Stock Price Probability Calculator for SPY


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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
Price	273.73
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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