How do I simulate a Monte-Carlo forecast?

Open this page and use the live Options Desk tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.

Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.

Can I use my own numbers?

Absolutely — every input is adjustable, and with data import you can drive a Monte-Carlo forecast from your own measurements.

Use case · powered by Options Desk

Options Desk for a Monte-Carlo forecast

Simulate a Monte-Carlo forecast live in your browser. This runs the real Options Desk solver — adjust the inputs, watch it respond instantly, and export the result. No install, no account.

For:Students Researchers Educators Engineers Hobbyists & Makers K-12 Students First Responders

Black Scholes

open full solver →

Black-Scholes Option PricingLive

fair value + the Greeks

Controls

Presets

Spot price S

Strike K

Time to expiry (yr)

Risk-free rate

Volatility σ

The Black-Scholes formula prices a European option from spot, strike, time, rate, and volatility. The Greeks measure sensitivity: delta to price, gamma to delta, vega to volatility, theta to time decay. Educational tool — not investment advice.

▶ Run in Python

Data Inspector

Call price$8.01

Put price$6.03

Delta (call)0.580

Gamma0.0221

Vega (per 1%)0.276

Theta (per day)-0.024

Governing equation

C = S N (d_{1}) - K e^{- r T} N (d_{2}) = 100 \cdot 0.580 - 100 e^{- 0.020} \cdot 0.510 = $8.01

Reading this result: Spot 100 vs strike 100 makes this call at-the-money (intrinsic value 0.00). A higher volatility σ (now 25%) and a longer time to expiry (now 0.50 yr) both raise the option's value by adding time value — more room for the underlying to finish favorably. As the option moves deeper in-the-money its delta approaches 1 and it behaves like the underlying itself.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

↓

Option Payoff

open full solver →

Option Strategy PayoffLive

profit/loss at expiry

Controls

Presets

Center strike

An option strategy's payoff diagram plots profit or loss against the underlying price at expiration. Combining calls and puts at different strikes shapes the curve — capping risk, capturing volatility, or generating income. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

Max profit$5.00

Max loss$-5.00

Net debit/credit$5.00

Legs2

Governing equation

Π (S) = i \sum q_{i} [max (S - K_{i}, 0)_{call}, max (K_{i} - S, 0)_{put} - p_{i}], K = 100

Reading this result: Both profit and loss are capped, so this is a defined-risk position — you trade unlimited upside for a known worst case.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

↓

Monte Carlo

open full solver →

Monte Carlo Price SimulationLive

geometric Brownian motion

Controls

Presets

Initial price S₀

Expected return μ

Volatility σ

Horizon (years)

Geometric Brownian motion models a price with constant drift and random volatility — the assumption behind Black-Scholes. Running hundreds of simulated paths reveals the full distribution of outcomes, not just an average. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

Median outcome$0

5th percentile$0

95th percentile$0

Governing equation

S_{t + Δ t} = S_{t} e^{(0.07 - \frac{0. 2 ^{2}}{2}) Δ t + 0.2 Δ t Z}, \tilde{S}_{1} \approx $0

Reading this result: Median outcome is about $0, just under the drift-only $107 — GBM compounds in log-space, so volatility always pulls the typical path below the average.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

or unlock everything with Pro →

About this simulation

The full Options Desk tool models a Monte-Carlo forecast with the same numerics engineers and scientists use — running entirely client-side. Change any parameter and the result updates in real time, so you can build intuition, check a design, or teach the concept without spreadsheets or installs.

More you can do with Options Desk

Options Desk for a stock option Options Desk for a retirement fund Options Desk for a mortgage Options Desk for a bond ladder Options Desk for a crypto portfolio Options Desk for an index fund Options Desk for a savings plan Options Desk for a startup valuation

Other ways to simulate a Monte-Carlo forecast

Black-Scholes for a Monte-Carlo forecast Option Payoff for a Monte-Carlo forecast Monte Carlo (GBM) for a Monte-Carlo forecast Efficient Frontier for a Monte-Carlo forecast Value at Risk for a Monte-Carlo forecast Bond Pricing for a Monte-Carlo forecast

Frequently asked questions

How do I simulate a Monte-Carlo forecast?: Open this page and use the live Options Desk tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.
Is it free?: Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.
Can I use my own numbers?: Absolutely — every input is adjustable, and with data import you can drive a Monte-Carlo forecast from your own measurements.