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Implied Distribution - Illustration
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Implied Distribution - Illustration
This tool calculates the risk neutral density implied in market option prices to determine the probability that future prices will lie in a given range
based on inputs supplied by user
Tutorial File: Implied Distribution Illustration.pdf
Contract Parameters
Current Spot Price
Time to Maturity (Years)
Interest Rate \((\%) \)
Dividend Yield \((\%) \)
Strike Prices
Minimum
At-The-Money
Maximum
Implied Volatility \((\%) \)
Minimum
At-The-Money
Maximum
Plot Type
PDF of Spot Prices
CDF of Spot Prices
CDF of Log-Returns
Table of Moments
Description
Ceq
LogNormal
Ceq Return
Normal
Area
None
1
None
1
Mean
None
None
None
None
Variance
None
None
None
None
Skewness
None
None
None
None
Kurtosis
None
None
None
None