Volatility Rank & Percentile Tracker
Computes the IV Rank and IV Percentile for a given set of historical volatility data to help traders...
Probability of Touch Calculator
Estimates the approximate probability that an underlying asset will reach a specific price point (to...
Expected Move Estimator
Computes the expected move for an underlying stock over a chosen time horizon using its implied vola...
IV Cone Visualizer
Visualizes how historical realized volatility has behaved compared to the current implied volatility...
Skew & Term Structure Analyzer
Visualizes implied volatility skew across different strikes and the term structure across multiple e...
Delta-Neutral Hedge Planner
Helps traders construct delta-neutral positions using options and the underlying stock by calculatin...
Custom Multi-Leg Strategy Builder
Build and analyze any custom combination of calls and puts across different strikes and quantities t...
Calendar Spread Optimizer
Compare short-term vs. long-term options to find optimal calendar spread setups, analyzing theta ben...
Ratio Spread Analyzer
Analyze multi-leg ratio spreads (e.g., 1x2 call spread, 2x3 put spread) by visualizing the asymmetri...
Synthetic Arbitrage Detector
Identifies potential synthetic arbitrage opportunities by comparing actual market prices to their th...
Covered Straddle Planner
Helps traders analyze a covered straddle (short call + short put with owned stock), calculating net ...
Iron Butterfly Calculator
Evaluates the risk/reward profile of an Iron Butterfly position, showing potential profit, loss, and...
Bear Put Spread Evaluator
Analyzes a bear put spread strategy for bearish traders, calculating net debit, max profit, and brea...
Bull Call Spread Analyzer
Calculates and visualizes potential outcomes for a bull call spread, including net debit, max profit...