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 days66.27%75.73%111.52%328.22% - 24-Mar9.99% - 17-Jul
20 days110.59%117.09%115.41%252.31% - 08-Apr12.07% - 16-Jan
30 days113.18%121.27%118.83%215.56% - 20-Apr16.03% - 23-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help82.36%109.64%79.48%175.27% - 18-Mar21.24% - 18-Jul
IV Index put Open Help82.36%109.60%79.48%175.29% - 18-Mar19.57% - 18-Jul
IV Index mean Open Help82.36%109.62%79.48%175.28% - 18-Mar20.40% - 18-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days76.72%80.33%60.76%89.43% - 16-Mar11.32% - 29-Nov
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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
72.21%62.33% 2.5000-1.68
(-40.12)
2.500Jul 10, 2020 42.581.325-0.60
(-31.17)
1.3250-37.77%73.20%
76.37%57.91% 2.3250-1.43
(-38.00)
2.325Jul 10, 2020 43.081.550-1.30
(-45.61)
1.5500-41.94%73.38%
78.07%49.96% 1.8750-1.18
(-38.52)
1.875Jul 10, 2020 44.082.150-1.45
(-40.28)
2.1500-50.10%77.07%
85.56%43.34% 1.6500-0.47
(-22.35)
1.650Jul 10, 2020 45.082.775-1.22
(-30.62)
2.7750-57.67%78.64%
96.77%57.17% 3.7500-0.30
(-7.41)
3.750Jul 17, 2020 43.0152.700-0.75
(-21.74)
2.7000-42.85%86.75%
86.54%54.55% 3.1500-0.75
(-19.23)
3.150Jul 17, 2020 43.5152.900-0.75
(-20.55)
2.9000-45.49%85.11%
85.30%51.89% 2.8750-0.78
(-21.23)
2.875Jul 17, 2020 44.0153.200-0.70
(-17.95)
3.2000-48.07%85.99%
84.41%49.20% 2.6250-0.80
(-23.36)
2.625Jul 17, 2020 44.5153.400-0.75
(-18.07)
3.4000-50.87%83.76%
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