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Fri, Nov 21, 2014/close Print 
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 Symbol:   
S&P 500 Index (SPX) 
Options Root:  Open Help    SPX   SPXQ   SPXW  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days3.64%3.90%22.66%22.66% - 21-Oct3.03% - 20-Nov
20 days6.56%10.25%19.14%19.15% - 28-Oct5.18% - 08-Sep
30 days11.25%15.22%16.13%17.33% - 31-Oct5.63% - 03-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help9.99%10.51%15.33%22.27% - 15-Oct8.32% - 20-Jun
IV Index put Open Help10.00%10.71%15.11%22.22% - 15-Oct7.77% - 03-Jul
IV Index mean Open Help9.99%10.61%15.22%22.25% - 15-Oct8.05% - 03-Jul
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      SPX: DAILY 1 YEAR VOLATILITY CHART   ( 3 months    6 months    1 year )
    IV Index Call     IV Index Put     IV Index Call & Put     IV Index Mean
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Volatility chart
OPTIONS VOLUME, CONTRACTS
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Options volume chart


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