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!

Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
ATVI-Example-Distribution.png		ATVI-Example-Distribution.png
README.md		README.md
feature_functions.py		feature_functions.py
implied-probability-backtest.py		implied-probability-backtest.py
implied-probability-production.py		implied-probability-production.py
option-probability-distribution.py		option-probability-distribution.py

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