OptPoP — options probability & risk analyzer

OptPoP helps options traders see what a strategy actually looks like before they place it. Build a position from one to six legs — single options, credit/debit verticals, iron condors, straddles/strangles, calendars, or diagonals — enter a strike, days to expiration, and either an implied volatility or a market premium for each leg, and OptPoP computes:

• POP — the probability the position is profitable at expiration, integrated exactly over every profitable price interval.
• P50 — the probability of reaching 50% of max profit at any point before expiration, estimated with a Monte Carlo simulation.
• Probability of touch — the chance the underlying trades through each breakeven before the horizon.
• A live payoff diagram, the full Greeks (delta, gamma, theta, vega, rho), a probability distribution chart, a P&L heatmap, and concrete trade-improvement suggestions.

Every probability is a model estimate under Black–Scholes (lognormal) price dynamics — see how OptPoP works for the math behind each number. Single-leg calculations are free; connect a free Tradier token to pull real option chains, or use it fully offline in manual mode. OptPoP is an educational and analytical tool, not investment advice.

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