Current Stock Price $ Probability :
Volatility %
Risk-free Interest Rate %
Date
Range lower bound $
Range upper bound $

This calculator gives the risk neutral probability that a stock with the specified current price, and volatility, will be within the given price range at the specified date. The risk neutral probability is the assumption that the expected value of the stock price grows no faster than an investment at the risk free interest rate.

Current Stock Price
The value of the stock today.
Volatility
The annual volatility of the stock.
Risk-free Interest Rate
The continuously compounded risk-free interest rate for the same period as the probability calculation.
Date
The date for which the probability is calculated.
Range lower/upper bound
The stock price range for which you want to calculate the probability.