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 days23.66%13.15%9.74%60.23% - 06-Jan3.42% - 19-Dec
20 days20.37%11.27%41.92%42.26% - 21-Jan5.30% - 19-Dec
30 days17.56%10.43%34.57%34.71% - 04-Feb8.68% - 31-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help36.29%23.35%20.37%N/A - N/AN/A - N/A
IV Index put Open Help37.65%23.33%19.52%N/A - N/AN/A - N/A
IV Index mean Open Help36.97%23.34%19.95%N/A - N/AN/A - N/A
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days52.09%20.87%-21.09%55.84% - 27-Feb-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
43.42%80.37% 8.0000-2.00
(-20.00)
8.000Mar 20, 2020 80.0211.0250.55
(115.79)
1.0250-19.51%43.23%
36.72%61.96% 4.1000-1.55
(-27.43)
4.100Mar 20, 2020 85.0212.350-0.33
(-12.15)
2.3500-38.65%39.38%
37.10%36.66% 1.8500-0.70
(-27.45)
1.850Mar 20, 2020 90.0215.1002.35
(85.45)
5.1000-62.37%39.79%
36.52%16.71% 0.6500-1.93
(-74.76)
0.650Mar 20, 2020 95.0219.1503.10
(51.24)
9.1500-78.25%44.57%
33.04%77.67% 8.5000-1.95
(-18.66)
8.500Apr 17, 2020 80.0492.9500.20
(7.27)
1.4420-22.37%33.04%
34.99%59.97% 5.5000-1.75
(-24.14)
5.500Apr 17, 2020 85.0493.7000.10
(2.78)
3.7000-40.41%37.10%
34.35%42.10% 3.1250-0.98
(-23.78)
3.125Apr 17, 2020 90.0496.3501.75
(38.04)
6.3500-57.32%36.65%
35.29%27.12% 1.75000.48
(37.25)
1.750Apr 17, 2020 95.0499.7002.10
(27.63)
9.7000-73.21%35.40%
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