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Probability Calculator for QQQ

Data is delayed from January 13, 2017. You must subscribe to get the latest data.
Symbol

POWERSHARES QQQ TRUST SERIE 123.16 +0.42   Fri, Jan 13

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
44.8557%   12.2156% 42.9288%

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
Price123.16
Expected Price  123.22
Std Deviation  1.63
Option Price  0.649
Implied Vol  0.103
Delta  0.503
Gamma  0.246
Rho  0.010
Theta  -0.054
Vega  0.063
 
Lower Bound (Put)
Option Price  0.571
Implied Vol  0.103
Delta  -0.458
Gamma  0.244
Rho  -0.009
Theta  -0.054
Vega  0.063
 
Upper Bound (Call)
Option Price  0.494
Implied Vol  0.103
Delta  0.420
Gamma  0.241
Rho  0.008
Theta  -0.053
Vega  0.062
Calculator Help
Data Provided by HistoricalOptionData.com
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