Symbol:    
Facebook Inc 
Options Root:  Open Help    FB  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days33.21%39.32%23.78%122.64% - 24-Mar10.74% - 05-Dec
20 days46.66%46.76%39.76%98.89% - 30-Mar11.10% - 11-Dec
30 days41.11%43.60%35.99%86.40% - 08-Apr14.03% - 10-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help43.72%42.13%37.36%80.02% - 18-Mar20.38% - 26-Nov
IV Index put Open Help43.90%41.53%37.02%82.40% - 16-Mar20.04% - 20-Dec
IV Index mean Open Help43.81%41.83%37.19%80.98% - 16-Mar20.44% - 20-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days68.72%62.01%47.72%95.49% - 16-Mar16.57% - 12-Dec
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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
46.76%60.21% 9.4250-4.05
(-30.06)
9.425Oct 02, 2020 245.095.3751.70
(46.26)
5.3750-39.76%46.57%
46.38%54.81% 8.0000-3.70
(-31.62)
8.000Oct 02, 2020 247.596.4501.97
(44.13)
6.4500-45.18%46.19%
45.92%49.28% 6.7000-3.45
(-33.99)
6.700Oct 02, 2020 250.097.6502.25
(41.67)
7.6500-50.74%45.71%
45.55%43.73% 5.5500-3.18
(-36.39)
5.550Oct 02, 2020 252.598.9502.50
(38.76)
8.9500-56.39%45.06%
45.68%58.65% 11.5750-3.73
(-24.35)
11.575Oct 09, 2020 245.0167.4501.88
(33.63)
7.4500-41.29%45.18%
45.29%54.48% 10.1750-3.52
(-25.73)
10.175Oct 09, 2020 247.5168.5502.10
(32.56)
8.5500-45.51%44.80%
44.88%50.23% 8.8750-3.32
(-27.25)
8.875Oct 09, 2020 250.0169.7502.30
(30.87)
9.7500-49.81%44.39%
44.69%45.98% 7.7250-3.12
(-28.80)
7.725Oct 09, 2020 252.51611.0752.55
(29.91)
11.0750-54.13%44.07%
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