Stock Price Probability Calculator for SPY


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Data is delayed from December 27, 2019. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		322.85 -0.09 Fri, Dec 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
43.1540%	8.6741%	48.1719%

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	322.85
Expected Price	322.90
Std Deviation	2.29
Option Price	0.914
Implied Vol	0.096
Delta	0.501
Gamma	0.174
Rho	0.009
Theta	-0.229
Vega	0.095

Lower Bound (Put)
Option Price	0.749
Implied Vol	0.096
Delta	-0.438
Gamma	0.172
Rho	-0.008
Theta	-0.226
Vega	0.094

Upper Bound (Call)
Option Price	0.841
Implied Vol	0.096
Delta	0.475
Gamma	0.174
Rho	0.008
Theta	-0.228
Vega	0.095
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Data Provided by HistoricalOptionData.com

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