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Probability Calculator for SPY

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SPDR TRUST SR 1 ETF 236.27 +0.71   Thu, Mar 30

Price    Rate %
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
43.8409%   17.2255% 38.9336%

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
Expected Price  236.37
Std Deviation  2.29
Option Price  0.915
Implied Vol  0.083
Delta  0.502
Gamma  0.174
Rho  0.016
Theta  -0.092
Vega  0.110
Lower Bound (Put)
Option Price  0.785
Implied Vol  0.083
Delta  -0.451
Gamma  0.173
Rho  -0.015
Theta  -0.091
Vega  0.109
Upper Bound (Call)
Option Price  0.596
Implied Vol  0.083
Delta  0.377
Gamma  0.166
Rho  0.012
Theta  -0.087
Vega  0.105
Calculator Help
Data Provided by HistoricalOptionData.com
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