Pick a Win Rate. See the Price Range.
The Options Seller Cheat Tool turns a probability of profit into a price map. Pick a win rate, say 80%, and it shows the price range a stock has historically stayed inside through every option expiration over the next 45 days. It is built for anyone selling premium who needs to know where to place a strike and how often price has actually respected that level.
Most option sellers pick strikes off the implied move or a gut feel for how far the stock can travel. The implied move assumes a tidy bell curve the market priced in, but real stocks do not move in tidy bell curves. They gap, they trend, and they fall faster than they rise. The decision-relevant question is not what the model assumes, it is how far this ticker has actually traveled by each expiration when conditions looked like today.
That is why the price range is not symmetric and not fixed: how wide it runs depends on the volatility regime, how far out the expiration sits, the direction, and the ticker. A 30-day price range in a calm tape is a different animal from the same 30 days with the VIX elevated. The tool plots two cones at once, a Close range you would need to hold through expiration and a wider Touch range that price never even tapped, and filters both to today's VIX, moving-average, and RSI regime so the range reflects the market you are actually trading.
A probability-of-profit dial, an asymmetric price range at every option expiration in the next 45 days, paired close and touch cones, and one-click filtering to today's VIX, moving average, and RSI regime.
Dial a probability of profit from 50% to 95% and the price range redraws to match.
The range the stock stayed inside at every real option expiration within 45 days.
A closing-price range and a wider intraperiod-touch range plotted together.
Built from the stock's actual past returns, so the upper and lower legs can differ.
Auto-filtered to today's VIX bucket, 5-day MA position, and RSI(14) reading.
Uses the actual options calendar, with holiday-shifted Fridays snapped to the right date.
Pick the win rate you want to trade at. The cone redraws to show the price range that has historically contained the stock that often.
Each upcoming expiration gets its own upper and lower bound. Use them to place short strikes outside the range price has respected at that probability.
Selling to hold through expiration? Read the Close range. Worried about getting tagged intraperiod? Read the wider Touch range. Match the cone to how your strategy actually loses.
Before placing the trade, confirm the VIX, moving-average, and RSI filters reflect today. Override any of them or reset to current so the historical sample matches the market you are in.
We welcome inquiries from traders, investors, institutions and affiliates
interested in learning more about our tools.