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 days10.11%16.04%20.86%94.39% - 31-May9.99% - 20-Feb
20 days13.58%18.20%23.96%70.38% - 22-Jun13.58% - 21-Feb
30 days16.56%19.53%32.27%61.29% - 25-May16.56% - 21-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help55.51%58.65%31.58%71.20% - 28-Feb29.86% - 18-Jan
IV Index put Open Help57.35%58.59%32.47%69.78% - 28-Feb29.76% - 11-Jun
IV Index mean Open Help56.43%58.62%32.02%70.49% - 28-Feb29.93% - 18-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days39.00%37.76%55.96%79.05% - 22-Feb-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
91.38%55.36% 3.5000-0.25
(-6.67)
3.500Mar 01, 2019 59.583.0500.00
(0.00)
3.0500-44.66%93.85%
92.62%52.94% 3.3000-0.15
(-4.35)
3.300Mar 01, 2019 60.083.300-0.10
(-2.94)
3.3000-47.06%93.76%
92.09%50.50% 3.0500-0.15
(-4.69)
3.050Mar 01, 2019 60.583.500-0.15
(-4.11)
3.5000-49.55%91.71%
89.80%47.90% 2.7500-0.25
(-8.33)
2.750Mar 01, 2019 61.083.850-0.05
(-1.28)
3.8500-51.82%93.72%
73.73%55.51% 3.8500-0.10
(-2.53)
3.850Mar 08, 2019 59.5153.3500.00
(0.00)
3.3500-44.53%75.02%
73.56%53.28% 3.6000-0.15
(-4.00)
3.600Mar 08, 2019 60.0153.6000.00
(0.00)
3.6000-46.72%74.94%
73.17%51.04% 3.3500-0.10
(-2.90)
3.350Mar 08, 2019 60.5153.8500.00
(0.00)
3.8500-48.93%74.46%
72.55%48.77% 3.1000-0.15
(-4.62)
3.100Mar 08, 2019 61.0154.1000.05
(1.23)
4.1000-51.17%73.91%
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