Option Calculators and Stock Screeners
Symbol Lookup

Probability Calculator for SPY

Data is delayed from January 31, 2020. You must subscribe to get the latest data.

SPDR TRUST SR 1 ETF 321.75 -5.87   Fri, Jan 31

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
43.0926%   8.9511% 47.9563%

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  321.80
Std Deviation  4.44
Option Price  1.773
Implied Vol  0.187
Delta  0.503
Gamma  0.090
Rho  0.009
Theta  -0.443
Vega  0.095
Lower Bound (Put)
Option Price  1.420
Implied Vol  0.187
Delta  -0.430
Gamma  0.088
Rho  -0.008
Theta  -0.436
Vega  0.094
Upper Bound (Call)
Option Price  1.651
Implied Vol  0.187
Delta  0.480
Gamma  0.090
Rho  0.008
Theta  -0.443
Vega  0.095
Calculator Help
Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.