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 days4.82%5.99%7.21%57.88% - 26-Mar1.27% - 25-Oct
20 days5.16%7.11%6.69%49.94% - 09-Apr1.94% - 14-Nov
30 days6.09%6.75%6.26%45.63% - 15-Apr2.59% - 17-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help10.67%9.91%11.73%52.48% - 23-Mar4.31% - 17-Dec
IV Index put Open Help10.48%9.92%11.84%52.43% - 23-Mar3.96% - 17-Dec
IV Index mean Open Help10.58%9.91%11.78%52.46% - 23-Mar4.13% - 17-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days80.29%83.39%79.33%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
12.69%59.64% 1.11000.00
(0.45)
1.110Nov 06, 2020 84.0140.560-0.09
(-13.18)
0.5600-39.28%11.89%
11.50%50.22% 0.7600-0.00
(-0.65)
0.760Nov 06, 2020 84.5140.740-0.10
(-11.90)
0.7400-49.35%11.19%
10.66%39.12% 0.4850-0.00
(-1.02)
0.485Nov 06, 2020 85.0140.985-0.07
(-7.08)
0.9850-60.41%10.65%
9.89%27.40% 0.2750-0.01
(-3.51)
0.275Nov 06, 2020 85.5141.170-0.23
(-16.43)
1.1700-77.03%7.89%
12.03%57.98% 1.2250-0.01
(-0.41)
1.225Nov 13, 2020 84.0210.720-0.08
(-10.56)
0.7200-41.24%11.61%
11.17%49.81% 0.8900-0.00
(-0.56)
0.890Nov 13, 2020 84.5210.905-0.08
(-8.12)
0.9050-49.68%11.00%
10.38%40.43% 0.6050-0.00
(-0.82)
0.605Nov 13, 2020 85.0211.130-0.08
(-6.61)
1.1300-59.10%10.34%
9.70%30.45% 0.3800-0.00
(-1.30)
0.380Nov 13, 2020 85.5211.425-0.07
(-4.68)
1.4250-68.61%9.94%
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