/option-probability-distribution

Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore

Primary LanguagePython

Option-Implied Stock Price Probability Distribution

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!