Single-Stock Perpetual Futures Risk & Funding Simulator

Model margin obligations, liquidation boundaries, 8-hour funding drift, and basis arbitrage returns for synthetic 24/7 equity perpetual contracts (NVDA, TSLA, AAPL, AMZN, and custom stocks).

Preset Scenarios:

Contract Risk Telemetry & Scenarios

Live Model Active
Notional Position Size $50,000 415.80 Share Contracts
Liquidation Price $97.40 -19.0% from current
Est. Net Funding Cost $675.00 -6.75% of your collateral
Breakeven Exit Price $121.87 +1.35% price move needed
Payoff Distribution & Liquidation Cliff 5x Long
Net PnL (After Funding) Gross Price PnL Liquidation Point
Hover or tap over chart to inspect precise stock exit prices and net returns.
Stock Price Shock Simulated Spot Gross Price PnL Net PnL (w/ Funding) Return on Margin (ROE) Margin Health Status
Ready. Position parameters calculated in real time.

How Single-Stock Perpetual Futures Function

1. The Spot Index & Mark Price Anchor

Perps derive fair value from a composite index price of the underlying equity during regular market hours, and an algorithmic order-book median during closed hours. The funding mechanism penalizes whichever side drives the perp price away from spot.

2. Dynamic 8-Hour Funding Formula

Funding Payment = Notional Size × Funding Rate. When the perp trades at a premium over spot (positive basis), Longs pay Shorts. When trading at a discount (negative basis), Shorts pay Longs. On high-beta equities like TSLA or NVDA, persistent bullish bias can yield 15-40% APR funding carry.

3. Isolated vs. Cross Liquidation

Liquidation occurs when your account equity falls below the Maintenance Margin Requirement: Equity < (Notional × MMR). Because equity stocks can gap 10-20% on overnight earnings announcements, high leverage (>10x) carries extreme gap risk before market open.

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