Symbol:    
FedEx Corp 
Options Root:  Open Help    FDX   IGR  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days39.85%41.67%45.47%157.17% - 20-Mar16.19% - 23-Oct
20 days34.84%32.61%41.99%121.09% - 03-Apr19.64% - 17-Jan
30 days31.29%39.74%36.64%107.60% - 08-Apr22.29% - 03-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help40.22%39.16%42.43%136.34% - 16-Mar21.94% - 17-Jan
IV Index put Open Help39.76%39.48%45.01%135.62% - 16-Mar21.82% - 17-Jan
IV Index mean Open Help39.99%39.32%43.72%135.98% - 16-Mar21.88% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days58.35%40.11%17.16%92.57% - 17-Mar14.34% - 26-Aug
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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
41.10%61.27% 8.3250-1.25
(-13.05)
8.325Oct 02, 2020 237.594.3500.60
(16.00)
4.3500-38.65%40.71%
40.20%54.99% 6.8000-1.27
(-15.79)
6.800Oct 02, 2020 240.095.4000.77
(16.76)
5.4000-45.02%40.36%
39.57%48.39% 5.4750-1.05
(-16.09)
5.475Oct 02, 2020 242.596.5250.90
(16.00)
6.5250-51.63%39.37%
39.00%41.71% 4.3250-0.80
(-15.61)
4.325Oct 02, 2020 245.097.8501.00
(14.60)
7.8500-58.40%38.63%
42.46%59.06% 10.6000-0.32
(-2.97)
10.600Oct 09, 2020 237.5166.4000.78
(13.78)
6.4000-40.74%41.08%
39.62%54.51% 8.7000-1.10
(-11.22)
8.700Oct 09, 2020 240.0167.3000.73
(11.03)
7.3000-45.50%39.74%
39.95%49.57% 7.5500-1.27
(-14.45)
7.550Oct 09, 2020 242.5168.5751.13
(15.10)
8.5750-50.46%39.69%
40.06%44.71% 6.4750-0.70
(-9.76)
6.475Oct 09, 2020 245.01610.0000.98
(10.80)
10.0000-55.35%39.81%
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