Symbol:    
iShares iBoxx $ High Yield Corporate Bond ETF 
Options Root:  Open Help    HYG  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days4.28%3.76%2.58%14.02% - 04-Jan1.27% - 25-Oct
20 days3.51%3.13%3.07%11.95% - 14-Jan1.94% - 14-Nov
30 days3.20%2.69%3.78%10.40% - 08-Jan2.63% - 22-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help5.61%5.50%5.56%17.11% - 24-Dec4.47% - 29-Apr
IV Index put Open Help5.38%4.52%5.09%17.13% - 24-Dec4.30% - 23-Apr
IV Index mean Open Help5.49%5.01%5.33%17.12% - 24-Dec4.47% - 29-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days73.55%54.80%83.62%93.59% - 19-Aug31.29% - 25-Apr
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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
6.63%78.90% 0.82500.17
(25.00)
0.825Dec 13, 2019 86.090.105-0.09
(-44.74)
0.1050-20.85%6.52%
5.52%61.54% 0.42000.11
(33.33)
0.420Dec 13, 2019 86.590.200-0.16
(-43.66)
0.2000-38.66%5.42%
4.83%33.50% 0.14500.06
(61.11)
0.145Dec 13, 2019 87.090.420-0.22
(-34.37)
0.4200-68.86%4.55%
8.27%63.32% 0.88000.18
(24.82)
0.880Dec 20, 2019 86.0160.245-0.14
(-36.36)
0.2450-32.57%6.29%
6.42%50.21% 0.46500.10
(29.17)
0.465Dec 20, 2019 86.5160.435-0.18
(-29.27)
0.4350-49.47%6.04%
5.06%29.50% 0.17000.05
(36.00)
0.170Dec 20, 2019 87.0160.710-0.22
(-24.06)
0.7100-67.95%5.73%
6.72%20.89% 0.14300.04
(0.00)
0.035Dec 20, 2019 87.5161.140-0.26
(-18.57)
1.1400-78.83%6.72%
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