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Probability Calculator for SPY

Data is delayed from March 29, 2018. You must subscribe to get the latest data.

SPDR TRUST SR 1 ETF 263.43 +3.58   Thu, Mar 29

Price    Rate %
Days  Next Div Date 
NTM Volatility Next Amt (est)
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
45.4095%   9.8761% 44.7144%

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
Expected Price  263.49
Std Deviation  4.03
Option Price  1.607
Implied Vol  0.169
Delta  0.503
Gamma  0.099
Rho  0.011
Theta  -0.268
Vega  0.095
Lower Bound (Put)
Option Price  1.400
Implied Vol  0.169
Delta  -0.454
Gamma  0.098
Rho  -0.010
Theta  -0.266
Vega  0.095
Upper Bound (Call)
Option Price  1.340
Implied Vol  0.169
Delta  0.447
Gamma  0.098
Rho  0.010
Theta  -0.266
Vega  0.094
Calculator Help
Data Provided by HistoricalOptionData.com
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