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NishchalSharma / javascript option stuff.js

Last active July 8, 2022 04:50 — forked from aasmith/javascript option stuff.js

black scholes & IV in javascript

	/* Returns probability of occuring below and above target price. */
	function probability(price, target, days, volatility) {

	var p = price;
	var q = target;
	var t = days / 365;
	var v = volatility;

	var vt = v*Math.sqrt(t);
	var lnpq = Math.log(q/p);

NishchalSharma / javascript option stuff.js

Last active August 29, 2015 14:22 — forked from abiank/javascript option stuff.js

	/* Returns probability of occuring below and above target price. */
	function probability(price, target, days, volatility) {

	var p = price;
	var q = target;
	var t = days / 365;
	var v = volatility;

	var vt = v*Math.sqrt(t);
	var lnpq = Math.log(q/p);