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 days24.46%49.53%36.32%229.29% - 25-Mar17.67% - 03-Jan
20 days46.03%45.64%55.33%199.16% - 09-Apr28.88% - 15-Jan
30 days43.59%44.88%49.22%176.23% - 20-Apr28.01% - 30-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help79.83%70.55%71.54%138.85% - 16-Mar31.03% - 17-Jan
IV Index put Open Help80.28%71.50%69.65%138.85% - 16-Mar31.69% - 17-Jan
IV Index mean Open Help80.05%71.02%70.60%138.85% - 16-Mar31.36% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days51.41%58.96%47.75%86.41% - 16-Mar-11.74% - 06-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
85.05%62.42% 1.3100-0.25
(-15.76)
1.310Oct 30, 2020 18.090.7200.27
(58.24)
0.7200-37.71%86.79%
86.42%54.45% 1.0600-0.12
(-10.17)
1.060Oct 30, 2020 18.590.9500.31
(47.29)
0.9500-45.55%86.36%
85.19%46.50% 0.8200-0.11
(-12.30)
0.820Oct 30, 2020 19.091.2350.34
(38.76)
1.2350-53.29%87.27%
87.63%39.34% 0.6600-0.04
(-5.71)
0.660Oct 30, 2020 19.591.4950.33
(28.33)
1.4950-61.60%82.68%
83.15%60.97% 1.6000-0.31
(-16.01)
1.600Nov 06, 2020 18.0161.0300.21
(26.38)
1.0300-39.14%85.83%
83.80%54.85% 1.3550-0.17
(-11.15)
1.355Nov 06, 2020 18.5161.2450.24
(23.88)
1.2450-45.15%83.77%
81.82%48.61% 1.1000-0.18
(-14.06)
1.100Nov 06, 2020 19.0161.5450.31
(24.60)
1.5450-51.05%85.36%
81.13%42.49% 0.8950-0.15
(-14.76)
0.895Nov 06, 2020 19.5161.8500.49
(35.53)
1.8500-56.81%85.34%
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