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Standard Deviation Lines based on options expiration
FWIW, here's an image of one of the tools from Hoadley that draws probability bands/cones. It's not the most beautiful thing in the world, but it has more inputs than some I've seen. I guessed at some parameters for the S%P 500 - 1850, 1.5% dividend yield and 14% annualized volatility.
Can you help answer these questions from other members on NexusFi?
Sorry @alchemist74 i'm not using TOS anymore, I've left the platform for another and haven't looked at this code since starting this thread. What I would do is make the input both a start and end date and then run the calculation off that. That would allow you to adjust it easily.
TOS does a probability of expiring cone study that you may be interested in.
It would probably do something similar to what you are looking for. I can't load TOS right now so I can't see exactly what it is called.
