The toolkit
Make the assumptions visible.
Simple tools for clearer decisions. All calculations happen in your browser. Market inputs are illustrative; replace them with your own assumptions.
Broken wing butterfly
Long 1 lower strike, short 2 middle strikes, long 1 upper strike. Same option type and expiry.
Expiration intrinsic payoff only, in the currency of your inputs. Premium is per underlying unit; fees apply once to the entire position. Gross strike notional is a scale measure, not delta exposure or required capital. Maximum loss here is not broker margin. Early assignment, pin risk, settlement, liquidity and slippage can change realised outcomes. OIC: butterfly mechanics and risks.
Standard deviation distance
Put a target price in context using an annualised volatility estimate.
One-sigma move = spot × annualised IV × √(calendar days / 365). Distance = (target − spot) / one-sigma move. This is a zero-drift arithmetic approximation with constant IV, not a probability of profit, touch estimate or forecast. Real returns have skew, jumps and changing volatility. A lower arithmetic band can be negative; prices cannot.
CPF savings projection
A simplified accumulation scenario for savings you choose to model.
Projection by year
Monthly interest accrues on the balance before each month-end addition and is credited at year-end. The fixed 4% default references the current SA/MA/RA base rate checked 29 October 2026; it is an assumption for future years, not a guarantee. OA has a different rate. This model excludes extra interest, account allocation, salary contribution rules, age-based changes, contribution/top-up limits, housing withdrawals, retirement-sum transfers and CPF LIFE payouts. Monthly additions are amounts allocated to the savings being modelled, not total salary contributions. Inflation-adjusted value is in today's S$. CPF interest rates. For individual benefits and payouts use CPF Board.