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Probability Calculator for SPY

Data is delayed from May 1, 2018. You must subscribe to get the latest data.
Symbol

SPDR TRUST SR 1 ETF 264.96 +0.43   Tue, May 1

Price    Rate %
Expiration   
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
42.9024%   7.2520% 49.8456%

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
Price264.96
Expected Price  265.00
Std Deviation  2.74
Option Price  1.093
Implied Vol  0.140
Delta  0.502
Gamma  0.146
Rho  0.007
Theta  -0.273
Vega  0.078
 
Lower Bound (Put)
Option Price  0.877
Implied Vol  0.140
Delta  -0.431
Gamma  0.144
Rho  -0.006
Theta  -0.269
Vega  0.077
 
Upper Bound (Call)
Option Price  1.073
Implied Vol  0.140
Delta  0.496
Gamma  0.146
Rho  0.007
Theta  -0.273
Vega  0.078
Calculator Help
Data Provided by HistoricalOptionData.com
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