Stock Price Probability Calculator for SPY


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Data is delayed from January 25, 2019. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		265.78 +2.18 Fri, Jan 25

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
45.8042%	6.8199%	47.3759%

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	265.78
Expected Price	265.82
Std Deviation	2.92
Option Price	1.165
Implied Vol	0.148
Delta	0.502
Gamma	0.137
Rho	0.007
Theta	-0.291
Vega	0.078

Lower Bound (Put)
Option Price	1.030
Implied Vol	0.148
Delta	-0.460
Gamma	0.136
Rho	-0.007
Theta	-0.290
Vega	0.078

Upper Bound (Call)
Option Price	1.059
Implied Vol	0.148
Delta	0.472
Gamma	0.136
Rho	0.007
Theta	-0.291
Vega	0.078
Calculator Help

Data Provided by HistoricalOptionData.com

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