Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
TGT
Target Price
PCTL
Percentiles
Chance below
Price
vs spot
5%
82.93
−12.5%
16%
90.16
−4.9%
25%
92.85
−2.0%
50% (median)
97.62
+3.0%
75%
102.57
+8.2%
84%
106.01
+11.9%
95%
125.84
+32.8%
MOVE
Move Odds
Up 5% or more (99.51)
39%
Up 10% or more (104.25)
20%
Down 5% or more (90.03)
16%
Down 10% or more (85.29)
7.2%
Options price a 10%+ drop at 7.2%, 0.4× the 20% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.