Stock Price Probability Calculator for SPY


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Data is delayed from May 24, 2019. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		282.95 +0.76 Fri, May 24

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
44.0109%	5.9860%	50.0032%

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	282.95
Expected Price	283.02
Std Deviation	3.32
Option Price	1.326
Implied Vol	0.130
Delta	0.502
Gamma	0.120
Rho	0.012
Theta	-0.221
Vega	0.102

Lower Bound (Put)
Option Price	1.111
Implied Vol	0.130
Delta	-0.444
Gamma	0.119
Rho	-0.010
Theta	-0.219
Vega	0.101

Upper Bound (Call)
Option Price	1.301
Implied Vol	0.130
Delta	0.496
Gamma	0.120
Rho	0.011
Theta	-0.221
Vega	0.102
Calculator Help

Data Provided by HistoricalOptionData.com

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