Stock Price Probability Calculator for SPY


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Data is delayed from May 1, 2020. You must subscribe to get the latest data.

Symbol

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

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
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
Price	282.83
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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