Symbol:    
Hanesbrands Inc 
Options Root:  Open Help    HBI  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days33.14%28.90%29.15%141.63% - 20-Mar17.71% - 06-Jan
20 days31.40%27.32%35.51%115.93% - 08-Apr21.27% - 23-Jan
30 days27.55%33.82%53.93%104.95% - 20-Apr21.00% - 30-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help48.06%43.25%41.73%118.56% - 23-Mar31.68% - 16-Dec
IV Index put Open Help46.37%44.35%43.09%118.54% - 23-Mar31.79% - 19-Dec
IV Index mean Open Help47.21%43.80%42.41%118.55% - 23-Mar32.35% - 15-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days26.12%19.23%37.40%79.05% - 13-Jul10.13% - 28-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
49.09%67.39% 0.77500.25
(47.62)
0.775Oct 02, 2020 15.590.325-0.05
(-13.33)
0.2748-32.59%49.09%
47.38%51.50% 0.47500.18
(58.33)
0.475Oct 02, 2020 16.090.625-0.02
(-3.85)
0.4746-48.50%47.38%
42.19%33.32% 0.22500.10
(80.00)
0.225Oct 02, 2020 16.590.725-0.10
(-12.12)
0.7250-66.69%42.19%
50.78%74.56% 1.27500.30
(30.77)
1.275Oct 09, 2020 15.0160.250-0.10
(-28.57)
0.2500-24.58%48.46%
48.97%64.11% 0.92500.25
(37.04)
0.925Oct 09, 2020 15.5160.400-0.15
(-27.27)
0.4000-35.47%47.00%
44.88%51.90% 0.60000.20
(50.00)
0.600Oct 09, 2020 16.0160.600-0.20
(-25.00)
0.6000-48.10%44.94%
41.63%37.87% 0.35000.10
(40.00)
0.350Oct 09, 2020 16.5160.875-0.25
(-22.22)
0.8750-61.45%43.61%
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