M.S. Financial Mathematics Student, University of Chicago
Henry Felgenhauer
I build quantitative tools for options and prediction markets. Two of them are live on this site.
Personal portfolio
Domestic and foreign stocks and long-dated options, actively managed since November 2022.
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.