Scanners, simulations, probability tools and backtests — tools to explore and understand options strategies.
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What's inside
Each tool is built around a specific question a trader asks before placing a trade. OptionBench is an educational platform — all tools are designed for learning and analysis, not financial advice.
Weekly overview
Two-week calendar showing upcoming earnings, macro events, and CPS expirations from all scanners — today highlighted, so you always know what's coming before it moves the market.
Scanners
Find the best pre-earnings option setups — Double Diagonal, Calendar Put ATM and Long Straddle ATM — ranked by historical win rate.
Find the best pre-event option setups for ETFs — Calendar Put ATM and Long Straddle ATM — ranked by historical win rate around FOMC, CPI, NFP and ISM releases.
Scan all ETFs and find the best Credit Put Spread setups right now, ranked by Probability of Profit and composite score.
Analytics
Compute the Probability of Profit of a specific multi-leg option strategy — spread, condor, straddle… — before placing the trade.
Finds the most similar historical market regimes and builds a probability distribution of future prices — regime-aware, more adaptive than Monte Carlo.
Backtests
Test how a specific option strategy would have performed on a given ticker over historical data. Validate your understanding before ever risking real capital.
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 learning 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 help aspiring traders understand options through simulation and analysis, building knowledge and confidence before ever risking real capital.
— Romuald P., Creator of OptionBench
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