Stock Price Probability Calculator for SPY


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Data is delayed from July 27, 2018. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		281.46 -1.84 Fri, Jul 27

Price		Rate	%
Expiration
Days		Next Div Date
NTM Volatility		Next Amt (est)

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
39.7679%	10.2391%	49.9930%

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	281.46
Expected Price	281.51
Std Deviation	1.93
Option Price	0.769
Implied Vol	0.093
Delta	0.501
Gamma	0.207
Rho	0.008
Theta	-0.192
Vega	0.083

Lower Bound (Put)
Option Price	0.560
Implied Vol	0.093
Delta	-0.404
Gamma	0.201
Rho	-0.006
Theta	-0.187
Vega	0.081

Upper Bound (Call)
Option Price	0.749
Implied Vol	0.093
Delta	0.493
Gamma	0.207
Rho	0.008
Theta	-0.192
Vega	0.083
Calculator Help

Data Provided by HistoricalOptionData.com

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