Symbol:    
Ulta Salon Cosmetics & Fragrance Inc 
Options Root:  Open Help    ULTA  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days42.67%25.42%55.86%224.81% - 25-Mar9.85% - 30-Jan
20 days38.54%37.13%62.44%177.24% - 08-Apr20.42% - 04-Dec
30 days49.12%50.12%56.73%148.58% - 09-Apr20.30% - 01-Aug
  IMPLIED VOLATILITY Open Help
IV Index call Open Help52.15%57.11%45.60%142.25% - 18-Mar21.47% - 03-Jul
IV Index put Open Help50.90%54.55%45.94%142.79% - 18-Mar21.73% - 12-Jul
IV Index mean Open Help51.53%55.83%45.77%142.52% - 18-Mar21.71% - 12-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days58.61%61.82%66.23%86.70% - 16-Mar-16.42% - 18-Jul
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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
46.72%61.50% 7.5500-1.00
(-11.70)
7.550Jul 10, 2020 200.083.700-0.70
(-15.91)
3.7000-38.06%44.48%
43.64%54.62% 5.8000-0.60
(-9.37)
5.800Jul 10, 2020 202.584.500-0.75
(-14.29)
4.5000-45.30%41.92%
47.87%47.55% 5.1000-0.25
(-4.67)
5.100Jul 10, 2020 205.086.850-0.50
(-6.80)
6.8500-52.15%50.74%
51.99%41.75% 4.55000.10
(2.25)
4.550Jul 10, 2020 207.588.200-0.55
(-6.29)
8.2000-58.74%49.78%
46.67%59.33% 9.5500-0.40
(-4.02)
9.550Jul 17, 2020 200.0156.000-0.40
(-6.25)
6.0000-40.70%46.97%
48.35%54.16% 8.5000-0.15
(-1.73)
8.500Jul 17, 2020 202.5157.900-0.65
(-7.60)
7.9000-45.85%51.36%
46.18%48.96% 6.95000.35
(5.30)
6.950Jul 17, 2020 205.0158.0000.05
(0.63)
8.0000-51.28%44.04%
51.20%44.80% 6.7000-0.90
(-11.84)
6.700Jul 17, 2020 207.51510.450-0.65
(-5.86)
10.4500-55.38%50.27%
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