Symbol:    
Alliance Data Systems Corp 
Options Root:  Open Help    ADS  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days52.57%16.28%14.80%64.21% - 26-Apr9.28% - 11-Sep
20 days39.36%27.53%17.27%49.23% - 10-Jan13.17% - 21-Sep
30 days37.53%24.90%25.25%47.27% - 09-Jan12.40% - 11-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help32.22%27.65%26.82%51.86% - 24-Dec20.61% - 22-Aug
IV Index put Open Help31.23%28.37%26.82%49.93% - 24-Dec19.57% - 18-Jul
IV Index mean Open Help31.73%28.01%26.82%50.90% - 24-Dec20.40% - 18-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days22.59%61.66%15.13%88.42% - 25-Mar15.13% - 17-Jul
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
36.05%58.74% 4.8500-11.90
(-71.04)
4.850Aug 30, 2019 137.0142.7502.75
(0.00)
2.7500-40.83%33.21%
34.55%54.78% 4.1500-11.15
(-72.88)
4.150Aug 30, 2019 138.0143.0503.05
(0.00)
3.0500-45.14%31.75%
36.16%50.63% 3.8250-10.93
(-74.07)
3.825Aug 30, 2019 139.0143.5503.55
(0.00)
3.5500-49.78%31.75%
34.15%46.24% 3.1500-10.50
(-76.92)
3.150Aug 30, 2019 140.0144.0504.05
(0.00)
4.0500-54.48%31.33%
33.81%57.67% 5.2000-11.60
(-69.05)
5.200Sep 06, 2019 137.0213.6503.65
(0.00)
3.6500-43.96%32.17%
33.24%53.97% 4.6000-10.85
(-70.23)
4.600Sep 06, 2019 138.0214.0002.78
(226.53)
4.0000-47.74%31.11%
33.53%50.21% 4.1500-10.65
(-71.96)
4.150Sep 06, 2019 139.0214.5003.60
(400.00)
4.5000-51.64%30.92%
33.14%46.43% 3.6500-10.30
(-73.84)
3.650Sep 06, 2019 140.0215.1003.63
(245.76)
5.1000-55.43%31.18%
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