Market-Implied Probability Explorer
SPY · $578.40 · Oct 16, 2026 (21d) · as of Sep 25, 2026

Option chain

SPY quotes for Oct 16, 2026 after cleaning. Calls drive the Breeden-Litzenberger density; puts are shown for reference and skew checks.

Data quality

73 valid quotes
1 filtered
0 negative-density points corrected
Gaussian kernel regression on log-moneyness IV · h = 0.055
  • Implied vol could not be solved1

33 strikes

Density contribution is the normalized risk-neutral probability density at that strike.

StrikeBidAskMidIVSmoothed IVFitted callDensity
$48099.0899.3799.2331.25%25.63%99.160.00005
$48594.1094.3894.2429.60%25.13%94.180.00007
$49089.1389.3989.2628.39%24.59%89.200.00009
$49584.1484.3984.2726.76%24.01%84.220.00012
$50079.1679.3979.2825.14%23.41%79.240.00016
$50574.1974.4174.3023.89%22.77%74.270.00022
$51069.2269.4369.3322.91%22.12%69.300.00031
$51564.2564.4464.3521.56%21.45%64.350.00044
$52059.3259.5059.4121.02%20.79%59.400.00063
$52554.3554.5154.4319.54%20.12%54.470.00094
$53049.4249.5749.5018.76%19.48%49.560.00137
$53544.5744.7144.6418.46%18.85%44.680.00206
$54039.7439.8739.8117.92%18.26%39.860.00298
$54534.8835.0034.9416.75%17.71%35.110.00439
$55030.2630.3630.3116.51%17.20%30.470.00614
$55525.7525.8425.8016.11%16.73%25.990.00856
$56021.3721.4521.4115.50%16.32%21.710.01120
$56517.3017.3717.3415.09%15.95%17.710.01425
$57013.6113.6613.6414.77%15.64%14.070.01688
$57510.2610.3010.2814.33%15.37%10.840.01902
$5807.377.417.3913.89%15.15%8.090.01992
$5855.245.285.2613.92%14.97%5.820.01948
$5903.643.673.6614.05%14.82%4.040.01784
$5952.282.312.3013.75%14.71%2.700.01511
$6001.441.471.4613.81%14.63%1.730.01216
$6050.900.930.9213.97%14.57%1.070.00900
$6100.500.530.5213.88%14.54%0.640.00644
$6150.280.310.3013.97%14.52%0.370.00423
$6200.220.250.2414.91%14.52%0.200.00273
$6250.090.120.1114.53%14.52%0.110.00162
$6300.040.070.0614.63%14.54%0.060.00096
$6350.030.060.0515.49%14.56%0.030.00052
$6400.010.040.0315.74%14.59%0.010.00030

CSV upload format

Upload any option chain with these columns (header names are matched case-insensitively, common aliases accepted):

strike,expiration,option_type,bid,ask,mid,implied_volatility,underlying_price,risk_free_rate 575,2026-10-16,call,8.15,8.35,8.25,0.146,578.40,0.043

Required: strike, expiration, option_type, and either bid/ask or mid. If underlying_price is missing, spot is inferred from the strike where call and put mids are closest (put-call parity anchor).