Stock Price Probability Calculator for SPY


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Data is delayed from July 31, 2017. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		246.79 -0.10 Mon, Jul 31

Price		Rate	%
Expiration
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
41.8232%	11.8614%	46.3155%

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	246.79
Expected Price	246.85
Std Deviation	1.67
Option Price	0.668
Implied Vol	0.075
Delta	0.501
Gamma	0.238
Rho	0.010
Theta	-0.111
Vega	0.089

Lower Bound (Put)
Option Price	0.532
Implied Vol	0.075
Delta	-0.430
Gamma	0.235
Rho	-0.009
Theta	-0.109
Vega	0.088

Upper Bound (Call)
Option Price	0.568
Implied Vol	0.075
Delta	0.452
Gamma	0.237
Rho	0.009
Theta	-0.110
Vega	0.089
Calculator Help

Data Provided by HistoricalOptionData.com

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