Stock Price Probability Calculator for SPY


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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
Price	323.51
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
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Data Provided by HistoricalOptionData.com

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