Symbol:    
Alliance Data Systems Corp 
Options Root:  Open Help    ADS  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days30.63%20.72%24.60%64.21% - 26-Apr9.99% - 17-Jul
20 days23.61%20.45%51.92%52.64% - 11-Sep16.22% - 05-Feb
30 days25.47%25.15%44.32%47.27% - 09-Jan21.65% - 15-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help43.27%43.41%28.11%51.86% - 24-Dec21.24% - 18-Jul
IV Index put Open Help42.89%42.07%29.14%49.93% - 24-Dec19.57% - 18-Jul
IV Index mean Open Help43.08%42.74%28.63%50.90% - 24-Dec20.40% - 18-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days73.91%52.70%30.50%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
58.18%57.20% 5.75000.40
(7.48)
5.750Oct 25, 2019 121.0114.0000.00
(0.00)
4.0000-42.73%56.42%
57.18%53.98% 5.1500-0.20
(-3.74)
5.150Oct 25, 2019 122.0114.4500.05
(1.14)
4.4500-46.06%56.01%
56.39%50.66% 4.60000.00
(0.00)
4.600Oct 25, 2019 123.0114.9000.10
(2.08)
4.9000-49.45%55.24%
55.81%47.30% 4.1000-0.05
(-1.20)
4.100Oct 25, 2019 124.0115.4500.05
(0.93)
5.4500-52.82%55.27%
50.40%57.04% 6.30000.15
(2.44)
6.300Nov 01, 2019 121.0184.350-0.05
(-1.14)
4.3500-42.86%47.56%
50.04%54.14% 5.75000.15
(2.68)
5.750Nov 01, 2019 122.0184.650-0.20
(-4.12)
4.6500-45.95%45.82%
49.42%51.17% 5.20000.15
(2.97)
5.200Nov 01, 2019 123.0185.100-0.35
(-6.42)
5.1000-49.19%45.22%
48.98%48.18% 4.70000.20
(4.44)
4.700Nov 01, 2019 124.0185.700-0.15
(-2.56)
5.7000-52.35%45.73%
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