Stock Price Probability Calculator for SPY


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Data is delayed from May 24, 2018. You must subscribe to get the latest data.

Symbol

SPDR TRUST SR 1 ETF		272.84 -0.53 Thu, May 24

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
43.2295%	8.0911%	48.6793%

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	272.84
Expected Price	272.93
Std Deviation	2.46
Option Price	0.980
Implied Vol	0.086
Delta	0.502
Gamma	0.162
Rho	0.015
Theta	-0.123
Vega	0.114

Lower Bound (Put)
Option Price	0.818
Implied Vol	0.086
Delta	-0.443
Gamma	0.161
Rho	-0.013
Theta	-0.121
Vega	0.113

Upper Bound (Call)
Option Price	0.903
Implied Vol	0.086
Delta	0.476
Gamma	0.162
Rho	0.014
Theta	-0.122
Vega	0.114
Calculator Help

Data Provided by HistoricalOptionData.com

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