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Probability Calculator for SPY

Data is delayed from January 27, 2020. You must subscribe to get the latest data.
Symbol

SPDR TRUST SR 1 ETF 323.51 -5.25   Mon, Jan 27

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
49.6891%   3.6164% 46.6945%

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
Price323.51
Expected Price  323.59
Std Deviation  5.51
Option Price  2.197
Implied Vol  0.188
Delta  0.503
Gamma  0.072
Rho  0.013
Theta  -0.366
Vega  0.117
 
Lower Bound (Put)
Option Price  2.191
Implied Vol  0.188
Delta  -0.496
Gamma  0.072
Rho  -0.013
Theta  -0.366
Vega  0.117
 
Upper Bound (Call)
Option Price  1.962
Implied Vol  0.188
Delta  0.468
Gamma  0.072
Rho  0.012
Theta  -0.365
Vega  0.117
Calculator Help
Data Provided by HistoricalOptionData.com
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