Project what your call or put option will be worth at any stock price, on any date, at any implied volatility — including post-earnings IV crush. Works for any stock and any listed option: enter the five things your broker already shows you, or drop in a screenshot.
Each cell: option value at that stock price (rows) on that date (columns). Green = above your mark price, red = below. Last column is expiration (intrinsic value only).
This tool prices options with the Black-Scholes model — the same math behind the Greeks and theoretical values your broker displays. Implied volatility (IV) is solved automatically from your option's mark price, so it adapts to any stock, from low-volatility blue chips to high-IV earnings plays.
What is IV crush? Before a known event like earnings, options carry extra premium because a big move is possible. Once the event passes, that uncertainty disappears and implied volatility drops sharply — often overnight. An option can lose value even when the stock moves in your favor. Enter a lower scenario IV to see exactly how much move you need to overcome the crush.
How do I estimate post-earnings IV? Look at the IV of an expiration dated after the next one — it carries less event premium and is a reasonable proxy for where front-month IV lands after the announcement.
Accuracy and limits. Values are theoretical mid-prices; real fills differ by the bid/ask spread. Dividends and early exercise of American options aren't modeled, which mainly matters for deep in-the-money options on dividend payers. This is an educational tool, not financial advice.