Symbol:    
Nielsen Holdings PLC 
Options Root:  Open Help    NLSN  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days14.61%36.24%22.77%150.10% - 06-Aug10.86% - 10-Oct
20 days52.90%53.66%25.52%118.28% - 16-Aug14.24% - 25-Jun
30 days44.80%45.15%23.10%96.55% - 30-Aug15.00% - 14-Jun
  IMPLIED VOLATILITY Open Help
IV Index call Open Help49.08%51.55%42.12%64.64% - 03-Apr20.21% - 15-Jun
IV Index put Open Help49.80%50.61%41.89%65.03% - 03-Apr20.17% - 12-Jun
IV Index mean Open Help49.44%51.08%42.00%64.83% - 03-Apr20.22% - 12-Jun
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days22.98%25.65%44.16%86.23% - 17-Jan-17.02% - 28-Sep
.
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
57.25%64.00% 2.1250-0.33
(-13.27)
2.125May 17, 2019 25.0251.050-0.23
(-17.65)
1.0500-36.09%57.45%
51.88%53.66% 1.4500-0.32
(-18.31)
1.450May 17, 2019 26.0251.425-0.03
(-1.72)
1.4250-46.38%53.97%
50.07%42.17% 0.9750-0.27
(-22.00)
0.975May 17, 2019 27.0251.900-0.00
(-0.00)
1.9000-57.95%50.30%
47.78%30.71% 0.6000-0.17
(-22.58)
0.600May 17, 2019 28.0252.525-0.05
(-1.94)
2.5250-69.45%48.03%
45.57%62.90% 2.3750-0.28
(-10.38)
2.375Jun 21, 2019 25.0601.6000.10
(6.67)
1.6000-39.92%48.12%
42.80%53.95% 1.7500-0.20
(-10.26)
1.750Jun 21, 2019 26.0601.900-0.03
(-1.30)
1.9000-48.50%42.96%
39.74%43.89% 1.2000-0.27
(-18.64)
1.200Jun 21, 2019 27.0602.4000.08
(3.23)
2.4000-57.94%40.68%
37.92%33.82% 0.8000-0.15
(-15.79)
0.800Jun 21, 2019 28.0602.950-0.38
(-11.28)
2.9500-68.34%37.19%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.