Stock Price Probability Calculator for SPY


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Data is delayed from March 6, 2020. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		297.43 -5.08 Fri, Mar 6

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
48.4700%	4.4447%	47.0853%

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	297.43
Expected Price	297.48
Std Deviation	8.97
Option Price	3.578
Implied Vol	0.407
Delta	0.506
Gamma	0.044
Rho	0.008
Theta	-0.895
Vega	0.088

Lower Bound (Put)
Option Price	3.365
Implied Vol	0.407
Delta	-0.475
Gamma	0.044
Rho	-0.008
Theta	-0.893
Vega	0.088

Upper Bound (Call)
Option Price	3.304
Implied Vol	0.407
Delta	0.481
Gamma	0.044
Rho	0.008
Theta	-0.894
Vega	0.088
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Data Provided by HistoricalOptionData.com

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