In the real world what is more likely to take shape is uncertainty about the underlying price movement, but more certainty about users buying options. We simulate 5000 paths of an underlying asset at a price of 3000 and a put option with a strike of 3000 expiring in 50 days with a drift rate of 0, resulting in OTM, ATM, and ITM scenarios in the first column. Afterwards, we stochastically simulate trading behavior of agents buying and selling on the AMM, resulting in imbalances between option tokens (Total Balance A) and stablecoins (Total Balance B) in the middle column with a drift rate of -0.1( meaning that, on average, there were 10% more option buyers than sellers over 50 days). In the third column we show an LP's expected impermanent gain/loss within 95% confidence intervals with protocol fee revenue outlined separately.