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 days18.70%15.86%9.40%39.91% - 04-Jan4.35% - 19-Sep
20 days13.84%11.64%15.22%30.98% - 07-Jan5.19% - 30-Apr
30 days12.67%12.02%20.16%28.95% - 04-Jan7.26% - 06-May
  IMPLIED VOLATILITY Open Help
IV Index call Open Help13.11%16.39%11.06%31.76% - 24-Dec9.59% - 18-Apr
IV Index put Open Help12.62%15.64%10.94%30.73% - 24-Dec9.57% - 12-Apr
IV Index mean Open Help12.86%16.01%11.00%31.25% - 24-Dec9.59% - 12-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 14-Oct100.00% - 14-Oct
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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
13.15%53.85% 27.0999-9.00
(-24.93)
27.100Oct 23, 2019 2960.0920.050-5.20
(-20.59)
20.0500-45.91%12.18%
12.81%50.58% 23.8999-9.50
(-28.44)
23.900Oct 23, 2019 2965.0921.950-5.05
(-18.70)
21.9500-49.43%11.90%
12.49%47.15% 20.8999-8.85
(-29.75)
20.900Oct 23, 2019 2970.0923.950-4.95
(-17.13)
23.9500-53.13%11.58%
12.15%43.56% 18.0499-9.35
(-34.12)
18.050Oct 23, 2019 2975.0926.100-4.85
(-15.67)
26.1001-57.02%11.23%
13.75%53.46% 30.9001-9.20
(-22.94)
30.900Oct 25, 2019 2960.01123.200-4.45
(-16.09)
23.2000-46.30%12.57%
13.41%50.64% 27.6501-9.35
(-25.27)
27.650Oct 25, 2019 2965.01125.000-4.40
(-14.97)
25.0000-49.39%12.26%
13.12%47.68% 24.6500-9.20
(-27.18)
24.650Oct 25, 2019 2970.01127.000-4.35
(-13.88)
27.0000-52.63%11.97%
12.78%44.58% 21.7000-9.25
(-29.89)
21.700Oct 25, 2019 2975.01129.100-4.60
(-13.65)
29.1000-56.02%11.65%
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