Symbol:    
United Parcel Service Inc 
Options Root:  Open Help    UPS  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days12.11%35.71%18.40%107.65% - 17-Mar8.35% - 14-Jan
20 days25.80%26.01%54.98%82.58% - 31-Mar9.56% - 29-Jan
30 days21.86%31.87%46.86%75.19% - 08-Apr13.11% - 29-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help35.09%32.01%23.91%88.62% - 16-Mar16.00% - 23-Dec
IV Index put Open Help36.43%30.83%24.74%88.17% - 16-Mar16.46% - 23-Dec
IV Index mean Open Help35.76%31.42%24.33%88.40% - 16-Mar16.23% - 23-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days71.65%56.89%4.74%87.60% - 17-Mar-0.95% - 27-Aug
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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
35.65%68.51% 5.9500-0.10
(-1.65)
5.950Oct 02, 2020 157.591.7900.10
(5.60)
1.7900-30.95%34.44%
34.43%58.15% 4.3000-0.05
(-1.15)
4.300Oct 02, 2020 160.092.6500.12
(4.95)
2.6500-41.66%33.44%
34.17%46.73% 3.0150-0.08
(-2.58)
3.015Oct 02, 2020 162.593.8750.22
(6.16)
3.8750-53.41%33.30%
33.34%35.31% 1.9600-0.00
(-0.25)
1.960Oct 02, 2020 165.095.3500.20
(3.88)
5.3500-65.01%32.73%
30.41%66.69% 6.4000-0.58
(-8.24)
6.400Oct 09, 2020 157.5162.610-0.14
(-5.09)
2.6100-34.18%32.56%
31.66%57.12% 5.0750-0.45
(-8.14)
5.075Oct 09, 2020 160.0164.0250.45
(12.59)
4.0250-43.34%35.45%
30.51%47.65% 3.6750-0.40
(-9.82)
3.675Oct 09, 2020 162.5165.2000.43
(8.90)
5.2000-51.73%34.81%
32.76%39.24% 2.9550-0.16
(-4.98)
2.955Oct 09, 2020 165.0166.3000.25
(4.13)
6.3000-61.09%32.00%
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