Symbol:    
S&P 500 Index (SPX) 
Options Root:  Open Help    SPX   SPXQ   SPXW  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days13.88%17.93%19.11%119.67% - 24-Mar4.09% - 19-Nov
20 days16.23%19.05%23.97%97.90% - 27-Mar4.97% - 19-Nov
30 days17.57%20.49%20.55%85.87% - 08-Apr5.56% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help24.59%24.59%26.34%77.48% - 16-Mar8.79% - 16-Dec
IV Index put Open Help23.70%23.14%23.84%76.81% - 16-Mar9.00% - 16-Dec
IV Index mean Open Help24.14%23.87%25.09%77.15% - 16-Mar8.89% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 23-Oct100.00% - 23-Oct
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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
20.71%52.71% 50.2000-3.45
(-6.43)
50.200Nov 02, 2020 3445.01036.400-6.55
(-15.25)
36.4000-47.00%17.29%
20.50%51.02% 47.2000-3.50
(-6.90)
47.200Nov 02, 2020 3450.01038.400-6.65
(-14.76)
38.4000-49.02%17.08%
20.30%49.30% 44.3001-3.50
(-7.32)
44.300Nov 02, 2020 3455.01040.550-6.65
(-14.09)
40.5500-51.09%16.91%
20.11%47.55% 41.5000-3.55
(-7.88)
41.500Nov 02, 2020 3460.01042.700-6.75
(-13.65)
42.7000-53.21%16.68%
26.67%52.41% 69.5500-2.05
(-2.86)
69.550Nov 04, 2020 3445.01255.750-5.15
(-8.46)
55.7500-47.51%23.56%
26.45%51.21% 66.5000-2.10
(-3.06)
66.500Nov 04, 2020 3450.01257.650-5.20
(-8.27)
57.6501-48.87%23.32%
26.24%49.99% 63.5500-2.05
(-3.12)
63.550Nov 04, 2020 3455.01259.650-5.30
(-8.16)
59.6500-50.25%23.10%
26.01%48.75% 60.5999-2.15
(-3.43)
60.600Nov 04, 2020 3460.01261.750-5.35
(-7.97)
61.7500-51.66%22.88%
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