Symbol:    
Lamb Weston Holdings Inc 
Options Root:  Open Help    LW  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days40.38%22.28%45.49%170.12% - 25-Mar3.42% - 19-Dec
20 days37.30%27.97%38.99%131.21% - 08-Apr5.30% - 19-Dec
30 days39.28%33.39%37.14%116.76% - 20-Apr8.68% - 31-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help47.96%37.86%52.23%111.76% - 19-Mar17.01% - 16-Jan
IV Index put Open Help46.75%37.05%51.52%113.58% - 19-Mar18.12% - 17-Jan
IV Index mean Open Help47.35%37.46%51.88%112.67% - 19-Mar18.36% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days56.78%39.87%27.69%88.94% - 29-Jun-39.09% - 23-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
71.38%80.84% 9.4500-2.95
(-23.79)
9.450Nov 20, 2020 55.0230.7250.40
(123.08)
0.7250-14.78%56.04%
50.48%67.99% 4.9000-2.10
(-30.00)
4.900Nov 20, 2020 60.0231.7000.88
(106.06)
1.7000-31.83%48.54%
48.08%42.59% 2.2250-1.12
(-33.58)
2.225Nov 20, 2020 65.0234.0501.75
(76.09)
4.0500-57.80%46.64%
44.96%19.37% 0.7250-0.45
(-38.30)
0.725Nov 20, 2020 70.0237.4002.30
(45.10)
7.4000-84.43%39.07%
49.62%79.81% 9.5500-2.20
(-18.72)
9.550Dec 18, 2020 55.0511.3250.48
(55.88)
1.3250-19.46%47.62%
47.19%64.56% 6.0500-1.55
(-20.39)
6.050Dec 18, 2020 60.0512.8501.05
(58.33)
2.8500-35.25%45.99%
44.35%46.15% 3.3500-1.25
(-27.17)
3.350Dec 18, 2020 65.0515.2001.70
(48.57)
5.2000-54.00%43.76%
41.17%27.48% 1.5250-0.60
(-28.24)
1.525Dec 18, 2020 70.0518.2502.05
(33.06)
8.2500-74.02%38.87%
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