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 days1.69%2.77%1.48%9.44% - 17-Jan1.27% - 25-Oct
20 days2.64%2.98%3.69%11.29% - 17-Jan1.94% - 14-Nov
30 days2.59%3.22%3.27%10.19% - 30-Jan2.59% - 17-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help5.05%5.47%5.35%9.41% - 05-Aug4.31% - 17-Dec
IV Index put Open Help4.57%4.69%4.41%9.23% - 05-Aug3.96% - 17-Dec
IV Index mean Open Help4.81%5.08%4.88%9.32% - 05-Aug4.13% - 17-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days29.22%56.98%69.40%93.59% - 19-Aug29.22% - 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
10.33%63.66% 1.0500-0.02
(-1.41)
1.050Jan 31, 2020 87.5140.0800.00
(6.67)
0.4499-36.55%10.33%
7.88%53.31% 0.5950-0.02
(-3.25)
0.595Jan 31, 2020 88.0140.1300.00
(4.00)
0.1300-42.19%2.51%
5.29%33.34% 0.2000-0.07
(-24.53)
0.200Jan 31, 2020 88.5140.2750.01
(3.77)
0.6060-68.06%5.29%
6.88%68.85% 1.0000-0.04
(-4.31)
1.000Feb 07, 2020 87.5210.1700.02
(9.68)
0.1700-25.56%5.19%
5.62%57.09% 0.5850-0.02
(-4.10)
0.585Feb 07, 2020 88.0210.2950.01
(3.51)
0.2950-41.18%4.63%
4.52%38.16% 0.2537-0.02
(-8.16)
0.225Feb 07, 2020 88.5210.5450.02
(3.81)
0.5450-61.54%4.52%
5.36%24.51% 0.16430.00
(0.00)
0.050Feb 07, 2020 89.0210.9550.06
(6.70)
0.9550-75.21%5.36%
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