How to calculate probabilities?

Discussion in 'Options' started by Jurek, Feb 5, 2009.

  1. I think you need to be more clear, which probabilities are you talking about? Risk-neutral?
     
    #21     Aug 20, 2013
  2. You mean thanks for the link that was provided nearly 5 years ago?
     
    #22     Aug 20, 2013
  3. Hi MGJ, how do I obtain the value sigma in the description it mentions volatility or do I sum list of close prices?, and for the T value I want to change to lower time frame like T=14 5min bar/288 5min bar in a day
     
    #23     Apr 5, 2019