Volatility
Standard Deviation Move Probability Calculator
Enter the current price, your daily volatility estimate, a number of trading days, and a target price to get the implied z-score and the probability of price finishing above or below that target, assuming a random walk with no drift.
Daily standard deviation of returns. Use your historical or implied volatility.
Period volatility···
Z-score···
Probability finishes above target···
Probability finishes below target···
Educational tool only, not financial advice. Assumes a lognormal random walk with zero drift and constant volatility. Markets have drift, fat tails, and volatility that changes.
Built by Jason Parker, founder of Trading Ranges.