A position's breakeven is the stock price at expiration where it neither makes nor loses money: strike plus debit for a long call, short strike minus credit for a bull put spread, and two symmetric points for straddles. Probability math is evaluated at the breakeven, not the strike.
The gap between strike and breakeven is the premium's work: a credit spread's short strike can be breached at expiration and the position still profit, as long as the stock stays inside the credit's cushion. Careful probability-of-profit math evaluates the implied distribution at the breakeven using that strike's own volatility, one of the implementation details separating a useful POP from a decorative one.