Symbol:    
Foot Locker Inc 
Options Root:  Open Help    FL  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days26.50%34.05%22.38%94.39% - 31-May9.99% - 20-Feb
20 days33.99%33.67%27.58%70.38% - 22-Jun13.58% - 21-Feb
30 days30.52%29.95%23.62%61.29% - 25-May16.03% - 25-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help32.99%29.07%32.12%69.38% - 20-Nov26.57% - 12-Apr
IV Index put Open Help32.85%28.71%31.47%69.36% - 20-Nov26.52% - 05-Apr
IV Index mean Open Help32.92%28.89%31.80%69.37% - 20-Nov26.64% - 12-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days47.90%47.84%29.97%61.83% - 08-Jan-8.94% - 24-Aug
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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
25.10%65.27% 1.4000-0.80
(-36.36)
1.400Apr 26, 2019 61.080.5500.20
(57.14)
0.5500-34.83%25.15%
25.05%56.88% 1.1000-0.70
(-38.89)
1.100Apr 26, 2019 61.580.7250.28
(61.11)
0.7250-43.09%24.40%
24.51%48.14% 0.8250-0.63
(-43.10)
0.825Apr 26, 2019 62.080.9750.35
(56.00)
0.9750-52.01%24.55%
24.13%39.25% 0.6000-0.55
(-47.83)
0.600Apr 26, 2019 62.581.2500.45
(56.25)
1.2500-60.96%24.17%
26.94%61.44% 1.8250-0.73
(-28.43)
1.825May 03, 2019 61.0150.8750.27
(45.83)
0.8750-38.17%25.46%
26.57%55.67% 1.5250-0.67
(-30.68)
1.525May 03, 2019 61.5151.1000.35
(46.67)
1.1000-44.37%25.67%
25.62%49.60% 1.2250-0.65
(-34.67)
1.225May 03, 2019 62.0151.3250.38
(39.47)
1.3250-50.65%25.19%
25.06%43.27% 0.9750-0.60
(-38.10)
0.975May 03, 2019 62.5151.6000.48
(42.22)
1.6000-56.97%25.13%
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