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 days45.65%47.10%176.65%182.06% - 05-Sep8.06% - 22-Feb
20 days40.42%39.38%128.99%130.47% - 05-Sep10.74% - 21-Feb
30 days38.69%109.32%107.68%109.82% - 02-Oct11.89% - 06-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help31.90%35.59%29.85%47.36% - 29-May21.47% - 03-Jul
IV Index put Open Help31.82%34.78%28.95%47.27% - 29-May21.63% - 16-Apr
IV Index mean Open Help31.86%35.19%29.40%47.32% - 29-May21.71% - 12-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days-5.34%-1.96%25.11%81.32% - 29-Aug-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
31.81%63.29% 7.7500-1.95
(-20.10)
7.750Oct 25, 2019 242.5113.600-0.15
(-4.00)
3.6000-36.87%32.16%
32.03%56.09% 6.3500-1.80
(-22.09)
6.350Oct 25, 2019 245.0114.650-0.10
(-2.11)
4.6500-43.99%32.06%
32.07%48.83% 5.1000-1.70
(-25.00)
5.100Oct 25, 2019 247.5115.9000.05
(0.85)
5.9000-51.27%32.07%
31.92%41.64% 4.0000-1.60
(-28.57)
4.000Oct 25, 2019 250.0117.3000.15
(2.10)
7.3000-58.49%31.91%
31.81%61.20% 9.2500-1.80
(-16.29)
9.250Nov 01, 2019 242.5185.000-0.05
(-0.99)
5.0000-38.93%31.98%
31.76%55.54% 7.8500-1.70
(-17.80)
7.850Nov 01, 2019 245.0186.1000.05
(0.83)
6.1000-44.58%31.94%
31.74%49.82% 6.6000-1.65
(-20.00)
6.600Nov 01, 2019 247.5187.3000.10
(1.39)
7.3000-50.32%31.66%
31.75%44.15% 5.5000-1.55
(-21.99)
5.500Nov 01, 2019 250.0188.7000.25
(2.96)
8.7000-56.03%31.71%
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