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 days8.69%22.72%21.48%39.91% - 04-Jan4.14% - 20-Jun
20 days28.33%30.27%22.60%30.98% - 07-Jan5.43% - 14-Sep
30 days26.19%28.39%21.12%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help14.18%15.83%22.33%31.98% - 05-Feb7.80% - 07-Aug
IV Index put Open Help13.91%15.36%21.44%31.63% - 05-Feb7.88% - 06-Aug
IV Index mean Open Help14.05%15.59%21.88%31.81% - 05-Feb7.86% - 07-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 18-Jan100.00% - 18-Jan
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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
12.87%57.34% 27.900016.00
(134.45)
27.900Jan 28, 2019 2660.01015.850-19.65
(-55.35)
15.8500-41.96%11.61%
12.69%53.90% 24.850014.65
(143.63)
24.850Jan 28, 2019 2665.01017.800-21.00
(-54.12)
17.8000-45.77%11.45%
12.52%50.34% 22.000013.35
(154.34)
22.000Jan 28, 2019 2670.01019.950-22.35
(-52.84)
19.9501-49.71%11.30%
12.40%46.70% 19.399912.00
(162.16)
19.400Jan 28, 2019 2675.01022.350-23.75
(-51.52)
22.3501-53.75%11.17%
12.32%43.04% 17.049910.80
(172.80)
17.050Jan 28, 2019 2680.01025.000-25.00
(-50.00)
25.0000-57.81%11.07%
14.29%56.26% 32.799917.50
(114.38)
32.800Jan 30, 2019 2660.01220.700-18.25
(-46.85)
20.7000-43.30%13.18%
14.11%53.42% 29.750016.35
(122.01)
29.750Jan 30, 2019 2665.01222.700-19.30
(-45.95)
22.6999-46.37%13.03%
13.95%50.50% 26.899915.25
(130.90)
26.900Jan 30, 2019 2670.01224.800-20.50
(-45.25)
24.8001-49.54%12.85%
13.82%47.51% 24.250014.10
(138.92)
24.250Jan 30, 2019 2675.01227.150-21.55
(-44.25)
27.1499-52.78%12.72%
13.66%44.48% 21.699912.95
(148.00)
21.700Jan 30, 2019 2680.01229.650-22.50
(-43.14)
29.6501-56.07%12.59%
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