Symbol:    
Deere & Co 
Options Root:  Open Help    DE  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days21.87%18.96%29.75%60.36% - 10-Dec7.12% - 05-Apr
20 days16.89%19.79%35.10%47.27% - 27-Dec14.26% - 08-Apr
30 days21.51%22.83%38.70%45.90% - 04-Jan16.44% - 08-Apr
  IMPLIED VOLATILITY Open Help
IV Index call Open Help25.01%27.11%23.32%44.24% - 24-Dec20.17% - 05-Apr
IV Index put Open Help24.58%26.94%23.33%43.66% - 20-Nov20.15% - 18-Mar
IV Index mean Open Help24.80%27.03%23.33%43.25% - 20-Nov20.20% - 18-Mar
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days62.42%65.58%82.92%88.38% - 06-Sep22.31% - 19-Mar
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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
26.62%70.72% 5.5000-2.00
(-26.67)
5.500Oct 25, 2019 165.0111.395-0.14
(-9.42)
1.3950-28.78%25.80%
25.10%59.11% 3.7500-1.90
(-33.63)
3.750Oct 25, 2019 167.5112.140-0.02
(-0.93)
2.1400-40.75%24.34%
23.81%45.31% 2.3350-1.69
(-41.99)
2.335Oct 25, 2019 170.0113.2250.19
(6.44)
3.2250-55.07%23.03%
22.77%31.05% 1.3050-1.39
(-51.58)
1.305Oct 25, 2019 172.5114.7000.45
(10.59)
4.7000-69.97%21.91%
25.79%67.59% 6.2000-1.85
(-22.98)
6.200Nov 01, 2019 165.0182.0500.00
(0.24)
2.0500-32.19%25.28%
24.51%57.96% 4.5000-1.75
(-28.00)
4.500Nov 01, 2019 167.5182.8550.12
(4.39)
2.8550-42.06%24.05%
23.56%46.96% 3.1000-1.55
(-33.33)
3.100Nov 01, 2019 170.0183.9500.30
(8.22)
3.9500-53.36%23.08%
22.74%35.57% 2.0000-1.35
(-40.30)
2.000Nov 01, 2019 172.5185.3500.50
(10.31)
5.3500-65.13%22.20%
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