Symbol:    
Health Care Select Sector SPDR Fund 
Options Root:  Open Help    XLV  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days12.83%15.27%20.71%36.47% - 04-Jan3.86% - 30-Aug
20 days12.11%13.55%16.18%30.66% - 07-Jan4.93% - 28-Aug
30 days15.98%16.10%15.15%28.20% - 09-Jan5.53% - 12-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help14.02%15.43%15.52%31.90% - 24-Dec9.79% - 08-Aug
IV Index put Open Help14.00%15.46%15.48%31.91% - 24-Dec9.00% - 25-Jul
IV Index mean Open Help14.01%15.45%15.50%31.90% - 24-Dec9.84% - 08-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days56.69%56.79%57.62%94.46% - 18-Jan38.71% - 06-May
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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
14.20%60.78% 1.34500.15
(13.03)
1.345Jun 07, 2019 89.0140.620-0.18
(-22.50)
0.6200-38.57%12.92%
13.53%52.96% 1.02000.13
(15.25)
1.020Jun 07, 2019 89.5140.805-0.19
(-19.10)
0.8050-47.28%12.43%
13.07%44.37% 0.75000.03
(4.17)
0.750Jun 07, 2019 90.0140.990-0.24
(-19.18)
0.9900-57.31%11.29%
12.93%35.86% 0.54500.05
(10.10)
0.545Jun 07, 2019 90.5141.260-0.29
(-18.45)
1.2600-68.29%10.58%
13.83%59.81% 1.55500.12
(8.36)
1.555Jun 14, 2019 89.0210.830-0.18
(-17.82)
0.8300-40.22%13.28%
13.13%53.27% 1.22000.07
(5.63)
1.220Jun 14, 2019 89.5210.995-0.16
(-13.85)
0.9950-47.16%12.58%
13.21%46.25% 0.98500.10
(10.67)
0.985Jun 14, 2019 90.0211.175-0.27
(-18.40)
1.1750-55.17%11.63%
12.70%38.94% 0.73500.09
(13.95)
0.735Jun 14, 2019 90.5211.435-0.28
(-16.08)
1.4350-63.78%11.13%
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