Barrier & Corridor Explorer

First-passage probability of price reaching a target before hitting a stop, via Monte Carlo GBM with Brownian-bridge correction.

Zero drift Constant volatility Continuous price — no gaps or jumps No transaction costs or slippage Barriers are absorbing

Scenario

Spot ($)

Annualized IV (%)

Upper H ($)

Lower L ($)

Leave blank to disable a barrier.

Horizon (m)

Step (m)

Paths

Vol Profile

Start Time

Brownian-bridge correction

P(H reached before L) — win probability

touch-without-breach (conservative): --

Corridor

Only Upper

Only Lower

Both

Hover to read values at any minute

From ($)

To ($)

P(a ≤ S_T ≤ b)

Drag on the chart to select a price range — or enter values manually above.