Symbol:    
FedEx Corp 
Options Root:  Open Help    FDX   IGR  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days26.33%18.32%56.72%78.94% - 18-Sep10.93% - 06-Mar
20 days23.77%19.64%46.43%60.25% - 20-Sep15.96% - 05-Feb
30 days39.02%37.64%40.09%52.09% - 25-Sep19.17% - 05-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help27.75%21.94%24.19%N/A - N/AN/A - N/A
IV Index put Open Help27.57%21.82%23.26%N/A - N/AN/A - N/A
IV Index mean Open Help27.66%21.88%23.73%N/A - N/AN/A - N/A
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days44.17%37.63%49.29%88.45% - 04-Feb33.95% - 17-Oct
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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
32.10%58.63% 4.1250-3.93
(-48.76)
4.125Feb 07, 2020 147.0112.5851.71
(193.75)
2.5850-41.46%32.29%
31.52%53.87% 3.5250-3.72
(-51.38)
3.525Feb 07, 2020 148.0113.0351.98
(189.05)
3.0350-46.24%32.18%
31.49%48.96% 3.0300-3.45
(-53.20)
3.030Feb 07, 2020 149.0113.5002.22
(173.44)
3.5000-51.10%31.75%
31.13%44.01% 2.5500-3.18
(-55.46)
2.550Feb 07, 2020 150.0114.0252.49
(162.22)
4.0250-56.01%31.46%
29.75%57.86% 4.7500-3.75
(-44.12)
4.750Feb 14, 2020 147.0183.1501.89
(149.01)
3.1500-42.23%29.76%
29.61%53.81% 4.2000-3.53
(-45.63)
4.200Feb 14, 2020 148.0183.5752.10
(141.55)
3.5750-46.28%29.43%
29.16%49.69% 3.6500-3.35
(-47.86)
3.650Feb 14, 2020 149.0184.0752.33
(134.20)
4.0750-50.41%29.36%
29.16%45.58% 3.2000-3.03
(-48.59)
3.200Feb 14, 2020 150.0184.5752.55
(126.49)
4.5750-54.61%28.98%
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