Any of the information displayed on this screen can be modified to give What-If capability. If you change the last the implied volatillity will recaluclate. Changing the IV a theoretical last will recalculate. Any strike price can also be changed.

Implied volatitlies can be changed using the volatility tables, implied volatility skew or manually.

From the instrument box in the SCOTS portfolio the listed infomation can be changed and recalculated providing the user with easy on screen what-if capabilities. Change market price, days to expiration, or volatility to see the impact on PnL and exposure.