Symbol:    
The Gap Inc 
Options Root:  Open Help    GPS  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days39.71%40.04%28.76%89.92% - 14-Mar17.53% - 28-Feb
20 days47.33%38.87%32.31%69.48% - 11-Sep17.45% - 28-Feb
30 days42.43%36.70%29.26%62.95% - 11-Sep22.60% - 28-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help73.17%51.52%45.35%N/A - N/AN/A - N/A
IV Index put Open Help73.53%51.58%45.16%N/A - N/AN/A - N/A
IV Index mean Open Help73.35%51.55%45.26%N/A - N/AN/A - N/A
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days66.76%51.61%14.09%72.68% - 25-Feb6.48% - 17-Jan
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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
83.98%67.33% 1.39000.02
(1.46)
1.390Mar 13, 2020 13.5140.8650.25
(40.65)
0.8650-35.15%114.31%
89.41%58.87% 1.16500.08
(6.88)
1.165Mar 13, 2020 14.0141.0800.21
(24.14)
1.0800-41.36%112.59%
84.90%50.63% 0.87500.08
(10.76)
0.875Mar 13, 2020 14.5141.1200.00
(0.45)
1.1200-48.90%92.26%
83.99%42.37% 0.66500.07
(11.76)
0.665Mar 13, 2020 15.0141.380-0.01
(-0.72)
1.3800-56.91%88.76%
91.80%65.00% 1.68500.29
(21.22)
1.685Mar 20, 2020 13.5210.7450.06
(8.76)
0.7450-34.41%84.05%
79.91%58.79% 1.26000.11
(9.57)
1.260Mar 20, 2020 14.0210.9650.06
(6.63)
0.9650-41.28%83.40%
77.91%51.40% 0.99500.13
(15.70)
0.995Mar 20, 2020 14.5211.1950.02
(2.14)
1.1950-48.41%80.92%
73.98%43.49% 0.74000.07
(11.28)
0.740Mar 20, 2020 15.0211.4700.01
(0.34)
1.4700-55.65%79.26%
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