Probability of Profit Calculator
Lognormal probability that the underlying finishes beyond your breakeven — POP for any defined breakeven trade.
Formula
POP uses the risk-neutral lognormal — close enough for trade screening. High POP always pairs with poor reward:risk (you're selling tail insurance); the product of POP × average win versus loss is what actually decides expectancy.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Disclaimer: This tool is for general informational and estimation purposes only and is not professional financial, tax, accounting or legal advice. All figures are estimates — verify with a qualified professional before making decisions. Read the full disclaimer.
Need probability of profit calculator results fast? Analysts, founders, traders and finance professionals use the Probability of Profit Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Probability of Profit Calculator
Lognormal probability that the underlying finishes beyond your breakeven — POP for any defined breakeven trade. POP uses the risk-neutral lognormal — close enough for trade screening. High POP always pairs with poor reward:risk (you're selling tail insurance); the product of POP × average win versus loss is what actually decides expectancy. The governing relationship is P(S_T > B) = N(d₂) with K = breakeven. The Probability of Profit Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Probability of Profit Calculator
- 1Enter Spot price, Breakeven price, You profit if price is…, Implied volatility (%), Days to expiry, Risk-free rate (%) into the Probability of Profit Calculator.
- 2The result is computed automatically using P(S_T > B) = N(d₂) with K = breakeven — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Probability of Profit Calculator?
- ✓Computes probability of profit calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Probability of Profit Calculator?+
Probability of Profit Calculator uses P(S_T > B) = N(d₂) with K = breakeven. POP uses the risk-neutral lognormal — close enough for trade screening. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Probability of Profit Calculator need?+
Enter Spot price, Breakeven price, You profit if price is…, Implied volatility (%), Days to expiry, Risk-free rate (%) and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Probability of Profit Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Probability of Profit Calculator?+
High POP always pairs with poor reward:risk (you're selling tail insurance); the product of POP × average win versus loss is what actually decides expectancy.
What is the Probability of Profit Calculator based on?+
The method follows authoritative sources: Hull — risk-neutral probabilities. The formula and references are shown on the page so you can verify and cite the result.
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