chainvectorOptionsImpliedProbability
Extract the risk-neutral probability distribution from option prices, showing the market's expected chance of price moving above or below any strike at expiry, to cross-check your own probability estimates.
Instructions
ChainVector options-implied probability: the risk-neutral probability distribution extracted from listed option prices — P(price above/below strikes at expiry) per the options market. Cross-check the probability engine against what option traders are paying for.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| expiry | No | Expiry date filter, e.g. 26JUL26; omit for nearest | |
| target | No | Optional strike/price of interest | |
| currency | No | Underlying, e.g. BTC or ETH | BTC |