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Probability Calculator for SPY

Data is delayed from January 31, 2018. You must subscribe to get the latest data.

SPDR TRUST SR 1 ETF 281.91 +0.28   Wed, Jan 31

Price    Rate %
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
45.3034%   4.5581% 50.1385%

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  282.05
Std Deviation  4.37
Option Price  1.744
Implied Vol  0.121
Delta  0.503
Gamma  0.091
Rho  0.023
Theta  -0.145
Vega  0.144
Lower Bound (Put)
Option Price  1.543
Implied Vol  0.121
Delta  -0.459
Gamma  0.091
Rho  -0.022
Theta  -0.144
Vega  0.143
Upper Bound (Call)
Option Price  1.700
Implied Vol  0.121
Delta  0.495
Gamma  0.091
Rho  0.023
Theta  -0.145
Vega  0.144
Calculator Help
Data Provided by HistoricalOptionData.com
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