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 days26.51%47.55%57.74%220.85% - 24-Mar17.42% - 30-Dec
20 days41.32%57.16%53.71%175.56% - 06-Apr20.95% - 10-Jan
30 days48.35%49.76%46.78%155.04% - 17-Apr30.45% - 17-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help50.74%57.43%60.04%176.24% - 18-Mar36.49% - 26-Nov
IV Index put Open Help49.98%56.08%59.21%174.42% - 18-Mar36.27% - 26-Nov
IV Index mean Open Help50.36%56.75%59.62%175.33% - 18-Mar36.38% - 26-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days51.86%52.27%56.24%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
54.47%69.25% 1.2700-0.04
(-2.68)
1.270Nov 06, 2020 17.5140.375-0.07
(-16.67)
0.3750-29.99%51.71%
54.24%59.47% 0.9650-0.02
(-2.53)
0.965Nov 06, 2020 18.0140.585-0.04
(-7.14)
0.5850-40.38%52.84%
53.25%49.20% 0.7000-0.05
(-6.67)
0.700Nov 06, 2020 18.5140.825-0.06
(-6.78)
0.8250-50.90%52.21%
53.27%39.16% 0.5000-0.03
(-6.54)
0.500Nov 06, 2020 19.0141.100-0.08
(-6.38)
1.1000-61.68%50.37%
53.05%67.04% 1.4050-0.05
(-3.44)
1.405Nov 13, 2020 17.5210.560-0.05
(-8.20)
0.5600-33.16%54.02%
52.17%58.76% 1.1000-0.07
(-6.38)
1.100Nov 13, 2020 18.0210.725-0.08
(-10.49)
0.7250-41.18%51.32%
52.02%50.09% 0.8500-0.05
(-5.56)
0.850Nov 13, 2020 18.5210.975-0.08
(-8.02)
0.9750-49.99%51.18%
51.99%41.63% 0.6450-0.05
(-7.19)
0.645Nov 13, 2020 19.0211.265-0.09
(-6.99)
1.2650-58.68%50.87%
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