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 days44.64%32.31%19.63%79.59% - 12-Dec8.06% - 22-Feb
20 days33.07%25.75%22.98%65.76% - 07-Jan10.74% - 21-Feb
30 days31.03%24.62%20.94%58.42% - 16-Jan11.89% - 06-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help43.96%40.59%23.01%47.36% - 29-May21.47% - 03-Jul
IV Index put Open Help43.91%40.69%22.75%47.27% - 29-May21.63% - 16-Apr
IV Index mean Open Help43.94%40.64%22.88%47.32% - 29-May21.71% - 12-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days67.49%46.36%-14.80%77.38% - 29-Jan-21.23% - 03-Oct
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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
55.76%57.62% 16.45000.20
(1.23)
16.450Aug 30, 2019 317.51411.600-1.50
(-11.45)
11.6000-42.42%55.45%
55.75%54.79% 15.1500-0.10
(-0.66)
15.150Aug 30, 2019 320.01412.700-1.60
(-11.19)
12.7000-45.26%55.03%
54.85%51.92% 13.7000-0.25
(-1.79)
13.700Aug 30, 2019 322.51413.850-1.70
(-10.93)
13.8500-48.16%54.57%
54.67%49.03% 12.5000-0.30
(-2.34)
12.500Aug 30, 2019 325.01415.150-1.70
(-10.09)
15.1500-51.07%54.39%
49.26%57.52% 17.65000.05
(0.28)
17.650Sep 06, 2019 317.52112.500-1.85
(-12.89)
12.5000-42.51%48.45%
48.56%54.91% 16.1500-0.10
(-0.62)
16.150Sep 06, 2019 320.02113.650-1.85
(-11.94)
13.6500-45.17%48.23%
48.31%52.25% 14.8500-0.25
(-1.66)
14.850Sep 06, 2019 322.52115.000-1.75
(-10.45)
15.0000-47.84%48.50%
48.00%49.56% 13.6000-0.25
(-1.81)
13.600Sep 06, 2019 325.02116.100-2.00
(-11.05)
16.1000-50.59%47.70%
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