Finding the probability a target being touched between two dates

Discussion in 'Options' started by Shabi, Nov 13, 2011.

  1. Shabi


    I'm trying to get the probability of a stock touching a certain price target sometime in between two dates I choose, without touching it before.

    For example, suppose I assume the stock will have certain volatility and want to find the probability that the price touches some OTM target next week between Wednesday to Friday, without ever touching that target anywhere between now to Wednesday. How do I do it?