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Probability Calculator for SPY

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

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

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
43.6671%   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
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
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Data Provided by HistoricalOptionData.com
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