Symbol:    
iShares iBoxx $ High Yield Corporate Bond ETF 
Options Root:  Open Help    HYG  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days4.63%4.47%10.12%57.88% - 26-Mar1.27% - 25-Oct
20 days6.30%7.40%13.74%49.94% - 09-Apr1.94% - 14-Nov
30 days8.00%8.42%12.01%45.63% - 15-Apr2.59% - 17-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help9.76%10.52%12.70%52.48% - 23-Mar4.31% - 17-Dec
IV Index put Open Help9.93%10.43%12.58%52.43% - 23-Mar3.96% - 17-Dec
IV Index mean Open Help9.84%10.48%12.64%52.46% - 23-Mar4.13% - 17-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days73.44%75.47%86.31%95.92% - 16-Mar29.22% - 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
9.70%65.65% 0.8950-0.05
(-5.29)
0.895Aug 14, 2020 84.5110.345-0.15
(-29.59)
0.3450-34.67%9.94%
9.05%52.20% 0.5650-0.06
(-8.87)
0.565Aug 14, 2020 85.0110.500-0.13
(-21.26)
0.5000-47.78%9.01%
8.43%36.60% 0.3100-0.06
(-15.07)
0.310Aug 14, 2020 85.5110.755-0.12
(-13.22)
0.7550-63.16%8.58%
7.98%21.68% 0.1450-0.06
(-27.50)
0.145Aug 14, 2020 86.0111.105-0.08
(-6.36)
1.1050-76.86%8.51%
9.94%62.02% 1.0550-0.02
(-2.31)
1.055Aug 21, 2020 84.5180.495-0.09
(-14.66)
0.4950-37.82%9.83%
9.27%51.60% 0.7250-0.02
(-2.68)
0.725Aug 21, 2020 85.0180.670-0.10
(-12.42)
0.6700-48.37%9.23%
8.59%39.53% 0.4500-0.03
(-6.25)
0.450Aug 21, 2020 85.5180.910-0.09
(-9.00)
0.9100-60.24%8.76%
8.13%27.28% 0.2550-0.03
(-10.53)
0.255Aug 21, 2020 86.0181.205-0.08
(-6.23)
1.2050-72.58%8.18%
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