Stock Options Probability Calculator

Estimate the chance an employee stock option is in the money at a future liquidity event using strike price, current share price, vesting stage, and expected volatility.

Last updated: 2026-03-27

Stock options probability calculator

Enter your values

Estimate in-the-money odds and current vesting exposure for an employee option grant.

Probability In The Money

Enter current price, strike, volatility, and vesting stage to estimate the grant's probability profile.

Calculation History(0)

No calculations yet. Complete a calculation to see it here.

Example calculations

Tap an example to prefill the calculator with sample values.

Late-stage startup grant

$24 share price on a $12 strike

Useful when a grant is already comfortably in the money but liquidity timing is still uncertain.

Result: Healthy in-the-money odds with meaningful spread already on the vested portion

Underwater growth-company grant

$8 current price on a $10 strike

Shows how quickly equity planning changes when the common price slips below the grant price.

Result: Probability can still recover over time, but the current intrinsic spread is zero

How the employee-option probability model works

The calculator estimates the chance the future share price lands above the strike at the selected liquidity horizon, then pairs that probability with your current intrinsic spread and vesting stage.

This keeps the output focused on employee-equity planning rather than retail option trading. Company-specific tender discounts, taxes, and exercise-window constraints can still change the real decision materially.

Stock option probability FAQs

Use the output as a planning screen, not as a tax or exercise recommendation.

How is probability in the money estimated?

The calculator uses a simplified log-normal price-distribution model based on your current share price, expected volatility, and time to liquidity. It is a planning shortcut, not a company-specific fair-value model.

Does this work for ISOs and NSOs?

The probability math is the same here because the page is not modeling taxes. ISO and NSO exercise decisions can differ materially once you add AMT, withholding, and holding-period rules.

Why show vesting stage?

Because a grant that looks attractive on paper may still have limited realized value if only part of it is vested today. The vested overlay helps separate total upside from currently exercisable exposure.

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Pair employee-equity planning with neighboring options and dilution calculators.

Stock Option Greeks Calculator

Go deeper on option sensitivity once you want Delta, Gamma, Theta, Vega, and Rho.

Options Probability Calculator

Compare employee-equity planning with the broader retail options trade-probability model.

Stock Dilution Calculator

Layer grant economics against future share-count expansion and ownership dilution.

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Disclaimer

This calculator is for educational planning only and is not financial, tax, legal, or compensation advice.

Employee equity decisions can depend on taxes, company tender rules, lockups, and exercise-window deadlines that are not modeled here.