Analysis Tools

Data, software, and charting tools.

The Expected Return Calculator

$249.00

Use statistical analysis to evaluate potential positions

The Expected Return Calculator is McMillan’s proprietary analytical software that uses statistical analysis to evaluate complex option positions, in order to give the trader an idea of whether or not there is a probability of success in a trade.

$249.00

The Probability Calculator

$99.00

Simulate the probability of making money in your stock or option position.

McMillan’s Probability Calculator is low-priced, easy-to-use software designed to estimate the probabilities that a stock will ever move beyond two set prices—the upside price and the downside price—during a given amount of time. The program uses a technique known as Monte Carlo Simulation to produce estimates that assess the probability of making money in a trade, but can also be used by traders to determine whether to purchase or sell stock, stock options, or combinations thereof.

$99.00

Option Evaluation Software

$125.00

Determine theoretical option prices with this advanced Black-Scholes Calculator

Larry McMillan stresses in his seminars and books that option traders must always trade with a model. The Option Evaluation Software is that model. Using the Black-Scholes model, The Option Evaluation Software calculates option values and related statistics, such as implied volatility and "the Greeks,” and displays them in a clean, easy-to-read grid-like display. It is a necessary piece of software for any serious option trader.

$125.00

The Strategy Zone

$24.95

Put-Call Ratio Charts, Volatility data, Option Analysis and Much More

The Strategy Zone is the subscription section of our website designed for "do it yourself" option traders. Updated on a daily basis, The Strategy Zone contains valuable data on stock, index, and futures options including trading candidates for covered writes, naked put sales, straddle buys, and calendar spreads.

$24.95

Option Workbench

$59.90

An advanced software tool used to analyze the daily data reports on the Strategy Zone 

Option Workbench integrates the data from the Volatility Extremes, Volatility Skews, Volatility History, Unusual Volume and Greeks reports into a spreadsheet like table. The table can be filtered and sorted in order to zero in on potential trading opportunities. The Calendar Spreads, Covered Call Writes, Naked Puts and Straddle Buys files are also available for filtering and sorting. 

$59.90