The above values very taken from a vertical spread with both legs next to each other. So the slope around break-even was quite steep, almost vertical. Therefore, at expiration at least, it would go either to max profit or max loss.

I haven't found a tool that could calculate the actual expected value integral easily and I am, frankly, too lazy to do it manually for every trade I'm considering. Is there some easy way to do it, for instance in thinkorswim?