Symbol:    
Hanesbrands Inc 
Options Root:  Open Help    HBI  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days22.45%26.95%36.91%98.51% - 11-Feb12.57% - 08-Mar
20 days22.22%22.60%32.56%70.98% - 11-Feb13.51% - 18-Mar
30 days27.45%28.03%30.77%59.93% - 08-Feb20.00% - 27-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help51.60%48.19%37.91%N/A - N/AN/A - N/A
IV Index put Open Help49.59%47.77%37.08%N/A - N/AN/A - N/A
IV Index mean Open Help50.60%47.98%37.49%N/A - N/AN/A - N/A
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days30.98%22.58%41.16%80.80% - 20-Jun-33.00% - 13-Mar
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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
60.45%71.66% 1.4000-0.15
(-9.68)
1.400Feb 21, 2020 13.0250.3750.05
(15.38)
0.3750-28.91%52.83%
57.64%52.24% 0.8000-0.10
(-11.11)
0.800Feb 21, 2020 14.0250.8250.10
(13.79)
0.8250-49.22%53.32%
53.41%32.10% 0.3750-0.07
(-16.67)
0.375Feb 21, 2020 15.0251.4250.15
(11.76)
1.4250-69.76%50.06%
53.72%17.69% 0.1750-0.02
(-12.50)
0.175Feb 21, 2020 16.0252.2500.20
(9.76)
2.2500-83.73%51.49%
47.42%68.55% 1.5000-0.15
(-9.09)
1.500Mar 20, 2020 13.0530.5250.07
(16.67)
0.5250-31.31%44.76%
44.24%52.14% 0.9000-0.10
(-10.00)
0.900Mar 20, 2020 14.0530.9500.10
(11.76)
0.9500-48.19%43.00%
44.17%36.03% 0.5250-0.05
(-8.70)
0.525Mar 20, 2020 15.0531.5500.15
(10.71)
1.5500-65.48%41.60%
41.79%21.36% 0.2500-0.05
(-16.67)
0.250Mar 20, 2020 16.0532.3000.15
(6.98)
2.3000-80.38%39.96%
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