Free tool · no signup · a model, not a forecast
Probability of Profit
Model the chance a structure is profitable at a chosen date — Black-Scholes prices plus Monte-Carlo terminal paths.
Legs
Side
Type
Strike
Premium
Probability of profit
—
Probability of touch
—
Breakeven(s)
—
Expected P&L
—
Loss chance
—
How to read
Profit
Loss
$0 breakeven
Max-profit cap
78%% of paths at cap
Hover a bar for its exact P&L range · path count
POP is a modeled probability under this IV snapshot. Delayed market data, a tool not a forecast, and never advice.