I am looking for one line formula ideally in Excel to calculate stock move probability based on option implied volatility and time to expiration?
I have already found a few complex samples which took a full page of data to calculate. Is it possible to simplify this calculation in one line formula with the following variables:
- Current stock price
- Target Target Price
- Calendar Days Remaining
- Percent Annual Volatility
- Dividend=0, Interest Rate=2%
- Random value to get something similar to Monte Carlo model?
I need these results:
- Probability of stock being above Target Price in %
- Probability of stock being below Target Price in %
similar to optionstrategist.com/calculators/probability
Any recommendations?
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