Probability calculations - Aussie Stock Forums

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  1. #1

    Default Probability calculations

    Hi Guys,

    Just wondering if anyone knows and could share (using Excel spreadsheet formulas OR a website that does it for you) how to calculate the probability of a stock falling to a strike price.

    I am of the understanding that you need 4 things (all of which can be got from the ASX Theorectical Options Price Calculator) : the current share price, the target share price (the sold put strike price), the days remaining to expiration and the volaility. With these and some mathematical calculations you can get a probability.



  2. #2
    Rotaredom wayneL's Avatar
    Join Date
    Jul 2004

    Default Re: Probability calculations

    peter hoadleys program does that:


  3. #3

    Default Re: Probability calculations

    Thanks Wayne

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