Options probability sandbox
This page estimates simple ITM/OTM context from your manually entered broker quote, strike, days, and volatility/move estimate. It does not use stale ANNbroker public prices for order decisions.
Options involve risk. These calculations are rough educational context only. They are not a recommendation to sell puts, buy calls, sell calls, buy puts, or enter any options order.
Inputs
Output
Enter values from your broker/exchange screen. Do not use stale public quote data for orders.
What will be added to stock pages
- Rise/fall over one week: locked until backtesting validates a direction model.
- Sell put OTM/ITM odds: requires current price, strike, expiry, IV or validated historical model.
- Call ITM/OTM odds: requires current price, strike, expiry, IV or validated historical model.
- ATR movement range: allowed as movement context, not direction prediction.