Simulate 5,000+ outcomes to calculate Win Rate and Expected Value.
Strategy
🎲 Monte Carlo Mode
Spot Price
$200
Implied Volatility
30%
Days to Expiration
45d
Underlying
Portfolio summary
Options: -1 PUT 210, +1 PUT 190
Preset based
Strike Prices
-1PUT
$210
Strike
$210
+1PUT
$190
Strike
$190
Run
final
n=0
POP
—
EV
—
p10
—
p50
—
p90
—
Note: This EV/POP is calculated based on "expiry payoff" (not mark-to-market). But it provides a strong intuition for learning.
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