Symbol:    
Consumer Staples Select Sector SPDR Fund 
Options Root:  Open Help    XLP  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days3.63%7.13%9.10%28.59% - 04-Jan3.39% - 17-Apr
20 days6.65%7.87%7.81%23.25% - 09-Jan6.65% - 22-Apr
30 days7.42%7.81%8.38%20.72% - 24-Jan7.42% - 18-Apr
  IMPLIED VOLATILITY Open Help
IV Index call Open Help10.63%10.07%13.58%24.18% - 24-Dec9.50% - 12-Apr
IV Index put Open Help10.68%9.74%12.56%23.96% - 24-Dec9.25% - 15-Mar
IV Index mean Open Help10.65%9.90%13.07%24.07% - 24-Dec9.41% - 12-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days51.61%59.17%59.17%88.83% - 22-Jan10.88% - 23-Jul
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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
14.33%76.03% 1.18000.07
(6.31)
1.180May 03, 2019 56.0110.150-0.01
(-9.09)
0.1500-21.05%12.59%
11.48%66.72% 0.73000.00
(0.69)
0.730May 03, 2019 56.5110.2750.01
(1.85)
0.2750-34.02%12.14%
10.79%49.55% 0.4150-0.01
(-1.19)
0.415May 03, 2019 57.0110.435-0.03
(-7.45)
0.4350-50.38%10.75%
10.17%30.60% 0.1950-0.02
(-7.14)
0.195May 03, 2019 57.5110.720-0.17
(-19.10)
0.7200-69.14%10.30%
11.69%75.24% 1.2035-0.18
(-15.35)
1.020May 10, 2019 56.0180.220-0.03
(-10.20)
0.2200-24.64%11.69%
11.15%63.91% 0.8350-0.00
(-0.00)
0.835May 10, 2019 56.5180.345-0.00
(-1.43)
0.3450-35.85%11.02%
10.26%49.94% 0.5100-0.03
(-5.56)
0.510May 10, 2019 57.0180.525-0.03
(-5.41)
0.5250-49.99%10.25%
10.21%34.96% 0.30000.00
(0.00)
0.300May 10, 2019 57.5180.800-0.10
(-11.60)
0.8000-65.51%9.88%
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