Symbol:    
Nielsen Holdings PLC 
Options Root:  Open Help    NLSN  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days21.32%29.62%14.81%150.10% - 06-Aug10.86% - 10-Oct
20 days25.37%23.57%19.16%118.28% - 16-Aug15.29% - 27-Feb
30 days22.13%21.51%20.48%96.55% - 30-Aug15.76% - 19-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help49.98%47.54%47.22%64.64% - 03-Apr25.29% - 31-Jul
IV Index put Open Help52.74%48.07%46.72%65.03% - 03-Apr25.02% - 01-Aug
IV Index mean Open Help51.36%47.81%46.97%64.83% - 03-Apr25.47% - 01-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days3.41%2.48%40.67%86.23% - 17-Jan-17.02% - 28-Sep
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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
54.50%68.38% 2.30000.40
(21.05)
2.300Aug 16, 2019 22.0320.900-0.08
(-7.69)
0.9000-32.09%56.63%
52.45%58.11% 1.67500.40
(31.37)
1.675Aug 16, 2019 23.0321.275-0.10
(-7.27)
1.2750-42.05%54.46%
47.51%46.34% 1.07500.20
(22.86)
1.075Aug 16, 2019 24.0321.700-0.20
(-10.53)
1.7000-53.29%50.39%
45.64%34.33% 0.67500.18
(35.00)
0.675Aug 16, 2019 25.0322.325-0.12
(-5.10)
2.3250-64.26%49.70%
41.24%64.42% 2.82500.42
(17.71)
2.825Nov 15, 2019 22.01231.550-0.23
(-12.68)
1.5500-36.55%40.49%
39.50%56.85% 2.22500.32
(17.11)
2.225Nov 15, 2019 23.01232.075-0.15
(-6.74)
2.0750-43.90%41.10%
38.29%48.93% 1.72500.32
(23.21)
1.725Nov 15, 2019 24.01232.500-0.25
(-9.09)
2.5000-51.81%38.44%
36.63%40.76% 1.27500.20
(18.60)
1.275Nov 15, 2019 25.01233.200-0.15
(-4.48)
3.2000-58.63%39.64%
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