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 days16.11%18.83%17.63%28.83% - 31-Oct9.04% - 27-Dec
20 days14.65%14.83%21.14%27.60% - 27-Feb9.80% - 14-Dec
30 days15.56%19.57%20.19%25.27% - 14-Mar9.69% - 29-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help18.86%17.75%17.83%26.94% - 08-Feb12.73% - 16-Aug
IV Index put Open Help18.45%18.23%18.37%28.76% - 09-Feb12.83% - 17-Aug
IV Index mean Open Help18.65%17.99%18.10%27.76% - 09-Feb13.10% - 17-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days0.45%-11.39%-24.09%52.00% - 28-Feb-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
20.21%67.83% 1.22500.20
(19.51)
1.225Dec 21, 2018 55.0100.375-0.20
(-34.78)
0.3750-31.67%19.46%
23.83%93.28% 6.05000.35
(6.14)
6.050Jan 18, 2019 50.0380.000-0.15
(-100.00)
0.1306-6.71%23.83%
18.71%62.15% 1.85000.18
(10.45)
1.850Jan 18, 2019 55.0380.900-0.18
(-16.28)
0.9000-38.01%18.34%
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