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Probability Calculator for SPY

Data is delayed from November 16, 2018. You must subscribe to get the latest data.
Symbol

SPDR TRUST SR 1 ETF 273.73 +0.72   Fri, Nov 16

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
46.8070%   6.2268% 46.9662%

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
Price273.73
Expected Price  273.77
Std Deviation  3.20
Option Price  1.277
Implied Vol  0.158
Delta  0.502
Gamma  0.125
Rho  0.007
Theta  -0.319
Vega  0.081
 
Lower Bound (Put)
Option Price  1.164
Implied Vol  0.158
Delta  -0.469
Gamma  0.124
Rho  -0.007
Theta  -0.318
Vega  0.081
 
Upper Bound (Call)
Option Price  1.147
Implied Vol  0.158
Delta  0.469
Gamma  0.124
Rho  0.007
Theta  -0.318
Vega  0.081
Calculator Help
Data Provided by HistoricalOptionData.com
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