Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
Original Source - "Replicating Cornwall's $100k to $30m Strategy"
This script will calculate and plot the implied probability distribution for all future expiration dates of a given ticker symbol.
Enter your desired ticker symbol and presto!
You will need a polygon.io API Key. Use "QUANTGALORE" for 10% off!