OIPD

See the market's expectation of probable future stock prices

OIPD computes the market's expectations about the probable future prices of an asset, based on options prices. While markets don't predict the future with certainty, under the efficient market hypothesis, these collective expectations represent the best available estimate of what might happen. Traditionally, extracting these “risk-neutral densities” required institutional knowledge and resources, limited to specialist quant-desks. OIPD makes this capability accessible to everyone.