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Probability Calculator for SPY

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SPDR TRUST SR 1 ETF 321.98 +3.05   Wed, Jul 15

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
44.6050%   5.3895% 50.0055%

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  322.09
Std Deviation  7.39
Option Price  2.949
Implied Vol  0.219
Delta  0.505
Gamma  0.054
Rho  0.017
Theta  -0.369
Vega  0.134
Lower Bound (Put)
Option Price  2.480
Implied Vol  0.219
Delta  -0.443
Gamma  0.053
Rho  -0.016
Theta  -0.365
Vega  0.133
Upper Bound (Call)
Option Price  2.939
Implied Vol  0.219
Delta  0.504
Gamma  0.054
Rho  0.017
Theta  -0.369
Vega  0.134
Calculator Help
Data Provided by HistoricalOptionData.com
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