Stock Price Probability Calculator for SPY


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Data is delayed from September 27, 2018. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		290.68 +0.88 Thu, Sep 27

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
38.1325%	16.0574%	45.8101%

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	290.68
Expected Price	290.75
Std Deviation	2.46
Option Price	0.981
Implied Vol	0.093
Delta	0.502
Gamma	0.162
Rho	0.012
Theta	-0.163
Vega	0.105

Lower Bound (Put)
Option Price	0.676
Implied Vol	0.093
Delta	-0.389
Gamma	0.156
Rho	-0.009
Theta	-0.157
Vega	0.101

Upper Bound (Call)
Option Price	0.829
Implied Vol	0.093
Delta	0.450
Gamma	0.161
Rho	0.011
Theta	-0.162
Vega	0.104
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Data Provided by HistoricalOptionData.com

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