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Probability Calculator for SPY

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SPDR TRUST SR 1 ETF 282.83 -7.80   Fri, May 1

Price    Rate %
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
45.3455%   5.8580% 48.7965%

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
Expected Price  282.88
Std Deviation  6.81
Option Price  2.715
Implied Vol  0.325
Delta  0.505
Gamma  0.059
Rho  0.008
Theta  -0.679
Vega  0.084
Lower Bound (Put)
Option Price  2.316
Implied Vol  0.325
Delta  -0.447
Gamma  0.058
Rho  -0.007
Theta  -0.673
Vega  0.083
Upper Bound (Call)
Option Price  2.632
Implied Vol  0.325
Delta  0.495
Gamma  0.059
Rho  0.008
Theta  -0.679
Vega  0.084
Calculator Help
Data Provided by HistoricalOptionData.com
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