M.S. Financial Mathematics Student, University of Chicago
Henry Felgenhauer
I build quantitative tools for options and prediction markets. Three of them are live on this site.
Live tools
Stock PDF Generator
Derives the market-implied probability distribution from live option chains, using bear call spreads and bull put spreads to build a complete CDF that captures the full options market sentiment of the underlying stock.
Options Price Calculator
Estimates theoretical option value using 5 years of historical price data to derive implied volatility. Builds a CLT-based normal distribution over your chosen time horizon, then integrates over the payoff structure.
Bitcoin Contract Greeks
An interactive Bachelier visualiser for Kalshi-style binary contracts on Bitcoin. Drag the spot price along the value curve and watch delta, gamma, theta and vega respond, then run the decay animation to see the curve sharpen into a step and pin risk appear at the strike.