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 days6.03%11.00%20.24%57.88% - 26-Mar1.27% - 25-Oct
20 days9.58%13.97%31.58%49.94% - 09-Apr1.94% - 14-Nov
30 days13.63%14.54%34.58%45.63% - 15-Apr2.59% - 17-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help13.17%13.75%21.22%52.48% - 23-Mar4.31% - 17-Dec
IV Index put Open Help13.06%13.81%21.12%52.43% - 23-Mar3.96% - 17-Dec
IV Index mean Open Help13.11%13.78%21.17%52.46% - 23-Mar4.13% - 17-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days78.68%79.17%77.10%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
13.20%62.17% 1.03000.52
(101.96)
1.030Jun 12, 2020 83.0100.510-0.29
(-35.85)
0.5100-38.18%13.65%
12.74%51.42% 0.72500.44
(150.00)
0.725Jun 12, 2020 83.5100.680-0.38
(-35.55)
0.6800-48.59%12.71%
12.18%39.75% 0.47000.31
(193.75)
0.470Jun 12, 2020 84.0100.920-0.50
(-35.21)
0.9200-60.40%12.05%
11.59%27.98% 0.27500.19
(223.53)
0.275Jun 12, 2020 84.5101.250-0.63
(-33.51)
1.2500-71.40%11.98%
13.27%59.62% 1.25000.57
(83.82)
1.250Jun 19, 2020 83.0170.700-0.25
(-26.70)
0.7000-40.35%13.21%
12.47%51.37% 0.92000.48
(109.09)
0.920Jun 19, 2020 83.5170.870-0.36
(-29.55)
0.8700-48.65%12.41%
11.61%41.94% 0.63000.34
(121.05)
0.630Jun 19, 2020 84.0171.110-0.46
(-29.07)
1.1100-57.82%11.98%
11.33%32.58% 0.43000.26
(152.94)
0.430Jun 19, 2020 84.5171.395-0.53
(-27.53)
1.3950-67.22%11.50%
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