Stock Price Probability Calculator for SPY


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Data is delayed from September 25, 2019. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		297.61 +1.69 Wed, Sep 25

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
43.3728%	9.7533%	46.8739%

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	297.61
Expected Price	297.71
Std Deviation	4.08
Option Price	1.627
Implied Vol	0.131
Delta	0.503
Gamma	0.098
Rho	0.016
Theta	-0.203
Vega	0.124

Lower Bound (Put)
Option Price	1.338
Implied Vol	0.131
Delta	-0.438
Gamma	0.097
Rho	-0.014
Theta	-0.201
Vega	0.123

Upper Bound (Call)
Option Price	1.441
Implied Vol	0.131
Delta	0.465
Gamma	0.097
Rho	0.015
Theta	-0.203
Vega	0.124
Calculator Help

Data Provided by HistoricalOptionData.com

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