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Price Prediction Engine + options valuation

Options Simulator 2.0

Build a new strategy or enter an existing trade, automatically resolve the remaining market time, simulate all four Price Prediction Workbench models, and translate every underlying path into option value and strategy P/L.

v2.7.1-pq-safe-capture
Simulated research only. The fast terminal repricer still uses the entered IV plus the selected shift, while Quant Intelligence separately checks live bid/ask spreads, the fitted volatility surface, P-vs-Q probability differences, regime/tail risk, and American exercise pressure when data are available. Exact fills, discrete dividends, pin mechanics, margin calls, and taxes can still differ materially.

1. Underlying and timeframe

Choose the ticker and target. The ladder expiration follows the resolved analysis session, including weekends and NYSE holidays.

Latest reference price 770.99 Market data through 2026-08-28 3:45 PM ET
Advanced Price Prediction settings

3. Underlying Price Prediction forecast

This forecast loads before strategy entry so its projected levels can be used when choosing option strikes.

Ticker XSP Next available session close
Forecast endpoint 2026-08-31 4:00 PM ET Intraday · 26 units
Market data through 2026-08-28 3:45 PM ET Yahoo Finance ^XSP intraday
Forecast refreshed 2026-08-30 1:12:42 PM ET 800 paths/model · 3200 pooled
Current observed price 770.99 Live prediction anchor
All-model median 771.31 52.1% finish above anchor
Consensus 36.7879th percentile 769.33 (1 ÷ e) × 100
Consensus 73.5759th percentile 775.04 ((1 ÷ e) × 100) × 2
Consensus 25th percentile 767.19 Pooled lower quartile
Consensus 75th percentile 775.31 Pooled upper quartile
Consensus 5th percentile 761.13 Pooled lower band
Consensus 95th percentile 781.37 Pooled upper band

Change the ticker, timeframe, resolution, or engine settings above, then press Refresh price & forecast before selecting strikes.

4. Strategy or current-trade legs

Entry premium is your original fill. Current mark is optional; when blank, Outlytic uses its model mark. Each leg can have its own expiration and IV.

Option ladder — quick strategy builder

Click a Long or Short button beside any strike to add that option. Click an active button again to remove it. The selected legs appear in the manual editor below for premium, IV, and expiration changes.

0 of 12 legs selected
This is a fast strategy-entry ladder, not a live bid/ask chain. The automatic ATM center rounds the reference price to the nearest whole strike. Blank premium fields continue to use Outlytic model marks.
Calls Strike Puts
Long Short Long Short

Selected legs and price inputs

Every selected option uses the same aligned row. Enter the original premium and optional current mark without opening a separate card.

1
Up to 12 legs · four underlying models · option repricing on every terminal path