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 days23.18%26.26%34.21%119.67% - 24-Mar4.09% - 19-Nov
20 days24.80%24.78%42.72%97.90% - 27-Mar4.97% - 19-Nov
30 days26.59%29.14%67.75%85.87% - 08-Apr5.56% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help22.44%23.71%27.46%77.48% - 16-Mar8.79% - 16-Dec
IV Index put Open Help22.94%23.78%27.81%76.81% - 16-Mar9.00% - 16-Dec
IV Index mean Open Help22.69%23.74%27.63%77.15% - 16-Mar8.89% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 27-May100.00% - 27-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
22.64%53.55% 46.950019.95
(73.89)
46.950Jun 05, 2020 3030.0939.200-21.15
(-35.05)
39.1999-46.45%22.61%
22.38%51.71% 43.900019.00
(76.31)
43.900Jun 05, 2020 3035.0941.150-22.00
(-34.84)
41.1500-48.29%22.35%
22.15%49.82% 41.000118.15
(79.43)
41.000Jun 05, 2020 3040.0943.250-22.90
(-34.62)
43.2500-50.18%22.12%
21.93%47.90% 38.200017.25
(82.34)
38.200Jun 05, 2020 3045.0945.450-23.70
(-34.27)
45.4501-52.10%21.90%
21.41%53.22% 50.649920.40
(67.44)
50.650Jun 08, 2020 3030.01242.950-20.70
(-32.52)
42.9499-46.76%21.19%
21.15%51.53% 47.549919.55
(69.82)
47.550Jun 08, 2020 3035.01244.900-21.40
(-32.28)
44.9000-48.47%20.96%
20.95%49.80% 44.650018.80
(72.73)
44.650Jun 08, 2020 3040.01246.950-22.35
(-32.25)
46.9501-50.22%20.73%
20.71%48.03% 41.750117.90
(75.05)
41.750Jun 08, 2020 3045.01249.100-23.20
(-32.09)
49.1001-52.00%20.51%
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