Stock Price Probability Calculator for SPY


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Data is delayed from November 21, 2019. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		310.30 -0.51 Thu, Nov 21

Price		Rate	%
Expiration
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
44.2232%	7.8908%	47.8860%

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
Price	310.30
Expected Price	310.38
Std Deviation	2.52
Option Price	1.006
Implied Vol	0.090
Delta	0.502
Gamma	0.158
Rho	0.013
Theta	-0.168
Vega	0.112

Lower Bound (Put)
Option Price	0.862
Implied Vol	0.090
Delta	-0.451
Gamma	0.157
Rho	-0.012
Theta	-0.166
Vega	0.111

Upper Bound (Call)
Option Price	0.910
Implied Vol	0.090
Delta	0.470
Gamma	0.158
Rho	0.012
Theta	-0.167
Vega	0.112
Calculator Help

Data Provided by HistoricalOptionData.com

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