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 days88.86%104.69%91.91%198.56% - 25-Mar7.44% - 17-Jul
20 days91.85%94.35%92.65%155.30% - 09-Apr12.71% - 23-Sep
30 days88.07%85.13%101.13%137.46% - 20-Apr13.17% - 14-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help63.66%70.12%82.21%135.91% - 19-Mar15.40% - 16-Dec
IV Index put Open Help63.75%70.41%81.54%135.90% - 19-Mar15.50% - 16-Dec
IV Index mean Open Help63.70%70.26%81.87%135.91% - 19-Mar15.45% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days70.38%69.89%75.96%94.78% - 17-Mar-24.25% - 15-Jan
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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
78.35%86.00% 7.95003.10
(63.92)
7.950Jun 19, 2020 40.0170.650-0.52
(-44.68)
0.6500-14.34%79.80%
56.47%68.29% 3.60001.38
(61.80)
3.600Jun 19, 2020 45.0171.375-1.75
(-56.00)
1.3750-32.32%59.43%
58.02%35.38% 1.32500.73
(120.83)
1.325Jun 19, 2020 50.0173.700-2.80
(-43.08)
3.7000-67.44%50.25%
57.60%12.61% 0.35000.22
(180.00)
0.350Jun 19, 2020 55.0178.100-2.80
(-25.69)
8.1000-85.75%61.41%
73.59%78.42% 8.90002.65
(42.40)
8.900Jul 17, 2020 40.0451.725-0.13
(-6.76)
1.7250-22.11%72.05%
67.30%62.52% 5.45002.10
(62.69)
5.450Jul 17, 2020 45.0453.250-0.80
(-19.75)
3.2500-37.87%65.20%
58.57%42.50% 2.67501.10
(69.84)
2.675Jul 17, 2020 50.0455.800-1.85
(-24.18)
5.8000-56.98%61.28%
60.47%26.47% 1.45000.80
(123.08)
1.450Jul 17, 2020 55.0459.350-2.65
(-22.08)
9.3500-74.03%59.51%
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