The SCOTS program displays a simulation of entered trades. This quickly shows what the position is worth intrinsicaly, at expiration, and on the listed date in the TODAY box of the instrument section. By changing the number of days to expiration a quick simulation can be run to evaluate the equity value for that day.

In the picture below the ratio call spread has an intrinsic value of $94,625 if the underlying price is 1270 or lower at expiration. The Simulatin date of May- 29 -2001 shows what the equity values would be at different market prices from 1290 down to 1250.