Stock Price Probability Calculator for SPY


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Data is delayed from March 28, 2019. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		280.71 +1.16 Thu, Mar 28

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
46.8048%	6.1328%	47.0624%

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	280.71
Expected Price	280.78
Std Deviation	3.25
Option Price	1.296
Implied Vol	0.128
Delta	0.502
Gamma	0.123
Rho	0.011
Theta	-0.216
Vega	0.102

Lower Bound (Put)
Option Price	1.193
Implied Vol	0.128
Delta	-0.472
Gamma	0.122
Rho	-0.011
Theta	-0.215
Vega	0.101

Upper Bound (Call)
Option Price	1.157
Implied Vol	0.128
Delta	0.467
Gamma	0.122
Rho	0.011
Theta	-0.215
Vega	0.101
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Data Provided by HistoricalOptionData.com

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