Symbol:    
The Gap Inc 
Options Root:  Open Help    GPS  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days114.78%89.37%141.65%229.29% - 25-Mar17.67% - 03-Jan
20 days115.80%118.14%117.75%199.16% - 09-Apr22.74% - 08-Jul
30 days126.78%119.68%114.98%176.23% - 20-Apr24.28% - 31-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help84.16%87.66%89.95%138.85% - 16-Mar29.62% - 05-Jul
IV Index put Open Help84.11%87.62%90.32%138.85% - 16-Mar29.49% - 02-Jul
IV Index mean Open Help84.13%87.64%90.14%138.85% - 16-Mar29.77% - 02-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days35.75%50.05%35.54%86.41% - 16-Mar6.48% - 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
93.27%71.05% 1.0600-0.21
(-16.21)
1.060Jul 10, 2020 11.580.255-0.03
(-8.93)
0.2550-28.72%74.46%
95.87%58.30% 0.7800-0.17
(-17.46)
0.780Jul 10, 2020 12.080.400-0.08
(-15.79)
0.6064-43.46%95.87%
86.36%45.11% 0.4800-0.26
(-35.14)
0.480Jul 10, 2020 12.580.535-0.25
(-31.41)
0.5350-64.30%46.49%
82.53%31.88% 0.2850-0.22
(-43.56)
0.285Jul 10, 2020 13.080.940-0.11
(-10.48)
0.9400-79.95%51.44%
90.68%66.07% 1.2400-0.22
(-15.07)
1.240Jul 17, 2020 11.5150.460-0.03
(-6.12)
0.4600-33.24%77.80%
88.16%56.79% 0.9450-0.20
(-17.83)
0.945Jul 17, 2020 12.0150.650-0.04
(-5.11)
0.6500-43.50%74.51%
85.61%47.23% 0.6950-0.21
(-23.20)
0.695Jul 17, 2020 12.5150.905-0.01
(-1.63)
0.9050-54.53%72.52%
86.23%38.43% 0.5200-0.17
(-24.64)
0.520Jul 17, 2020 13.0151.215-0.00
(-0.00)
1.2150-65.34%70.67%
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