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| Stock and Option Trader's Tools |
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Probability that the future price is |
| Below Lower Bound |
Between Bounds |
Above Upper Bound |
| 36.1363% |
20.4823% |
43.3814% |
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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.
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| ATM
Call |
| Price | 42.67 |
| Expected Price |
42.72 |
| Std
Deviation |
1.93 |
| Option
Price |
0.843 |
| Implied
Vol |
0.260 |
| Delta |
0.509 |
| Gamma |
0.206 |
| Rho |
0.006 |
| Theta |
-0.035 |
| Vega |
0.029 |
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| Lower
Bound (Put) |
| Option
Price |
0.439 |
| Implied
Vol |
0.266 |
| Delta |
-0.354 |
| Gamma |
0.188 |
| Rho |
-0.005 |
| Theta |
-0.032 |
| Vega |
0.027 |
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| Upper
Bound (Call) |
| Option
Price |
0.613 |
| Implied
Vol |
0.237 |
| Delta |
0.434 |
| Gamma |
0.224 |
| Rho |
0.005 |
| Theta |
-0.032 |
| Vega |
0.029 |
| Calculator
Help |
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| Optionistics is not a registered investment advisor or
broker-dealer. We do not make recommendations as to particular
securities or derivative instruments, and do not advocate the
purchase or sale of any security or investment by you or any
other individual. By continuing to use this site, you agree to
read and abide by the full disclaimer.
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