Symbol:    
iShares Transportation Average ETF 
Options Root:  Open Help    IYT  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days15.56%19.51%29.15%131.61% - 24-Mar7.22% - 27-Dec
20 days20.18%20.61%41.52%105.24% - 30-Mar8.48% - 07-Jan
30 days22.94%22.52%39.45%90.83% - 08-Apr9.15% - 16-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help25.45%27.83%32.02%88.96% - 16-Mar14.96% - 23-Dec
IV Index put Open Help25.36%27.88%31.92%88.69% - 18-Mar14.90% - 23-Dec
IV Index mean Open Help25.40%27.85%31.97%88.78% - 16-Mar14.93% - 23-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days79.82%79.08%89.81%97.41% - 20-Apr50.06% - 26-Nov
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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
25.02%55.99% 4.5500-0.10
(-2.15)
4.550Aug 21, 2020 176.0183.350-0.45
(-11.84)
3.3500-43.97%25.08%
24.49%51.94% 3.9500-0.20
(-4.82)
3.950Aug 21, 2020 177.0183.750-0.45
(-10.71)
3.7500-48.01%24.55%
24.35%47.79% 3.4500-0.10
(-2.82)
3.450Aug 21, 2020 178.0184.200-0.50
(-10.64)
4.2000-52.21%24.09%
23.94%43.54% 2.9500-0.15
(-4.84)
2.950Aug 21, 2020 179.0184.700-0.65
(-12.15)
4.7000-56.51%23.68%
28.36%67.58% 11.1000-0.10
(-0.89)
11.100Sep 18, 2020 170.0463.950-0.40
(-9.20)
3.9500-32.23%28.23%
26.82%56.86% 7.8000-0.05
(-0.64)
7.800Sep 18, 2020 175.0465.650-0.50
(-8.13)
5.6500-43.01%26.69%
25.06%44.52% 5.0000-0.15
(-2.91)
5.000Sep 18, 2020 180.0467.900-0.55
(-6.51)
7.9000-55.34%25.14%
23.56%31.59% 2.9000-0.25
(-7.94)
2.900Sep 18, 2020 185.04610.750-0.60
(-5.29)
10.7500-68.42%23.45%
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