Options Probability Calculator

Probabilities

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At 0 days to expiration the finish is fixed at the current price — the probabilities collapse to certainties.

In the money

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Short of target

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Touches the target before expiry

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Finish above

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Finish below

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Target distance

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Model probabilities from the implied volatility you entered — not a forecast. Real markets have fatter tails, so big moves happen more often than this implies.