Inputs:
Underlying: $18.00
Strike: $20.00
DTE: 8
Vol: 75%
Delta: 0.1863
Gamma: 0.1341
Theta: -0.0336
Vega: 0.0071
Rho: 0.0007
Current Price: $0.20
How do I calculate the probability of this call option touching $0.50 prior to expiration?
Inputs:
Underlying: $18.00
Strike: $20.00
DTE: 8
Vol: 75%
Delta: 0.1863
Gamma: 0.1341
Theta: -0.0336
Vega: 0.0071
Rho: 0.0007
Current Price: $0.20
How do I calculate the probability of this call option touching $0.50 prior to expiration?