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Probability Calculator for SPY

Data is delayed from September 28, 2017. You must subscribe to get the latest data.

SPDR TRUST SR 1 ETF 250.33 +0.29   Thu, Sep 28

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
41.7957%   9.6726% 48.5316%

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  250.43
Std Deviation  2.05
Option Price  0.819
Implied Vol  0.070
Delta  0.502
Gamma  0.195
Rho  0.017
Theta  -0.082
Vega  0.117
Lower Bound (Put)
Option Price  0.662
Implied Vol  0.070
Delta  -0.434
Gamma  0.192
Rho  -0.015
Theta  -0.081
Vega  0.115
Upper Bound (Call)
Option Price  0.737
Implied Vol  0.070
Delta  0.469
Gamma  0.194
Rho  0.016
Theta  -0.082
Vega  0.117
Calculator Help
Data Provided by HistoricalOptionData.com
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