Stock Price Probability Calculator for SPY


Option Calculators and Stock Screeners

Tools
Volatility Quote Option Chains Stock Price History Option Price History Strike Pegger Volatility Skew Portfolios Download Data

Calculators
Option Calculator Probability Calculator Strategy Calculator

Screeners
Morning Hot Sheet Volatile Stocks Volume Change Covered Calls Option Spreads Straddles Dividends Trade Finder Skew Finder 52 Week Hi/Low IV

Advanced Screens
Butterfly Spreads Calendar Straddles Butterfly Diagonals Double Diagonals Iron Condor

Open Interest
About OI Put/Call Ratio OI Change OI % Change Highest OI

Learning Center
Articles Tutorial Glossary Symbol Lookup

HOME	HOT SHEET	REGISTER	SUBSCRIBE	FAQs	CONTACT US

Data is delayed from July 31, 2019. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		297.40 -3.39 Wed, Jul 31

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
45.8096%	9.0024%	45.1881%

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	297.40
Expected Price	297.50
Std Deviation	4.42
Option Price	1.764
Implied Vol	0.142
Delta	0.503
Gamma	0.090
Rho	0.016
Theta	-0.221
Vega	0.124

Lower Bound (Put)
Option Price	1.569
Implied Vol	0.142
Delta	-0.461
Gamma	0.090
Rho	-0.015
Theta	-0.219
Vega	0.124

Upper Bound (Call)
Option Price	1.482
Implied Vol	0.142
Delta	0.449
Gamma	0.090
Rho	0.014
Theta	-0.219
Vega	0.123
Calculator Help

Data Provided by HistoricalOptionData.com

options calendar spreads stock market trading tips ticker symbol lookup stock market risk butterfly diagonal option strategy ticker symbols lookup butterfly diagonal put to call ratio iron condor strategy value stock price gm stock ticker stock market dictionary search stock symbols butterfly diagonal calendar spread stock market dictionary understanding the stock market butterfly spread stock market information online options calculator

Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.