Symbol:    
SPDR S&P Homebuilders ETF 
Options Root:  Open Help    XHB  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days22.88%18.24%10.45%44.96% - 01-Nov5.25% - 03-Oct
20 days18.59%16.75%12.03%36.53% - 05-Nov8.62% - 08-Oct
30 days16.64%15.50%14.17%31.39% - 04-Dec8.67% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help18.24%20.24%22.71%38.46% - 23-Apr13.91% - 25-Sep
IV Index put Open Help18.38%20.23%22.71%38.46% - 23-Apr13.97% - 17-Jul
IV Index mean Open Help18.31%20.23%22.71%38.46% - 23-Apr14.04% - 18-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days80.24%79.63%57.60%89.57% - 08-Jan15.57% - 09-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
18.62%71.79% 1.06080.37
(46.20)
1.155Jun 07, 2019 39.0140.260-0.20
(-43.48)
0.2600-28.29%18.62%
17.46%59.49% 0.70500.20
(41.00)
0.705Jun 07, 2019 39.5140.400-0.27
(-39.85)
0.4000-40.61%17.33%
16.29%44.47% 0.41500.14
(48.21)
0.415Jun 07, 2019 40.0140.615-0.33
(-34.92)
0.6150-55.86%16.29%
19.31%68.29% 1.21300.26
(26.98)
1.200Jun 14, 2019 39.0210.390-0.23
(-37.10)
0.3900-31.87%19.31%
18.20%58.33% 0.86500.21
(32.06)
0.865Jun 14, 2019 39.5210.530-0.28
(-34.97)
0.5300-41.83%17.86%
17.26%46.64% 0.57500.17
(41.98)
0.575Jun 14, 2019 40.0210.745-0.33
(-30.70)
0.7450-53.88%17.03%
15.99%33.79% 0.33500.10
(42.55)
0.335Jun 14, 2019 40.5211.005-0.41
(-28.72)
1.0050-67.31%15.68%
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