Book a demo

See the risk · Lavender Desk

Options scenario analysis, risk slides and stress tests

The book repriced across the moves you care about, on shock sets the desk defines rather than a vendor's defaults. Whole desk, or name by name.

A spot-by-vol grid of P&L or any dollar greek

The risk slide a desk reads every morning: a risk matrix across spot and vol, showing P&L or any dollar greek in each cell.

Each name's P&L across spot moves

Risk slides by underlying — the morning sheet, name by name.

The desk's own shock ladders

Custom shock sets, in percent or in standard deviations, set once and run everywhere.

How the smile moves with spot

Vol dynamics inside every scenario, and time rolled forward in trading days so theta decay lands where the calendar puts it.

Monte Carlo, with the 5% tail loss

Value at risk across the book, the move that breaks you, and historical stress events replayed on today's positions.

What-if: an idea priced into the book before it is sent

Pre-trade what-if analysis against the real book, so the question is what it does to the desk rather than what it does on its own.

The rest of the loop

Lavender Desk is execute, see the position, see the risk, and trade again — on one screen. Every feature group →

Options risk management for trading desks. One engine behind Lavender Desk, Terminal, Gateway and Discord.


© 2026 Lavender Trading Solutions LLC · 30 N. Gould Street, Ste. 64595, Sheridan, WY 82801
Lavender Terminal is an analytics tool and does not provide investment advice.