Stock Price Probability Calculator for SPY


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

Symbol

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

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
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
Price	263.43
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
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Data Provided by HistoricalOptionData.com

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