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 days5.69%7.34%10.62%39.91% - 04-Jan4.14% - 20-Jun
20 days9.96%10.53%8.41%30.98% - 07-Jan5.43% - 14-Sep
30 days9.77%10.54%9.06%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help9.59%10.46%11.46%31.76% - 24-Dec7.80% - 07-Aug
IV Index put Open Help9.75%10.53%11.49%30.73% - 24-Dec7.88% - 06-Aug
IV Index mean Open Help9.67%10.50%11.47%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% - 18-Apr100.00% - 18-Apr
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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
8.94%57.66% 19.15003.50
(22.36)
19.150Apr 26, 2019 2900.0810.700-6.50
(-37.79)
10.6999-41.68%8.17%
8.72%52.56% 16.04992.95
(22.52)
16.050Apr 26, 2019 2905.0812.600-7.00
(-35.71)
12.6000-47.25%7.96%
8.49%47.16% 13.20002.40
(22.22)
13.200Apr 26, 2019 2910.0814.750-7.50
(-33.71)
14.7501-53.17%7.74%
8.31%41.58% 10.70001.90
(21.59)
10.700Apr 26, 2019 2915.0817.250-8.00
(-31.68)
17.2500-59.31%7.55%
8.46%57.13% 20.90003.50
(20.11)
20.900Apr 29, 2019 2900.01112.450-6.45
(-34.13)
12.4500-42.41%7.89%
8.24%52.53% 17.75012.95
(19.93)
17.750Apr 29, 2019 2905.01114.350-6.95
(-32.63)
14.3500-47.34%7.71%
8.00%47.65% 14.80012.45
(19.84)
14.800Apr 29, 2019 2910.01116.450-7.40
(-31.03)
16.4499-52.55%7.50%
7.84%42.59% 12.25012.00
(19.51)
12.250Apr 29, 2019 2915.01118.850-7.85
(-29.40)
18.8501-57.98%7.30%
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