Compute · Transform · Analysis & Finance
Compute the dilution impact of a pre-money option pool top-up
A function that computes the effective (pool-adjusted) price per share and the share of dilution borne by existing holders when a new option pool is created on a pre-money basis.
You receive: A pure function optionPoolShuffle(input) -> { effectivePricePerShare, poolShares, postMoneyShares, existingDilutionPct } graded on hidden cases.
Part of Pitch Investors
What's verified: STUD verifies the pool-adjusted price-per-share and dilution-incidence math is internally consistent on hidden inputs. STUD does NOT judge how big the option pool should be or whether the pre-money basis is fair to founders.
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Example
A sample of what this play produces. Your result is generated for your inputs.
Inputs
Illustrative worked example: STUD is a pre-seed, unincorporated, sole-founder venture (founder Dan Schmitz) with no cap table and no committed round, so every figure here is illustrative. The $1,000,000 raise is the illustrative target on file; the $4,000,000 pre-money, the 10,000,000 founder shares, and the 10 percent pool are scenario values. Arithmetic recomputed against the tasks.py optionPoolShuffle reference oracle, 2026-08-13: post-money is 5,000,000, so investors take 20 percent, and a 10 percent pool created pre-money leaves existing holders 70 percent. Post-money fully diluted shares are 10,000,000 / 0.70 = 14,285,714.29, the pool is 1,428,571.43 shares, the effective price per share is 4,000,000 / 11,428,571.43 = 0.35 against a headline 0.40 (a 12.5 percent haircut), and existing holders bear the full 30 percent dilution: the pool shuffle shifts the entire pool cost onto them because the pool is carved out before the money comes in.
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