SPY Probability Model — Angelrow Trading Systems

Fetching market data...

Daily Return Distribution — All Regimes

0DTE Strike Probability Calculator

SPY Price ($)

Strike Price ($)

—

Direction

VIX Regime Filter

VIX Direction

◈ All Click to filter by rising / falling VIX

Probability expires ITM

—

▲ Rising VIX

—

▼ Falling VIX

—

P(expires ITM) by VIX regime — All directions

Move Probability by VIX Regime

VIX Regime	Days	Avg \|Move\|	Std Dev	>0.5%	>1.0%	>1.5%	>2.0%	>3.0%	>5.0%	Max Up	Max Down

Move by Day of Week

Monthly Volatility

Directional Move Probability by Regime

VIX Regime	% Days Up	% Days Down	Avg Up Move	Avg Down Move	Put OTM 1% Safe?	Call OTM 1% Safe?

VIX Direction Analysis — 1% Put Breach Rate

VIX Bucket	▲ Rising N	▲ Breach	▼ Falling N	▼ Breach	Diff

VIX direction significantly affects breach probability across regime bands. Rising VIX days show substantially higher put breach rates in elevated regimes. The direction signal is strongest in high-volatility conditions — use the direction badge in the calculator to filter to the current market environment.

SPY DAILY MOVE PROBABILITY MODEL