Option-implied Probabilities
Market-wide assessments of probabilities across asset classes
Option prices embed rich information about the probabilities that market participants assign to different outcomes. We use carefully implemented, advanced modelling techniques to extract option-implied distributions and probabilities from markets. These allow us to read how investors collectively assess the likelihood of different outcomes across a wide range of asset classes and regions.
This gives clients a uniquely rich and dynamic perspective on what's driving market price movements — far beyond point estimates. We provide probabilities at horizons from 1 month to 2 years, updated daily. The estimates are available every day and delivered through modern tech platforms.
Key Facts
OPTION-IMPLIED PROBABILITIES
Market-wide assessments of probabilities across asset classes
We use carefully implemented, advanced modelling techniques to extract option-implied distributions and probabilities from markets. These allow us to read how investors collectively assess the likelihood of different outcomes across a wide range of asset classes and regions. This gives clients a uniquely rich and dynamic perspective on what's driving market price movements — far beyond point estimates.
Granular coverage of over 70 equity market and sector indices, commodities, interest rates, and crypto assets
Delivered through modern, convenient channels including API, cloud, FTP, and standard formats like CSV and JSON
Applications
Understanding market-implied probabilities and making sense of price movements
Market pricing changes in response to changing probabilities that market participants attach to different outcomes. Our solution provides an enhanced understanding of why market prices change, through the lens of shifting probability distributions.
We give investors the tools to understand what probabilities are priced across a wide range of asset classes, sectors, and regions — and how those probabilities shift over time and in response to news and events.
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