Stock Options Probability Calculator
Data as of
Estimates the probability that the stock price finishes above, between, or below the bounds at expiration, assuming a lognormal distribution seeded from the near-term implied volatility.
48.1361%
Below 763.00
2.7429%
Between bounds
49.1209%
Above 764.00
Forward price 763.82 · one standard deviation ±14.55 over 7 days.
Bound Contracts
| Contract | Strike | Price | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|
| Put @ lower | 763.000 | 5.397 | 0.138 | -0.474 | 0.027 | -0.374 | 0.421 | -0.070 |
| Call @ upper | 764.000 | 5.710 | 0.138 | 0.499 | 0.027 | -0.454 | 0.422 | 0.072 |
- Price
- — the current stock price.
- Days
- — the number of days in the future for which the probability will be computed. Days can be calculated by selecting an expiration date and are counted starting from the most recent trading day.
- NTM Volatility
- — near-the-money volatility, the implied volatility interpolated from current near-term, near-the-money option contracts for the selected stock.
- Rate
- — the approximate risk-free interest rate.
- Next Dividend Date / Amount
- — the next ex-dividend date and amount, which may be estimated from past dividend payments.
Probabilities are computed assuming a lognormal distribution. Lower and upper bounds may be entered in the text boxes or selected from the list of available strikes. The NTM implied volatility is used to compute the option prices and greeks displayed; they are approximations and are not based on market data, and the results may not be consistent with volatility and pricing used in other features on this site.
Probability calculations are approximations and are subject to data errors, computation errors, variations in prices, bid and ask spreads, interest rates, and future undeclared dividends. The 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.