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 days12.01%18.43%13.47%35.69% - 31-Dec5.52% - 22-Feb
20 days15.63%16.20%13.88%28.97% - 15-Jan8.83% - 04-Mar
30 days14.97%15.11%12.32%25.44% - 30-Jan8.69% - 15-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help14.93%13.96%16.97%27.57% - 24-Dec12.23% - 18-Mar
IV Index put Open Help14.80%14.39%15.86%27.03% - 27-Dec12.83% - 17-Aug
IV Index mean Open Help14.86%14.18%16.41%26.83% - 24-Dec12.60% - 18-Mar
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days-6.97%-7.13%2.54%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
14.73%71.33% 1.5500-0.23
(-12.68)
1.550Jun 21, 2019 60.0280.625-0.08
(-10.71)
0.6250-36.63%14.54%
19.89%95.75% 6.2547-0.15
(-2.38)
6.150Jul 19, 2019 55.0560.2000.00
(0.00)
0.2000-8.85%19.89%
15.78%61.92% 2.0000-0.12
(-5.88)
2.000Jul 19, 2019 60.0561.0250.00
(0.00)
1.0250-39.30%15.15%
15.43%14.89% 0.27500.10
(57.14)
0.275Jul 19, 2019 65.0564.3000.15
(3.61)
4.3000-94.72%12.01%
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