S&P 500 Target Implied Odds Black-Scholes Model

Market-implied probabilities & binary prediction market contract pricing based on Wall Street targets

Market Parameters
Wall Street Forecast Presets
8,400
6,000
18.5%
140 Days
Implied Probability 4.2% Log-normal tail prob.
Prediction Market YES 4.2¢ Fair binary contract
Payout Leverage 23.8x Potential YES return
Required Ann. CAGR 142.3% Annualized growth speed
Log-Normal Price Probability Density (D3.js Visualizer) Green Tail Area = 4.2%
Ed Yardeni's target of 8,400 requires a 40.0% gain in 140 days (142.3% annualized CAGR). Log-normal Black-Scholes probability implies a 4.2% chance of breach, yielding a fair prediction market contract price of 4.2¢.
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