Probability Density
The price distribution the options market implies at each expiry, taken from option prices (Breeden-Litzenberger). It shows the likeliest settle and how fat each tail is.
PROBPDFCDFCrypto options (BTC, ETH, SOL, HYPE) and US options (45 underlyings). The 3D view is crypto only.
Typing it
PROBSymbol>PROBETH
Shows the ETH implied price density for every listed expiry.
What you see
- PDF. Density against price at expiry, one curve per expiry. The peak is the likeliest settle.
- CDF. The chance of expiring above each price, with a 50% marker.
- 3D. The density across strike and expiry as one surface.