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 days5.70%5.80%18.88%39.91% - 04-Jan4.35% - 19-Sep
20 days5.70%7.55%13.87%30.98% - 07-Jan5.19% - 30-Apr
30 days11.06%12.07%12.66%28.95% - 04-Jan7.26% - 06-May
  IMPLIED VOLATILITY Open Help
IV Index call Open Help10.53%10.51%13.82%31.76% - 24-Dec9.59% - 18-Apr
IV Index put Open Help10.70%10.72%13.60%30.73% - 24-Dec9.57% - 12-Apr
IV Index mean Open Help10.62%10.61%13.71%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% - 12-Nov100.00% - 12-Nov
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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
9.14%57.18% 20.55001.60
(8.44)
20.550Nov 20, 2019 3085.0813.450-2.80
(-17.23)
13.4500-42.89%9.24%
8.93%52.49% 17.45011.30
(8.05)
17.450Nov 20, 2019 3090.0815.350-3.00
(-16.35)
15.3499-47.53%9.03%
8.75%47.55% 14.65001.05
(7.72)
14.650Nov 20, 2019 3095.0817.550-3.25
(-15.62)
17.5500-52.42%8.85%
8.60%42.48% 12.15010.85
(7.52)
12.150Nov 20, 2019 3100.0820.050-3.50
(-14.86)
20.0501-57.43%8.70%
9.92%56.02% 24.05001.85
(8.33)
24.050Nov 22, 2019 3085.01016.450-2.55
(-13.42)
16.4500-43.89%9.75%
9.66%52.14% 20.85011.55
(8.03)
20.850Nov 22, 2019 3090.01018.250-2.85
(-13.51)
18.2500-47.83%9.49%
9.45%48.05% 17.94991.35
(8.13)
17.950Nov 22, 2019 3095.01020.450-3.00
(-12.79)
20.4501-51.98%9.33%
9.29%43.84% 15.35001.15
(8.10)
15.350Nov 22, 2019 3100.01022.950-3.10
(-11.90)
22.9500-56.21%9.22%
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