options-implied-probability
A tool for generating probability distributions for future stock prices based on options data. It uses Python to calculate probability density and cumulative distribution functions, helping analyze market risks and uncertainties.
Features
Probability Distribution Generation
Generates probability distributions for future price actions of publicly traded securities based on implied data from option prices.
Customization through Parameters
Allows users to specify a variety of parameters, such as current price and number of forecast days, to customize the probability distribution analysis.
Algorithmic Analysis
Uses statistical models to produce implied probability density functions (PDFs) and cumulative distribution functions (CDFs) from options data.