Normal Distribution Price Range Calculator

This tool calculates the potential price range of an asset based on the standard normal distribution model and your specified parameters.

  • Standard Normal Distribution: The calculator uses the bell curve probability distribution to estimate potential price movements, assuming symmetrical upside and downside potential.
  • Confidence Intervals: Results are presented with standard statistical confidence levels:
    • 68.27% confidence (1σ): The price range with a 68.27% probability
    • 95.45% confidence (2σ): The price range with a 95.45% probability
    • 99.73% confidence (3σ): The price range with a 99.73% probability

Enter your parameters below to calculate the theoretical price range based on the normal distribution assumption.

Standard Deviation Calculator

Standard Deviation Level

Select the confidence level for your simulation

Price 📈
$100

Current asset price

$1$10000
Days to Expiry
30 days

Number of days to simulate ahead

1 days365 days
Volatility 🌪️
20%

Annual volatility percentage

0%100%
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Rising Gamma is an informational and educational platform. The content it provides does not constitute investment advice, financial recommendation or solicitation to transact in any financial instrument. Past performance does not guarantee future results.

Calculations are derived from end-of-day historical data provided by third parties; figures may differ from current market prices and are not intended for execution purposes.

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