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 days34.90%35.03%14.54%48.77% - 11-Oct9.44% - 30-Sep
20 days25.19%25.54%19.34%38.34% - 12-Oct11.98% - 02-Oct
30 days22.21%22.30%19.90%33.32% - 24-Jan13.95% - 02-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help23.43%22.88%28.54%36.89% - 21-Jun20.76% - 01-May
IV Index put Open Help23.08%21.80%29.66%37.26% - 21-Jun20.77% - 01-May
IV Index mean Open Help23.26%22.34%29.10%37.08% - 21-Jun20.76% - 01-May
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days8.98%24.78%51.12%54.94% - 27-Sep-37.93% - 30-Jul
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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
23.43%57.62% 2.5000-0.38
(-13.04)
2.500Nov 15, 2019 75.0321.700-0.15
(-8.11)
1.7000-42.93%23.08%
21.62%20.70% 0.5501-0.20
(-29.63)
0.475Nov 15, 2019 80.0324.8000.20
(4.35)
4.8000-79.89%21.62%
27.05%74.82% 7.7000-0.80
(-9.41)
7.700Jan 17, 2020 70.0951.5000.02
(1.69)
1.5000-24.27%25.43%
25.24%56.79% 4.4000-0.30
(-6.38)
4.400Jan 17, 2020 75.0953.150-0.07
(-2.33)
3.1500-43.54%23.65%
22.67%35.12% 1.9500-0.18
(-8.24)
1.950Jan 17, 2020 80.0956.0500.05
(0.83)
6.0500-65.29%23.35%
22.91%18.55% 0.8500-0.13
(-12.82)
0.850Jan 17, 2020 85.0959.7500.55
(5.98)
9.7500-85.44%21.33%
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