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 days30.03%34.26%29.15%94.39% - 31-May9.99% - 20-Feb
20 days31.62%33.42%33.40%70.38% - 22-Jun13.58% - 21-Feb
30 days31.67%30.58%28.35%61.29% - 25-May16.03% - 25-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help53.06%27.76%35.28%69.38% - 20-Nov26.57% - 12-Apr
IV Index put Open Help52.23%27.28%34.03%69.36% - 20-Nov26.52% - 05-Apr
IV Index mean Open Help52.65%27.52%34.66%69.37% - 20-Nov26.64% - 12-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days46.15%50.25%49.23%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
30.80%62.03% 1.65000.75
(83.33)
1.650May 03, 2019 61.090.775-0.77
(-50.00)
0.7750-37.68%29.73%
30.39%55.52% 1.35000.65
(92.86)
1.350May 03, 2019 61.590.975-0.88
(-47.30)
0.9750-44.45%29.37%
29.77%48.70% 1.07500.55
(104.76)
1.075May 03, 2019 62.091.200-1.00
(-45.45)
1.2000-51.55%28.73%
28.90%41.61% 0.82500.43
(106.25)
0.825May 03, 2019 62.591.475-1.08
(-42.16)
1.4750-58.71%28.49%
29.81%60.17% 2.00000.75
(60.00)
2.000May 10, 2019 61.0161.125-0.75
(-40.00)
1.1250-39.89%29.58%
29.33%55.09% 1.70000.68
(65.85)
1.700May 10, 2019 61.5161.325-0.83
(-38.37)
1.3250-45.04%29.09%
29.32%49.84% 1.45000.58
(65.71)
1.450May 10, 2019 62.0161.550-0.92
(-37.37)
1.5500-50.41%28.59%
28.81%44.50% 1.20000.53
(77.78)
1.200May 10, 2019 62.5161.800-1.03
(-36.28)
1.8000-55.94%28.08%
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