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 days29.12%29.82%25.10%93.23% - 07-Jun9.99% - 20-Feb
20 days24.58%25.51%69.30%69.30% - 14-Jun13.58% - 21-Feb
30 days25.56%58.40%59.05%59.07% - 17-Jun16.03% - 25-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help33.22%37.98%36.58%69.38% - 20-Nov26.57% - 12-Apr
IV Index put Open Help32.95%36.56%36.69%69.36% - 20-Nov26.52% - 05-Apr
IV Index mean Open Help33.09%37.27%36.64%69.37% - 20-Nov26.64% - 12-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days21.10%25.22%23.72%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
33.85%58.00% 1.12500.02
(2.27)
1.125Jul 26, 2019 41.5110.850-0.23
(-20.93)
0.8500-44.69%33.76%
33.99%48.37% 0.87500.00
(0.00)
0.875Jul 26, 2019 42.0111.150-0.23
(-16.36)
1.1500-52.63%35.31%
33.40%39.55% 0.6500-0.03
(-3.70)
0.650Jul 26, 2019 42.5111.400-0.27
(-16.42)
1.4000-60.85%33.73%
34.09%32.15% 0.5000-0.02
(-4.76)
0.500Jul 26, 2019 43.0111.725-0.28
(-13.75)
1.7250-68.51%33.39%
33.36%55.26% 1.37500.02
(1.85)
1.375Aug 02, 2019 41.5181.075-0.25
(-18.87)
1.0750-45.02%32.72%
33.23%48.66% 1.12500.00
(0.00)
1.125Aug 02, 2019 42.0181.325-0.27
(-17.19)
1.3250-51.64%32.58%
33.55%42.37% 0.92500.03
(2.78)
0.925Aug 02, 2019 42.5181.625-0.27
(-14.47)
1.6250-58.05%32.88%
33.08%36.09% 0.72500.00
(0.00)
0.725Aug 02, 2019 43.0181.925-0.30
(-13.48)
1.9250-64.53%32.34%
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