Strategy analyzer — type in a trade and it shows the odds and the shape of the outcome:

• POP (probability of profit) — the estimated chance the trade ends with any profit. High POP is not the whole story — see EV.
• Expected value (EV) — the average result if you did this trade many times. This is the number that matters. A trade can win often (high POP) yet have a negative EV because the rare losses are big.
• Credit / Debit — cash you receive up front (credit) or pay (debit).
• Max profit / Max loss — the best and worst the trade can do. For these defined-risk trades, both are capped.
• Breakevens — the prices where you neither make nor lose money. The payoff chart shows profit above the flat line, loss below.

Greeks calculator — how one option reacts:

• Δ Delta — how much the option moves when the stock moves $1 (also ≈ its chance of finishing in-the-money).
• Γ Gamma — how fast Delta itself changes. Θ Theta — how much value it loses each day (time decay — good for sellers, bad for buyers). Vega — how much it moves when volatility changes.

Position sizing — tells you how many contracts keep your risk within a chosen % of your account. A simple guardrail so one trade can’t hurt too much.

Everything here uses the standard Black-Scholes model — a widely-used estimate, not a prediction of the future.