Strategy Evaluator

Configure trade parameters and evaluate options strategies

Underlying Asset

Ticker Symbol

Tesla Inc.

Current Stock Price (S₀)

Auto-fetched from OptionCharts.io

Expiry Date

Days to Expiry:0 DTE

Manual Input

Bollinger Bands (20, 2σ)

Upper Band (BB_upper)

Lower Band (BB_lower)

RSI (14)

Interpretation

Neutral

0 Oversold50100 Overbought

Custom Trend Indicator

Custom Formula / Override Value

Supports: EMA_20, EMA_50, SMA_200, ATR, MACD

Define your price target distribution

Expected Mean Return (μ)

% ann.

Your expected annualized return for the period

Volatility (σ)

% ann.

Annualized volatility (e.g. from BB width or IV)

Skewness (γ₁)

Negative = left-skewed, Positive = right-skewed

Kurtosis (γ₂)

Excess kurtosis (0 = normal tails)

Monte Carlo Settings

Simulations

Random Seed

0 strikes

Moneyness:

Import CSV

No options chain loaded. Select a ticker and expiry, then click "Fetch Options Chain".

50,000 simulations × 0 strikes × 2 strategies