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 days30.67%38.30%69.43%75.84% - 06-Nov7.19% - 14-Sep
20 days32.72%30.62%50.05%60.55% - 20-Nov11.95% - 22-Jun
30 days48.62%47.15%45.50%122.32% - 18-Jun13.71% - 27-Jun
  IMPLIED VOLATILITY Open Help
IV Index call Open Help29.17%29.72%27.42%57.29% - 23-Jan23.54% - 27-Aug
IV Index put Open Help29.40%29.79%26.39%59.14% - 23-Jan22.69% - 27-Aug
IV Index mean Open Help29.29%29.76%26.90%58.21% - 23-Jan23.11% - 27-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days34.18%35.81%17.43%85.39% - 03-Apr-3.09% - 22-Jun
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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
31.26%77.73% 0.91500.27
(40.77)
0.915Jun 28, 2019 19.0110.145-0.13
(-48.21)
0.1450-22.51%31.61%
30.81%61.33% 0.57000.19
(50.00)
0.570Jun 28, 2019 19.5110.300-0.19
(-39.39)
0.3000-38.82%31.05%
30.01%42.40% 0.31000.11
(55.00)
0.310Jun 28, 2019 20.0110.545-0.29
(-34.73)
0.5450-57.58%30.60%
30.30%25.50% 0.15500.05
(40.91)
0.155Jun 28, 2019 20.5110.900-0.46
(-33.58)
0.9000-73.63%31.87%
30.50%73.58% 1.00500.24
(30.52)
1.005Jul 05, 2019 19.0180.215-0.15
(-40.28)
0.2150-26.12%29.94%
29.40%60.01% 0.66500.19
(38.54)
0.665Jul 05, 2019 19.5180.375-0.22
(-36.44)
0.3750-39.99%28.94%
29.03%44.57% 0.41000.13
(46.43)
0.410Jul 05, 2019 20.0180.620-0.28
(-31.49)
0.6200-55.80%28.55%
28.29%29.64% 0.22500.05
(28.57)
0.225Jul 05, 2019 20.5180.945-0.30
(-23.79)
0.9450-70.71%28.35%
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