Stock Price Probability Calculator for SPY


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Data is delayed from January 29, 2019. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		263.52 -0.26 Tue, Jan 29

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
43.6671%	11.6938%	44.6391%

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	263.52
Expected Price	263.56
Std Deviation	3.40
Option Price	1.356
Implied Vol	0.174
Delta	0.503
Gamma	0.117
Rho	0.007
Theta	-0.339
Vega	0.078

Lower Bound (Put)
Option Price	1.111
Implied Vol	0.174
Delta	-0.437
Gamma	0.116
Rho	-0.006
Theta	-0.335
Vega	0.077

Upper Bound (Call)
Option Price	1.131
Implied Vol	0.174
Delta	0.446
Gamma	0.116
Rho	0.006
Theta	-0.336
Vega	0.077
Calculator Help

Data Provided by HistoricalOptionData.com

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