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Probability Calculator for SPY

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

SPDR TRUST SR 1 ETF 321.75 -5.87   Fri, Jan 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
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
Price321.75
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
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