Symbol:    
Walgreens Boots Alliance Inc 
Options Root:  Open Help    WBA  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days3.15%23.35%23.11%71.18% - 08-Apr3.15% - 15-Jul
20 days16.97%19.13%22.82%53.47% - 02-Apr11.86% - 07-Feb
30 days18.99%21.52%21.09%48.47% - 02-Apr14.16% - 26-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help19.86%20.66%31.38%37.16% - 24-Dec18.81% - 28-Aug
IV Index put Open Help19.71%19.78%31.35%36.43% - 27-Dec18.31% - 28-Aug
IV Index mean Open Help19.79%20.22%31.37%36.58% - 24-Dec18.56% - 28-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days28.11%43.33%73.85%89.06% - 05-Feb-2.63% - 09-Aug
.
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
19.26%69.78% 1.29500.02
(1.17)
1.295Jul 26, 2019 55.0110.355-0.14
(-28.28)
0.3550-29.99%18.90%
18.67%60.03% 0.9550-0.01
(-1.04)
0.955Jul 26, 2019 55.5110.520-0.16
(-22.96)
0.5200-40.03%18.47%
18.45%49.08% 0.6800-0.02
(-2.86)
0.680Jul 26, 2019 56.0110.745-0.17
(-18.58)
0.7450-51.19%18.23%
18.22%38.02% 0.4600-0.03
(-5.15)
0.460Jul 26, 2019 56.5111.020-0.19
(-15.35)
1.0200-62.62%17.82%
19.96%65.93% 1.53000.04
(2.68)
1.530Aug 02, 2019 55.0180.545-0.14
(-19.85)
0.5450-33.70%19.22%
18.86%58.55% 1.1750-0.01
(-0.84)
1.175Aug 02, 2019 55.5180.715-0.16
(-18.29)
0.7150-41.61%18.67%
18.62%50.05% 0.9000-0.02
(-2.17)
0.900Aug 02, 2019 56.0180.935-0.18
(-15.77)
0.9350-50.29%18.31%
18.21%41.32% 0.6600-0.04
(-5.04)
0.660Aug 02, 2019 56.5181.200-0.18
(-13.36)
1.2000-59.25%17.98%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.