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 days11.13%16.28%17.08%39.91% - 04-Jan4.14% - 20-Jun
20 days13.04%16.57%13.52%30.98% - 07-Jan5.19% - 30-Apr
30 days14.45%14.85%11.46%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help13.58%13.66%13.74%31.76% - 24-Dec7.80% - 07-Aug
IV Index put Open Help13.55%13.83%13.88%30.73% - 24-Dec7.88% - 06-Aug
IV Index mean Open Help13.57%13.75%13.81%31.25% - 24-Dec7.86% - 07-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 17-Jun100.00% - 17-Jun
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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
12.99%55.88% 27.7501-1.65
(-5.61)
27.750Jun 26, 2019 2885.0920.050-3.25
(-13.95)
20.0500-44.20%13.21%
12.75%52.54% 24.6499-1.75
(-6.63)
24.650Jun 26, 2019 2890.0921.950-3.40
(-13.41)
21.9500-47.49%12.97%
12.55%49.07% 21.8000-1.80
(-7.63)
21.800Jun 26, 2019 2895.0924.050-3.45
(-12.55)
24.0499-50.90%12.75%
12.34%45.50% 19.1000-1.85
(-8.83)
19.100Jun 26, 2019 2900.0926.350-3.55
(-11.87)
26.3500-54.42%12.55%
13.87%55.16% 32.0000-1.75
(-5.19)
32.000Jun 28, 2019 2885.01124.000-3.45
(-12.57)
24.0000-44.86%13.96%
13.66%52.33% 28.9499-1.80
(-5.85)
28.950Jun 28, 2019 2890.01126.000-3.45
(-11.71)
26.0000-47.68%13.78%
13.46%49.40% 26.0500-1.85
(-6.63)
26.050Jun 28, 2019 2895.01128.050-3.50
(-11.09)
28.0501-50.59%13.55%
13.26%46.39% 23.3000-1.90
(-7.54)
23.300Jun 28, 2019 2900.01130.400-3.45
(-10.19)
30.3999-53.56%13.41%
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