Symbol:    
Public Service Enterprise Group Inc 
Options Root:  Open Help    PEG  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days18.07%19.52%13.19%35.69% - 31-Dec5.52% - 22-Feb
20 days15.91%16.61%13.26%28.97% - 15-Jan8.83% - 04-Mar
30 days15.01%15.10%11.95%25.44% - 30-Jan8.69% - 15-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help15.35%16.31%26.13%27.57% - 24-Dec12.23% - 18-Mar
IV Index put Open Help15.62%16.17%25.33%27.03% - 27-Dec12.83% - 17-Aug
IV Index mean Open Help15.48%16.24%25.73%26.83% - 24-Dec12.60% - 18-Mar
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days-8.24%-14.42%5.85%56.87% - 18-Jan-50.83% - 12-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
15.35%56.50% 1.17500.00
(0.00)
1.175Jun 21, 2019 60.0321.1000.08
(7.32)
1.1000-49.17%15.62%
15.43%53.43% 1.5750N/A
(?)
1.575Jul 19, 2019 60.0601.500N/A
(?)
1.5000-48.01%16.04%
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