Stock Price Probability Calculator for SPY


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Data is delayed from June 6, 2017. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		243.25 -0.72 Tue, Jun 6

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
43.1572%	12.0365%	44.8063%

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	243.25
Expected Price	243.29
Std Deviation	1.65
Option Price	0.659
Implied Vol	0.092
Delta	0.501
Gamma	0.242
Rho	0.007
Theta	-0.165
Vega	0.072

Lower Bound (Put)
Option Price	0.541
Implied Vol	0.092
Delta	-0.438
Gamma	0.239
Rho	-0.006
Theta	-0.163
Vega	0.071

Upper Bound (Call)
Option Price	0.541
Implied Vol	0.092
Delta	0.441
Gamma	0.239
Rho	0.006
Theta	-0.163
Vega	0.071
Calculator Help

Data Provided by HistoricalOptionData.com

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