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Probability Calculator for SPY

Data is delayed from May 5, 2020. You must subscribe to get the latest data.
Symbol

SPDR TRUST SR 1 ETF 286.15 +2.56   Tue, May 5

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
49.1677%   6.3952% 44.4371%

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
Price286.15
Expected Price  286.20
Std Deviation  6.21
Option Price  2.479
Implied Vol  0.293
Delta  0.504
Gamma  0.064
Rho  0.008
Theta  -0.620
Vega  0.084
 
Lower Bound (Put)
Option Price  2.404
Implied Vol  0.293
Delta  -0.486
Gamma  0.064
Rho  -0.008
Theta  -0.619
Vega  0.084
 
Upper Bound (Call)
Option Price  2.081
Implied Vol  0.293
Delta  0.450
Gamma  0.064
Rho  0.007
Theta  -0.615
Vega  0.084
Calculator Help
Data Provided by HistoricalOptionData.com
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