Symbol:    
SPDR S&P 500 ETF Trust 
Options Root:  Open Help    SPY  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days5.08%5.21%14.60%40.73% - 04-Jan4.47% - 14-Sep
20 days6.61%10.75%11.30%31.25% - 07-Jan5.30% - 14-Sep
30 days9.74%10.43%10.56%29.23% - 04-Jan5.90% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help10.11%10.32%14.59%32.24% - 24-Dec8.10% - 08-Aug
IV Index put Open Help9.99%10.08%14.37%30.89% - 24-Dec8.01% - 07-Aug
IV Index mean Open Help10.05%10.20%14.48%31.57% - 24-Dec8.06% - 07-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days98.91%99.05%99.10%99.94% - 29-Nov96.50% - 28-Sep
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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
10.05%64.10% 2.7450-0.07
(-2.49)
2.745May 01, 2019 289.091.125-0.31
(-21.60)
1.1250-36.03%9.99%
9.81%60.17% 2.3950-0.09
(-3.43)
2.395May 01, 2019 289.591.275-0.33
(-20.31)
1.2750-40.04%9.74%
9.60%55.90% 2.0700-0.09
(-4.17)
2.070May 01, 2019 290.091.455-0.33
(-18.49)
1.4550-44.40%9.56%
9.22%46.66% 1.4950-0.11
(-6.56)
1.495May 01, 2019 291.091.880-0.35
(-15.70)
1.8800-53.84%9.16%
10.73%62.57% 3.0950-0.09
(-2.67)
3.095May 03, 2019 289.0111.390-0.33
(-19.19)
1.3900-37.52%10.54%
10.29%55.57% 2.4250-0.10
(-4.15)
2.425May 03, 2019 290.0111.720-0.35
(-16.71)
1.7200-44.76%10.09%
9.89%47.79% 1.8350-0.12
(-6.14)
1.835May 03, 2019 291.0112.135-0.37
(-14.60)
2.1350-52.86%9.70%
9.56%39.57% 1.3400-0.12
(-7.90)
1.340May 03, 2019 292.0112.650-0.36
(-11.96)
2.6500-61.45%9.38%
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