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 days5.30%5.46%14.56%39.91% - 04-Jan4.14% - 20-Jun
20 days6.58%10.61%11.45%30.98% - 07-Jan5.43% - 14-Sep
30 days9.70%10.43%10.65%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help9.79%9.71%14.35%31.76% - 24-Dec7.80% - 07-Aug
IV Index put Open Help9.86%9.76%14.15%30.73% - 24-Dec7.88% - 06-Aug
IV Index mean Open Help9.83%9.74%14.25%31.25% - 24-Dec7.86% - 07-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 22-Apr100.00% - 22-Apr
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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
9.62%59.75% 21.9000-0.75
(-3.31)
21.900Apr 30, 2019 2900.0810.800-3.30
(-23.40)
10.8001-39.52%8.89%
9.35%55.13% 18.5999-0.85
(-4.37)
18.600Apr 30, 2019 2905.0812.550-3.45
(-21.56)
12.5500-44.51%8.67%
9.11%50.18% 15.6000-1.00
(-6.02)
15.600Apr 30, 2019 2910.0814.600-3.40
(-18.89)
14.5999-49.85%8.48%
8.97%45.02% 13.0000-0.95
(-6.81)
13.000Apr 30, 2019 2915.0816.900-3.45
(-16.95)
16.9000-55.44%8.27%
10.12%58.86% 23.8000-0.80
(-3.25)
23.800May 01, 2019 2900.0912.550-3.30
(-20.82)
12.5500-40.51%9.39%
9.87%54.70% 20.5501-0.85
(-3.97)
20.550May 01, 2019 2905.0914.300-3.35
(-18.98)
14.3000-44.99%9.16%
9.65%50.27% 17.5500-0.90
(-4.88)
17.550May 01, 2019 2910.0916.250-3.45
(-17.51)
16.2499-49.75%8.92%
9.44%45.65% 14.8001-0.95
(-6.03)
14.800May 01, 2019 2915.0918.550-3.45
(-15.68)
18.5499-54.75%8.73%
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