Probability Parameters
Probability Analysis
0.00%
Probability
0.00%
Complement Probability
$0.00
Expected Move (1σ)
0.00%
Required Price Change
Probability Distribution
Understanding Probabilities
Normal Distribution
Stock prices are assumed to follow a lognormal distribution. This calculator uses the Black-Scholes framework to estimate probabilities.
Standard Deviations
- 1σ: ~68% probability range
- 2σ: ~95% probability range
- 3σ: ~99.7% probability range
Trading Applications
Use probabilities to assess option strategies, set realistic profit targets, and understand the likelihood of various price scenarios.