Stock Price Probability Calculator for SPY


Option Calculators and Stock Screeners

Tools
Volatility Quote Option Chains Stock Price History Option Price History Strike Pegger Volatility Skew Portfolios Download Data

Calculators
Option Calculator Probability Calculator Strategy Calculator

Screeners
Morning Hot Sheet Volatile Stocks Volume Change Covered Calls Option Spreads Straddles Dividends Trade Finder Skew Finder 52 Week Hi/Low IV

Advanced Screens
Butterfly Spreads Calendar Straddles Butterfly Diagonals Double Diagonals Iron Condor

Open Interest
About OI Put/Call Ratio OI Change OI % Change Highest OI

Learning Center
Articles Tutorial Glossary Symbol Lookup

HOME	HOT SHEET	REGISTER	SUBSCRIBE	FAQs	CONTACT US

Data is delayed from July 15, 2020. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		321.98 +3.05 Wed, Jul 15

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
44.6050%	5.3895%	50.0055%

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	321.98
Expected Price	322.09
Std Deviation	7.39
Option Price	2.949
Implied Vol	0.219
Delta	0.505
Gamma	0.054
Rho	0.017
Theta	-0.369
Vega	0.134

Lower Bound (Put)
Option Price	2.480
Implied Vol	0.219
Delta	-0.443
Gamma	0.053
Rho	-0.016
Theta	-0.365
Vega	0.133

Upper Bound (Call)
Option Price	2.939
Implied Vol	0.219
Delta	0.504
Gamma	0.054
Rho	0.017
Theta	-0.369
Vega	0.134
Calculator Help

Data Provided by HistoricalOptionData.com

options calendar spreads stock market trading tips ticker symbol lookup stock market risk butterfly diagonal option strategy ticker symbols lookup butterfly diagonal put to call ratio iron condor strategy value stock price gm stock ticker stock market dictionary search stock symbols butterfly diagonal calendar spread stock market dictionary understanding the stock market butterfly spread stock market information online options calculator

Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.