrix_starter.xlsx` — a **Brief** tab, a **Formula Help** tab, an assumptions box and a **Scenario grid** template. Amber cells are yours to complete.

## What you must deliver
1. Reprice across a -10%..+10% spot grid via helper columns (d1, d2, N(d1), N(d2))
2. Position PnL vs base, book delta and hedge shares at each node
3. Worst case via INDEX/MATCH
4. Two charts — PnL vs shock and hedge shares vs shock — and a one-line interpretation

## Submission note
The Formula Help tab gives the Black-Scholes-in-Excel patterns. The solution workbook shows every formula and both charts.

Your tasks

  1. 01Reprice the option across a −10%…+10% spot grid (hold vol and rates constant).
  2. 02Compute the position PnL versus the base case at each node.
  3. 03Compute the book delta and the share hedge that flattens it at each node (helper columns: d1, d2, N(d1), N(d2)).
  4. 04Use INDEX/MATCH to report the worst-case PnL, its shock and the hedge there.
  5. 05Chart Position PnL vs spot shock and Hedge shares vs spot shock, then interpret the worst case.

How you're assessed

Reprices correctly across the grid3 pts
Position PnL versus base2 pts
Delta and hedge shares per node3 pts
Worst case and its hedge identified1 pt
Readable, heatmapped grid1 pt
Total10 pts

The full points-based mark scheme is included with the pack.

What you'll learn

  • How an option book's value and delta change as spot moves.
  • Why the hedge is dynamic — the changing delta across nodes is gamma.
  • How desks stress a position before they put it on.

Study alongside