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Probability Calculator for SPY

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SPDR TRUST SR 1 ETF 269.10 +1.38   Fri, Mar 2

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
48.4102%   12.4866% 39.1031%

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  269.14
Std Deviation  3.16
Option Price  1.259
Implied Vol  0.158
Delta  0.502
Gamma  0.126
Rho  0.007
Theta  -0.315
Vega  0.079
Lower Bound (Put)
Option Price  1.209
Implied Vol  0.158
Delta  -0.485
Gamma  0.126
Rho  -0.007
Theta  -0.314
Vega  0.079
Upper Bound (Call)
Option Price  0.862
Implied Vol  0.158
Delta  0.390
Gamma  0.122
Rho  0.006
Theta  -0.303
Vega  0.076
Calculator Help
Data Provided by HistoricalOptionData.com
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