OptionForge
Risk

Risk Disclosure

Corporate identity: OptionForge is a software product owned and operated by NeuroQuant Financial Technologies Inc. References to OptionForge identify the product; NeuroQuant is the owner/operator where a legal entity is required.
Current distribution model: OptionForge itself is free to download from Microsoft Store. OptionForge does not charge a subscription or purchase price for the current public release. Third-party broker, market-data, exchange, connectivity, or other external-service charges may still apply under those providers' terms.

This Risk Disclosure explains important limitations and risks related to options analytics, model outputs, market data, probability views, Greeks, strategy charts, and trading decisions.

Last updated: August 24, 2026Support: [email protected]Free Microsoft Store distribution
Options and derivatives can involve substantial risk. Do not rely on OptionForge as a substitute for broker review, professional advice, or independent validation.

Page sections

Core risk warning

Options and derivatives can involve substantial risk. Certain strategies can lose the entire premium paid, lose more than the premium received, produce assignment or exercise obligations, create large margin requirements, or generate losses greater than expected from simplified payoff charts.

OptionForge calculations are analytical estimates based on inputs, assumptions, models, and data availability. They do not guarantee real market outcomes.

No investment advice

OptionForge does not recommend trades, positions, strikes, expirations, brokers, account types, strategies, hedges, tax treatment, or portfolio allocations. Users must make independent decisions and consult qualified professionals where appropriate.

Options strategy risks

  • Short options can involve assignment risk, early-exercise risk, margin calls, and losses that may exceed premium received.
  • Spreads, condors, butterflies, calendars, diagonals, ratio structures, synthetics, collars, and repair trades can behave differently under changing volatility, dividends, borrow costs, liquidity, and time decay.
  • Covered strategies can still lose money because the stock or underlying can decline, gap, halt, or move beyond expected ranges.
  • Protective strategies can fail to offset losses due to cost, strike selection, expiration mismatch, liquidity, slippage, taxes, or execution timing.

Model and probability risk

  • Black-Scholes-style, binomial, Monte Carlo, Greeks, volatility, probability cone, implied-volatility surface, GEX, and scenario outputs are model-dependent.
  • Small input changes can cause large changes in Greeks, probability, convexity, tail-risk, and scenario results.
  • Models can break down during illiquid markets, market stress, volatility shocks, rate changes, corporate actions, earnings, dividends, hard-to-borrow conditions, or abnormal spreads.
  • Past volatility, implied volatility, and backtests do not guarantee future movement or future liquidity.

Market data and provider risk

Quotes, chains, bid/ask values, implied volatility, open interest, dividends, interest rates, and underlying prices may be delayed, stale, incomplete, incorrectly mapped, manually entered, cached, or unavailable. Users must validate data against their broker or trusted source before trading.

Execution, liquidity, and broker differences

  • Displayed theoretical values are not executable prices.
  • Bid/ask spreads, depth, routing, auction behavior, halts, broker restrictions, fees, margin, commissions, taxes, and order types can materially alter results.
  • OptionForge does not submit, route, guarantee, clear, or settle orders.

User acknowledgment

By using OptionForge, the user acknowledges that analytical software cannot eliminate market risk, model risk, data risk, execution risk, tax risk, legal risk, or user-decision risk.

Related legal and support pages