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 days38.53%42.25%40.32%89.92% - 14-Mar11.81% - 22-Feb
20 days46.33%50.42%38.79%69.48% - 11-Sep16.11% - 25-Feb
30 days43.64%44.74%35.54%62.95% - 11-Sep22.14% - 25-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help35.32%36.44%58.93%71.02% - 22-Aug26.75% - 18-Mar
IV Index put Open Help35.28%35.43%58.86%70.90% - 22-Aug26.40% - 18-Mar
IV Index mean Open Help35.30%35.93%58.89%70.96% - 22-Aug26.57% - 18-Mar
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days47.66%38.85%54.61%72.94% - 02-Jan6.06% - 11-Feb
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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
38.90%72.85% 0.72500.18
(31.82)
0.725Dec 13, 2019 15.590.180-0.15
(-46.27)
0.1800-27.76%40.23%
38.46%53.54% 0.41500.11
(36.07)
0.415Dec 13, 2019 16.090.360-0.22
(-37.93)
0.3600-46.51%38.56%
37.96%33.47% 0.20500.05
(36.67)
0.205Dec 13, 2019 16.590.655-0.28
(-29.57)
0.6550-66.34%38.60%
38.14%17.80% 0.09000.02
(28.57)
0.090Dec 13, 2019 17.091.045-0.30
(-22.30)
1.0450-81.32%39.78%
37.95%68.72% 0.83000.16
(23.88)
0.830Dec 20, 2019 15.5160.280-0.16
(-36.36)
0.2800-31.65%38.88%
37.25%53.53% 0.53000.11
(26.19)
0.530Dec 20, 2019 16.0160.470-0.22
(-31.88)
0.4700-46.54%37.32%
36.70%37.77% 0.31000.07
(29.17)
0.310Dec 20, 2019 16.5160.755-0.26
(-25.62)
0.7550-62.19%37.15%
36.73%24.21% 0.17000.03
(25.93)
0.170Dec 20, 2019 17.0161.100-0.29
(-21.15)
1.1000-76.62%35.83%
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