Scanners, Monte Carlo simulations, and probability tools — built to show you what a trade is actually worth before you place it.
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Each tool answers a specific question a trader asks before placing a trade. OptionBench is a research and analysis tool, not financial advice.
Overview
Daily opportunity map ranked by win rate — every scanner alert for the day, sorted by historical edge. Start every session knowing what to act on.
Every entry date from every scanner in one two-week calendar. You always know what's coming and when to act on it.
Scanners
Screen implied volatility across the universe to find where options are unusually expensive or unusually cheap relative to their own history.
Find pre-earnings setups ranked by backtested win rate and average return across past cycles. Every candidate shows its full history — not just the average, but the dispersion — plus a live cheapness gauge telling you whether the trade is priced richer or cheaper than it usually is at this point in the cycle.
The same approach applied to macro events: FOMC, CPI, NFP, ISM, PCE. Backtested win rates on ETFs, entry timing derived from the actual NYSE calendar, and per-cycle charts so you can see how consistent the edge really is.
Searches option strategies across ETFs and ranks them by expected value over maximum risk — not by win rate. A high probability of profit tells you how often you win, not whether the trade is worth taking. BOSS optimises for the second question.
Options Tools
Pick a ticker, get the strategies that currently make sense on it, with the numbers behind each one.
Enter any multi-leg position and get a full diagnostic: probability of profit, expected P&L at both implied and realised volatility, loss profile, liquidity check, and a live payoff chart. It tells you when a position looks fine and when it doesn't — including the cases where a high win rate is hiding a negative expectancy.
Extracts the probability distribution the market is currently pricing, straight from the option chain. What are the odds the underlying finishes above or below any level you choose — according to the market itself, not a forecast model.
Method
Everything runs on the same Monte Carlo engine, simulated under implied or realised volatility. Positions are priced conservatively — at the bid/ask rather than the mid — so the tool is never more optimistic than your actual fill.
There is no predictive AI here, and there won't be. OptionBench doesn't forecast direction; it tells you what a trade is worth under transparent assumptions, and shows you where the numbers disagree with your intuition.
Behind the product
For years, I studied options trading using tools and methods I had to build myself. The only way to stay disciplined, understand risk, and evaluate strategies with real mathematical rigor.
I built OptionBench to bring all of those analysis tools into one place: accessible, simple to use, and grounded in data-driven simulations. It's the tool I wish I had when I started.
My goal is to make the maths behind a trade visible before you place it — not to predict where the market goes, but to show you what you are actually being paid for the risk you are taking.
Romuald P., Creator of OptionBench
Community
Every OptionBench subscription includes access to a private Discord — trade discussion, scanner questions, and a direct line to the team.
Your invite link is in your subscription confirmation email and in your account page.
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$49/month
$529/year
$44/month, billed annually
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FAQ
Disclaimer
OptionBench is a research and analysis tool, not an investment advisor. Nothing on this site constitutes investment advice or a recommendation to buy or sell any financial instrument. Backtested and simulated results are hypothetical and do not guarantee future performance.