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 days14.56%10.84%8.49%39.91% - 04-Jan4.14% - 20-Jun
20 days11.45%9.07%10.38%30.98% - 07-Jan5.43% - 14-Sep
30 days10.65%9.04%10.92%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help14.35%10.42%11.97%31.76% - 24-Dec7.80% - 07-Aug
IV Index put Open Help14.15%10.31%11.64%30.73% - 24-Dec7.88% - 06-Aug
IV Index mean Open Help14.25%10.37%11.81%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% - 22-Mar100.00% - 22-Mar
March Sale
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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
14.72%57.31% 33.4499-35.75
(-51.66)
33.450Apr 01, 2019 2795.01021.95016.05
(272.03)
21.9501-42.75%14.84%
14.50%54.46% 30.3000-34.45
(-53.20)
30.300Apr 01, 2019 2800.01023.75017.20
(262.60)
23.7499-45.56%14.59%
14.25%51.51% 27.2499-33.20
(-54.92)
27.250Apr 01, 2019 2805.01025.75018.55
(257.64)
25.7501-48.49%14.38%
14.07%48.47% 24.4500-31.75
(-56.49)
24.450Apr 01, 2019 2810.01027.95020.00
(251.57)
27.9500-51.51%14.19%
13.85%45.34% 21.7501-30.30
(-58.21)
21.750Apr 01, 2019 2815.01030.25021.40
(241.81)
30.2501-54.61%13.98%
15.26%56.62% 37.1501-34.30
(-48.01)
37.150Apr 03, 2019 2795.01225.20017.40
(223.08)
25.2000-43.36%15.20%
15.01%54.12% 33.9500-33.15
(-49.40)
33.950Apr 03, 2019 2800.01227.00018.50
(217.65)
27.0000-45.87%14.96%
14.81%51.51% 30.9500-31.95
(-50.79)
30.950Apr 03, 2019 2805.01228.90019.70
(214.13)
28.9000-48.48%14.71%
14.54%48.83% 27.9500-30.80
(-52.43)
27.950Apr 03, 2019 2810.01231.20021.10
(208.91)
31.2000-51.17%14.59%
14.33%46.07% 25.2000-29.50
(-53.93)
25.200Apr 03, 2019 2815.01233.45022.45
(204.09)
33.4499-53.91%14.38%
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