Options Expiry Probability Analyzer
A tool to estimate the probability of an option expiring ITM (In The Money) or OTM (Out of The Money) using a lognormal distribution model. Features: Input parameters: spot price, strike, implied volatility, days to expiry, interest rate. Displays probability of ITM, OTM, and ATM visually via a probability curve chart. Calculates cumulative probabilities client-side using math formulas (no API). Allows saving input sets to local storage for reuse. Currency selector for strike and spot values.
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