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Probability Calculator for SPY

Data is delayed from July 31, 2019. You must subscribe to get the latest data.
Symbol

SPDR TRUST SR 1 ETF 297.40 -3.39   Wed, Jul 31

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
45.8096%   9.0024% 45.1881%

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
Price297.40
Expected Price  297.50
Std Deviation  4.42
Option Price  1.764
Implied Vol  0.142
Delta  0.503
Gamma  0.090
Rho  0.016
Theta  -0.221
Vega  0.124
 
Lower Bound (Put)
Option Price  1.569
Implied Vol  0.142
Delta  -0.461
Gamma  0.090
Rho  -0.015
Theta  -0.219
Vega  0.124
 
Upper Bound (Call)
Option Price  1.482
Implied Vol  0.142
Delta  0.449
Gamma  0.090
Rho  0.014
Theta  -0.219
Vega  0.123
Calculator Help
Data Provided by HistoricalOptionData.com
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