Symbol:    
S&P 500 Index (SPX) 
Options Root:  Open Help    SPX   SPXQ   SPXW  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days28.61%21.20%6.17%39.91% - 04-Jan4.56% - 14-Sep
20 days20.99%16.08%7.92%30.98% - 07-Jan5.19% - 30-Apr
30 days17.45%13.93%9.25%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help16.22%15.28%11.24%31.76% - 24-Dec7.89% - 14-Sep
IV Index put Open Help16.34%15.58%11.39%30.73% - 24-Dec8.17% - 14-Sep
IV Index mean Open Help16.28%15.43%11.32%31.25% - 24-Dec8.03% - 14-Sep
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 16-Aug100.00% - 16-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
16.55%53.60% 34.650014.00
(67.80)
34.650Aug 26, 2019 2885.01028.350-29.15
(-50.70)
28.3500-46.38%16.42%
16.27%51.08% 31.549913.05
(70.54)
31.550Aug 26, 2019 2890.01030.250-30.00
(-49.79)
30.2500-48.92%16.14%
15.97%48.47% 28.549912.10
(73.56)
28.550Aug 26, 2019 2895.01032.200-31.10
(-49.13)
32.2000-51.55%15.82%
15.68%45.78% 25.699911.15
(76.63)
25.700Aug 26, 2019 2900.01034.300-32.05
(-48.30)
34.3001-54.28%15.51%
17.26%53.31% 39.150014.40
(58.18)
39.150Aug 28, 2019 2885.01232.600-28.60
(-46.73)
32.6000-46.66%17.04%
16.97%51.11% 36.000013.55
(60.36)
36.000Aug 28, 2019 2890.01234.400-29.85
(-46.46)
34.4000-48.90%16.73%
16.66%48.82% 32.900012.65
(62.47)
32.900Aug 28, 2019 2895.01236.400-30.35
(-45.47)
36.3999-51.21%16.46%
16.36%46.46% 29.950011.75
(64.56)
29.950Aug 28, 2019 2900.01238.400-31.30
(-44.91)
38.4000-53.61%16.14%
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