MODEL-BASED ESTIMATE

Price Probability Calculator

Compare modeled ending-price probabilities and touch scenarios over a selected time horizon.

Underlying

Time & rates

The date and local time determine the remaining duration. Clear the date to enter days, hours, and minutes manually.

Time to expiration
Days, hours, and minutes are converted to a year fraction.

Volatility & dividends

Dividend assumption
Choose either an ongoing yield or recurring cash payments; the model does not count both. A next payment date is required when the amount is above 0.

Target prices

Leave blank to evaluate a single target.

Scenarios at expiration

$100.00

45 days

Below the lower target

31.5%

Between the targets

36.5%

Above the upper target

32%

Target range: $95.00 – $105.00

Probability of touching

P1

62.8%

P2

64.1%

Both

N/A

Either

N/A

Neither

N/A

When targets sit on opposite sides of the current price, Both / Either / Neither are shown as N/A because this model does not determine their joint touch probability exactly.

Modeled price distribution

1σ: $89.95 – $111.04

Modeled 1σ range at expiration

Modeled price distributionThe curve shows the modeled ending-price distribution. Vertical markers identify the current price and entered targets.P1P2-3σ · $72.86+3σ · $137.08
Current priceP1 · $95.00P2 · $105.00Below the lower targetBetween the targetsAbove the upper target

Standard-deviation price levels

-3σ

$72.86

-2σ

$80.95

-1σ

$89.95

+1σ

$111.04

+2σ

$123.37

+3σ

$137.08

Learn this properly

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