OIPD
See the market's expectation of probable future stock prices
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henry tian

OIPD - 1.0 Release - See the market's expectations about a stock's future price

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OIPD computes the market's expectations about the probable future prices of an asset, based on options prices. Traditionally, extracting “risk-neutral densities” required institutional knowledge, limited to quant-desks. OIPD makes it accessible to everyone.

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henry tian
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We stumbled across a ton of academic papers about how to do this, but it surprised us that there was no readily available package, so we created our own. Using OIPD, you can: - Automatically get data from Yahoo Finance - Get probabilities like: “What’s the chance GME is above $500 by March?” - Plot beautiful charts Let me know your comments and suggestions!