Stock Price Probability Calculator for SPY


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Data is delayed from August 28, 2020. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		350.57 +2.23 Fri, Aug 28

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
43.6868%	10.4083%	45.9049%

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	350.57
Expected Price	350.63
Std Deviation	3.82
Option Price	1.525
Implied Vol	0.147
Delta	0.502
Gamma	0.104
Rho	0.010
Theta	-0.381
Vega	0.104

Lower Bound (Put)
Option Price	1.255
Implied Vol	0.147
Delta	-0.438
Gamma	0.103
Rho	-0.008
Theta	-0.377
Vega	0.102

Upper Bound (Call)
Option Price	1.320
Implied Vol	0.147
Delta	0.457
Gamma	0.104
Rho	0.009
Theta	-0.379
Vega	0.103
Calculator Help

Data Provided by HistoricalOptionData.com

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