Simulation Statistics

current price

years until expiration

monte carlo simulations

min

max

range

mean

median

mean increase

volatility

standard deviation

skewness

kurtosis

* red values are hardcoded asset statistics.

Outcome Distribution

Price Outcome Plot

Option Return Distribution

P/L Summary

Option Return Statistics

delta

relative risk

gains

partial loss

full loss

lowest return

first quartile

mean return

median return

third quartile

highest return