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 days2.35%4.65%6.62%14.02% - 04-Jan1.72% - 08-Mar
20 days4.38%4.61%6.75%11.95% - 14-Jan2.01% - 02-Oct
30 days5.15%6.33%5.78%10.40% - 08-Jan2.60% - 28-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help6.99%6.10%6.54%17.11% - 24-Dec4.43% - 25-Sep
IV Index put Open Help5.70%5.73%6.70%17.13% - 24-Dec3.97% - 24-Sep
IV Index mean Open Help6.35%5.92%6.62%17.12% - 24-Dec4.20% - 25-Sep
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days81.42%89.34%92.64%93.59% - 19-Aug29.16% - 03-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
7.24%56.54% 0.60000.04
(7.14)
0.600Oct 04, 2019 87.0140.270-0.03
(-10.00)
0.2700-40.75%5.32%
4.99%36.38% 0.21190.02
(10.53)
0.210Oct 04, 2019 87.5140.510-0.06
(-9.73)
0.5100-63.15%4.99%
5.35%19.28% 0.0973-0.04
(-100.00)
0.000Oct 04, 2019 88.0140.895-0.07
(-7.25)
0.8950-80.29%5.35%
6.30%55.81% 0.62500.05
(8.70)
0.625Oct 11, 2019 87.0210.330-0.07
(-17.50)
0.3300-42.28%5.02%
4.56%37.34% 0.2459-0.02
(-7.55)
0.245Oct 11, 2019 87.5210.555-0.06
(-10.48)
0.5550-62.15%4.56%
4.30%18.59% 0.0915-0.01
(-11.76)
0.075Oct 11, 2019 88.0210.900-0.16
(-15.09)
0.9000-80.93%4.30%
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