{"repo":"Open-Lemma/options-implied-probability","free":true,"listed":false,"github":"https://github.com/Open-Lemma/options-implied-probability","clone":"git clone https://github.com/Open-Lemma/options-implied-probability.git","description":"OIPD computes the probabilities of an asset's future price as implied by the options market.","language":"Python","stars":351,"topics":["finance","implied-volatility","impliedprobability","options","options-pricing","options-trading","probability-distribution","rnd","risk-neutral","risk-neutral-probability"],"license":"Apache-2.0","category":"trading","readme_excerpt":"Overview OIPD computes the probabilities of an asset's future price as implied by the options market. It does this by taking listed options data, fitting an arbitrage-free implied volatility surface, and then transforming that fitted object into a probability distribution over future asset prices. In practice, that provides two core capabilities in one library: - Volatility modeling: fit single-expiry smiles and multi-expiry volatility surfaces, and compute greeks. - Probability extraction: compute market-implied probability distributions, and distribution statistics. Read the docs · Use the web interface Quick install The standard install includes the built-in yfinance data connection. One quick example Fetch GameStop options across the next twelve months, fit a VolSurface , derive a ProbSurface , and plot the fan chart. surface.plot fan() visualizes the market-implied price distribution across fitted option expiries. You can also take one expiry from the surface and query it as a ProbCurve . A surface slice returns a ProbCurve , so you can inspect one expiry as a standalone probability distribution. Example Notebooks See more examples for demos. Community Pull requests welcome! Reach out on GitHub issues to discuss design choices. Join the Discord community to share ideas, discuss strategies, and get support. Message me with your feature requests, and let me know how you use this. Contributors Thanks to everyone who has contributed code: And special thanks for support on th","default_branch":null,"files":null,"tree":[],"storefront":"/r/Open-Lemma","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Open-Lemma/options-implied-probability/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}