skip to Main Content

Price Distribution Tool

About This Tool

The iFARM Price Distribution Tool uses current option market prices to derive estimates of the probability distribution of prices at the expiration of an underlying corn and soybean futures contracts.

Tool features

  • The model uses a process similar to the Black-Scholes model for option prices to identify the best fitting distribution of prices, parameterized as a lognormal distribution.
  • The utility allows the user to identify the probability associated with a given price of interest, and provides the outputs in both graphical and tabular form.

How to Use This Tool

Back To Top