Trust

Methodology

Assumptions stay attached to every answer. A precise-looking number is not treated as certainty

How Mark calculates Path

Mark works backward from your target premium and checkpoint. It estimates the underlying price that produces a similar theoretical option value under a named volatility assumption

Pricing model

The MVP uses an American-style binomial estimate for standard long calls and puts, including an early-exercise check at each step. It assumes a 100 multiplier, stated volatility, a dated risk-free rate, and a stated dividend yield

Reality

Reality compares the absolute required move with the market-implied move over the nearest useful horizon. It is a relative label, not a probability or directional forecast

Hinge

Hinge applies small changes to volatility, time, and liquidity conditions. It names the variable that changes the required condition most inside that limited set

Quote quality

Bid, Ask, Mark, model estimates, user-entered values, and Demo data remain distinct. Stale or unavailable data is never relabeled as current

Known limits

Actual premiums may differ because of spreads, volume, order flow, early exercise, dividends, events, and volatility surface effects. Adjusted contracts and 0DTE are not supported