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Probability Calculator for SPY

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SPDR TRUST SR 1 ETF 282.95 +0.76   Fri, May 24

Price    Rate %
Days  Next Div Date 
NTM Volatility Next Amt
Enter a Lower and Upper bound:
Select strike  Select strike 
Lower Bound 

 Upper Bound 

Probability that the future price is

Below Lower Bound Between Bounds Above Upper Bound
44.0109%   5.9860% 50.0032%

The probability calculations are approximations and are subject to data errors, computation error, variations in prices, bid and ask spreads, interest rates, and future undeclared dividends.

This calculator estimates the probability of future prices based on current market conditions or user entered data. Factors used as a basis for the probability computations are subject to change. Read the full disclaimer.

ATM Call
Expected Price  283.02
Std Deviation  3.32
Option Price  1.326
Implied Vol  0.130
Delta  0.502
Gamma  0.120
Rho  0.012
Theta  -0.221
Vega  0.102
Lower Bound (Put)
Option Price  1.111
Implied Vol  0.130
Delta  -0.444
Gamma  0.119
Rho  -0.010
Theta  -0.219
Vega  0.101
Upper Bound (Call)
Option Price  1.301
Implied Vol  0.130
Delta  0.496
Gamma  0.120
Rho  0.011
Theta  -0.221
Vega  0.102
Calculator Help
Data Provided by HistoricalOptionData.com
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