How likely will your put or call option be “in the money” before expiry?
<p>What we will try to estimate is: What is the probability that this option will be “in the money” (have value to the option’s holder, underlying asset GE > strike price) between Mar 7 2024 and Jun 21 2024.</p>
<p>For the most relevant backtest, we will set the forward investment horizon to exactly 76 trading days. The end of the model’s forecasts will then be Jun 21 2024.</p>
<p>We set the strike price to $190, same as our option:</p>
<p><a href="https://medium.com/@nttp/how-likely-will-your-put-or-call-option-be-in-the-money-before-expiry-ae58503dd968"><strong>Click Here</strong></a></p>