Symbol:    
Financial Select Sector SPDR Fund 
Options Root:  Open Help    XLF  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days13.45%11.59%20.54%37.45% - 04-Jan3.53% - 22-Jun
20 days13.30%18.82%15.31%29.21% - 27-Dec8.16% - 14-Sep
30 days16.38%16.42%15.52%28.76% - 04-Jan9.66% - 05-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help14.73%17.77%20.44%50.55% - 02-Jan12.88% - 08-Aug
IV Index put Open Help14.38%17.22%19.63%50.55% - 02-Jan12.68% - 08-Aug
IV Index mean Open Help14.56%17.50%20.03%50.55% - 02-Jan12.78% - 08-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days74.44%79.80%80.17%93.63% - 04-Jan33.29% - 09-Oct
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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
19.45%80.67% 0.8700-0.10
(-10.31)
0.870May 03, 2019 26.5110.080-0.01
(-5.88)
0.0800-17.36%17.85%
16.29%64.31% 0.4600-0.10
(-17.86)
0.460May 03, 2019 27.0110.1800.01
(2.86)
0.1800-35.38%15.69%
14.76%37.68% 0.1800-0.06
(-26.53)
0.180May 03, 2019 27.5110.3900.02
(5.41)
0.3900-64.03%13.55%
14.25%14.58% 0.0500-0.03
(-37.50)
0.050May 03, 2019 28.0110.7600.06
(8.57)
0.7600-92.73%11.31%
17.52%77.90% 0.9200-0.11
(-10.68)
0.920May 10, 2019 26.5180.120-0.00
(-4.00)
0.1200-20.88%16.50%
15.89%62.32% 0.5400-0.10
(-14.96)
0.540May 10, 2019 27.0180.2450.01
(2.08)
0.2450-37.54%15.31%
14.12%40.67% 0.2450-0.07
(-23.44)
0.245May 10, 2019 27.5180.4500.01
(3.45)
0.4500-60.51%13.49%
13.28%19.38% 0.0850-0.04
(-34.62)
0.085May 10, 2019 28.0180.7900.05
(6.76)
0.7900-84.84%12.01%
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