Symbol:    
Synchrony Financial 
Options Root:  Open Help    SYF  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days45.68%39.55%28.84%246.18% - 26-Mar8.92% - 23-Sep
20 days42.85%41.28%36.12%194.14% - 08-Apr10.18% - 15-Jan
30 days39.75%38.51%36.32%168.58% - 20-Apr10.76% - 03-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help55.01%49.24%41.96%139.59% - 23-Mar17.87% - 15-Nov
IV Index put Open Help55.46%48.64%43.26%139.10% - 23-Mar17.72% - 13-Dec
IV Index mean Open Help55.24%48.94%42.61%139.35% - 23-Mar18.05% - 15-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days17.89%6.08%5.11%97.31% - 13-Mar-4.15% - 21-Aug
.
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
52.46%63.13% 1.1500-0.38
(-24.59)
1.150Oct 02, 2020 24.590.5750.15
(35.29)
0.5750-37.16%54.14%
50.91%53.59% 0.8500-0.32
(-27.66)
0.850Oct 02, 2020 25.090.7750.20
(34.78)
0.7750-46.41%52.48%
47.84%43.15% 0.5750-0.30
(-34.29)
0.575Oct 02, 2020 25.591.0500.27
(35.48)
1.0500-55.95%52.69%
49.69%34.01% 0.4250-0.20
(-32.00)
0.425Oct 02, 2020 26.091.3500.30
(28.57)
1.3500-65.40%51.41%
51.81%60.94% 1.4000-0.40
(-22.22)
1.400Oct 09, 2020 24.5160.8500.15
(21.43)
0.8500-39.35%54.32%
51.34%53.64% 1.1250-0.35
(-23.73)
1.125Oct 09, 2020 25.0161.0500.17
(20.00)
1.0500-46.34%52.53%
50.30%46.14% 0.8750-0.30
(-25.53)
0.875Oct 09, 2020 25.5161.3000.22
(20.93)
1.3000-53.68%51.50%
48.67%38.43% 0.6500-0.30
(-31.58)
0.650Oct 09, 2020 26.0161.6250.35
(27.45)
1.6250-60.49%52.42%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.