Symbol:    
Symantec Corp 
Options Root:  Open Help    SYMC  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days30.31%30.95%24.34%217.01% - 15-May7.19% - 14-Sep
20 days23.70%27.12%19.57%151.10% - 21-May11.95% - 22-Jun
30 days23.50%23.46%22.85%123.54% - 15-May13.71% - 27-Jun
  IMPLIED VOLATILITY Open Help
IV Index call Open Help43.88%44.32%26.89%66.33% - 11-May23.54% - 27-Aug
IV Index put Open Help41.78%43.11%26.94%65.50% - 11-May22.69% - 27-Aug
IV Index mean Open Help42.83%43.71%26.91%65.92% - 11-May23.11% - 27-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days56.92%58.87%73.20%85.39% - 03-Apr-3.35% - 30-May
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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
27.08%76.32% 0.9400-0.17
(-15.32)
0.940May 03, 2019 23.5110.2000.00
(0.00)
0.2000-25.69%29.89%
27.08%60.60% 0.6050-0.12
(-17.12)
0.605May 03, 2019 24.0110.335-0.01
(-2.90)
0.3350-39.64%27.52%
26.19%42.97% 0.3400-0.12
(-26.09)
0.340May 03, 2019 24.5110.565-0.10
(-15.04)
0.5650-57.20%26.29%
28.01%28.16% 0.2011-0.08
(-30.19)
0.185May 03, 2019 25.0110.9250.07
(8.19)
0.9250-72.15%28.01%
46.11%40.90% 0.6900-0.13
(-15.85)
0.690May 10, 2019 25.0181.430-0.09
(-5.61)
1.4020-59.28%46.11%
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