Symbol:    
S&P 500 Index (SPX) 
Options Root:  Open Help    SPX   SPXQ   SPXW  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days9.08%11.09%10.31%39.91% - 04-Jan4.14% - 20-Jun
20 days9.08%9.07%10.30%30.98% - 07-Jan5.43% - 14-Sep
30 days9.33%9.22%10.87%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help11.90%11.19%12.45%31.76% - 24-Dec7.80% - 07-Aug
IV Index put Open Help11.63%10.90%12.31%30.73% - 24-Dec7.88% - 06-Aug
IV Index mean Open Help11.76%11.05%12.38%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% - 21-Mar100.00% - 21-Mar
March Sale
.
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
12.30%60.39% 27.950017.25
(161.21)
27.950Mar 29, 2019 2845.0814.550-19.05
(-56.70)
14.5501-39.51%12.17%
12.11%56.72% 24.750015.75
(175.00)
24.750Mar 29, 2019 2850.0816.400-20.40
(-55.43)
16.3999-43.23%12.02%
11.90%52.89% 21.700114.25
(191.28)
21.700Mar 29, 2019 2855.0818.400-21.90
(-54.34)
18.4001-47.10%11.84%
11.70%48.90% 18.850012.70
(206.50)
18.850Mar 29, 2019 2860.0820.650-23.35
(-53.07)
20.6501-51.10%11.70%
11.56%44.81% 16.300011.25
(222.77)
16.300Mar 29, 2019 2865.0823.200-24.65
(-51.52)
23.2000-55.15%11.62%
11.32%59.83% 29.650017.60
(146.06)
29.650Apr 01, 2019 2845.01116.300-18.45
(-53.09)
16.3000-40.18%11.33%
11.12%56.44% 26.400016.15
(157.56)
26.400Apr 01, 2019 2850.01118.050-19.80
(-52.31)
18.0500-43.57%11.14%
10.96%52.87% 23.400014.75
(170.52)
23.400Apr 01, 2019 2855.01119.900-21.35
(-51.76)
19.9001-47.12%10.91%
10.79%49.18% 20.550113.30
(183.45)
20.550Apr 01, 2019 2860.01122.250-22.65
(-50.45)
22.2500-50.82%10.84%
10.65%45.40% 17.950011.95
(199.17)
17.950Apr 01, 2019 2865.01124.650-24.00
(-49.33)
24.6499-54.58%10.70%
Price Chart
.chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.