Symbol:    
SL Green Realty Corp 
Options Root:  Open Help    SLG  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days19.18%17.97%26.62%40.14% - 08-Jan7.44% - 17-Jul
20 days16.60%16.56%21.12%36.76% - 10-Jan12.65% - 20-Mar
30 days20.33%20.09%22.53%32.85% - 11-Jan13.26% - 08-Apr
  IMPLIED VOLATILITY Open Help
IV Index call Open Help20.81%18.16%18.15%34.45% - 24-Dec16.04% - 15-Nov
IV Index put Open Help20.91%17.40%17.96%36.29% - 27-Dec15.74% - 21-May
IV Index mean Open Help20.86%17.78%18.06%35.33% - 27-Dec16.09% - 21-May
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days23.24%31.12%42.79%73.25% - 28-Dec1.31% - 20-Mar
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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
26.23%90.69% 6.1000-0.15
(-2.40)
6.100Dec 20, 2019 80.0160.200-0.03
(-11.11)
0.2000-9.05%25.91%
21.19%60.19% 2.0000-0.17
(-8.05)
2.000Dec 20, 2019 85.0161.100-0.02
(-2.22)
1.1000-39.87%21.05%
23.16%85.17% 6.3500-0.15
(-2.31)
6.350Jan 17, 2020 80.0440.775-0.08
(-8.82)
0.7750-20.10%22.49%
19.92%56.72% 2.5500-0.20
(-7.27)
2.550Jan 17, 2020 85.0442.275-0.05
(-2.15)
2.2750-47.83%19.93%
18.59%21.17% 0.6250-0.08
(-10.71)
0.625Jan 17, 2020 90.0445.4500.00
(0.00)
5.4500-80.78%18.25%
18.64%4.88% 0.10900.03
(8.33)
0.325Jan 17, 2020 95.04410.0000.00
(0.00)
10.0000-95.86%18.64%
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