Symbol:    
WestRock Co 
Options Root:  Open Help    WRK  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days32.81%35.76%41.43%66.85% - 31-Dec7.98% - 20-Sep
20 days33.00%30.76%39.25%55.70% - 14-Jan11.92% - 23-Jul
30 days36.17%34.63%36.07%46.64% - 28-Jan13.14% - 27-Jul
  IMPLIED VOLATILITY Open Help
IV Index call Open Help34.61%32.01%30.28%59.07% - 24-Dec18.85% - 31-Aug
IV Index put Open Help33.75%30.72%29.69%58.71% - 24-Dec18.50% - 31-Aug
IV Index mean Open Help34.18%31.36%29.99%58.89% - 24-Dec18.68% - 31-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days66.38%71.67%72.08%80.25% - 31-Jan21.17% - 03-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
45.30%80.52% 3.9000-0.90
(-18.75)
3.900Aug 16, 2019 32.5320.4750.17
(58.33)
0.4750-20.20%37.88%
34.45%62.16% 1.8250-0.77
(-29.81)
1.825Aug 16, 2019 35.0321.1750.42
(56.67)
1.1750-42.84%33.54%
32.26%32.31% 0.6500-0.38
(-36.59)
0.650Aug 16, 2019 37.5322.5750.73
(39.19)
2.5750-71.89%30.49%
31.83%75.46% 4.1000-0.90
(-18.00)
4.100Oct 18, 2019 32.5951.0000.25
(33.33)
1.0000-26.24%32.04%
30.16%57.78% 2.4750-0.68
(-21.43)
2.475Oct 18, 2019 35.0951.8500.42
(29.82)
1.8500-42.88%29.78%
28.52%38.87% 1.3000-0.42
(-24.64)
1.300Oct 18, 2019 37.5953.2000.67
(26.73)
3.2000-62.05%28.42%
27.47%22.35% 0.6000-0.22
(-27.27)
0.600Oct 18, 2019 40.0955.0000.85
(20.48)
5.0000-79.56%27.06%
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