What the calculator models
OptCurve models profit or loss at expiration from the underlying price, strike, option type, premium, position side, contract count, and contract multiplier. It is an educational scenario tool, not an order-entry or pricing system.
Expiration equations
For a call, intrinsic value is max(underlying price − strike, 0). For a put, intrinsic value is max(strike − underlying price, 0). A bought option subtracts its premium; a sold option adds its premium. The result is multiplied by contract size and the global multiplier.
What is not included
The model does not simulate time value before expiration, implied volatility changes, Greeks, interest rates, dividends, early exercise, assignment, bid-ask spreads, fees, taxes, liquidity, or slippage. Real outcomes can differ materially.
How to use results responsibly
Change one assumption at a time, inspect the full curve, compare maximum loss with account size, and independently verify contract specifications. Never treat a chart as a recommendation or guarantee.
Explore the free OptCurve calculator
Model expiration payoff, compare up to four strategies, and identify breakeven levels using your own assumptions.
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