Symbol:    
Freeport-McMoRan Inc 
Options Root:  Open Help    FCX  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days32.02%31.32%49.26%220.85% - 24-Mar17.42% - 30-Dec
20 days26.63%44.02%72.70%175.56% - 06-Apr20.95% - 10-Jan
30 days45.44%44.44%64.46%155.04% - 17-Apr29.32% - 08-Aug
  IMPLIED VOLATILITY Open Help
IV Index call Open Help52.08%51.95%61.13%176.24% - 18-Mar36.49% - 26-Nov
IV Index put Open Help50.69%51.14%59.29%174.42% - 18-Mar36.27% - 26-Nov
IV Index mean Open Help51.39%51.55%60.21%175.33% - 18-Mar36.38% - 26-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days72.15%73.20%89.69%93.30% - 12-Mar23.87% - 17-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
51.11%71.67% 0.81500.08
(10.88)
0.815Aug 14, 2020 12.5110.215-0.10
(-31.75)
0.2150-28.32%51.13%
50.14%55.25% 0.50500.05
(9.78)
0.505Aug 14, 2020 13.0110.385-0.14
(-27.36)
0.3850-44.66%47.95%
47.93%37.47% 0.2700-0.00
(-0.00)
0.270Aug 14, 2020 13.5110.675-0.19
(-21.97)
0.6750-62.36%48.50%
47.07%22.01% 0.1300-0.03
(-16.13)
0.130Aug 14, 2020 14.0111.035-0.22
(-17.86)
1.0350-77.56%47.88%
53.18%67.60% 0.95000.11
(13.10)
0.950Aug 21, 2020 12.5180.330-0.09
(-20.48)
0.3300-31.94%51.32%
50.04%54.98% 0.63000.08
(13.51)
0.630Aug 21, 2020 13.0180.530-0.11
(-17.19)
0.5300-45.02%50.05%
49.06%41.26% 0.40000.05
(14.29)
0.400Aug 21, 2020 13.5180.790-0.13
(-14.59)
0.7900-58.98%48.22%
47.04%27.99% 0.22500.01
(4.65)
0.225Aug 21, 2020 14.0181.125-0.16
(-12.79)
1.1250-72.01%47.09%
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