QQQ
IndexYour view vs the market, where the edge lives
⚠ Raw density dipped to -1.25e-3 (clipped to zero).
Hover to read the market's odds vs your odds at any price. Green = you assign more probability than the market is pricing; red = less. The implied curve is risk-neutral (Q), not real-world odds, see the VRP panel.
Price · with expected-move band
Volatility · IV vs Realized
?Implied > realized: options are pricing more vol than the stock has been delivering. The market is paying you to be short vol, but it's a premium for bearing risk, not free money.
Fundamentals
CIK 0001067839Save your scenarios as named models, then reload them here or stack them in the Arena.
Your view · distribution studio
Lower = tighter, more confident scenarios. Higher = wider error bars.
Edge · expected value
?Market's expected price is $540.54 (the risk-neutral forward). Your view implies $540.54 - -0.0% edge.
| Structure | Cost | EV | Edge | POP |
|---|---|---|---|---|
| Long stock | $538.90 | $540.54 | -0.0% | 49% |
| Long 30D 540 call (ATM) | $10.77 | $15.64 | +45.2% | 40% |
| Long 30D 570 call (OTM) | $1.51 | $4.91 | +225.0% | 21% |
| Long 30D 540 put (ATM)◆ best | $10.23 | $15.10 | +47.6% | 39% |
Long 30D 540 put (ATM): Negative-EV under your view at this price. Don't press it.
The Street · analyst models
AI analyst · anchored scenario tree
Anchored to impliedThe model is handed the options-implied (risk-neutral) probabilities as a base rate and must anchor to them. We never surface a bare model probability, production LLMs are systematically overconfident, so we correct for it by construction.