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 days9.53%9.31%9.05%31.23% - 16-Aug4.64% - 06-Mar
20 days8.67%8.81%14.62%33.70% - 17-Jan8.28% - 21-Feb
30 days9.17%11.59%12.74%33.27% - 17-Jan9.15% - 16-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help15.49%16.62%16.28%26.26% - 14-Aug14.46% - 18-Mar
IV Index put Open Help15.36%16.23%15.75%24.28% - 02-Oct14.52% - 18-Apr
IV Index mean Open Help15.42%16.43%16.01%25.07% - 05-Aug14.53% - 18-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days73.76%83.06%81.84%94.42% - 04-Sep50.06% - 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
16.34%68.18% 6.7000-0.40
(-5.63)
6.700Feb 21, 2020 198.0352.1250.05
(2.41)
2.1250-31.69%16.10%
15.88%64.89% 5.9500-0.45
(-7.03)
5.950Feb 21, 2020 199.0352.4000.03
(1.05)
2.4000-35.14%15.76%
15.51%61.26% 5.2500-0.45
(-7.89)
5.250Feb 21, 2020 200.0352.7250.05
(1.87)
2.7250-38.89%15.49%
14.31%40.10% 2.5000-0.35
(-12.28)
2.500Feb 21, 2020 205.0354.9500.10
(2.06)
4.9500-60.45%14.17%
17.24%64.35% 8.4000-0.50
(-5.62)
8.400Mar 20, 2020 198.0633.6500.00
(0.00)
3.6500-35.81%17.22%
16.93%61.85% 7.7000-0.50
(-6.10)
7.700Mar 20, 2020 199.0633.950-0.05
(-1.25)
3.9500-38.34%16.90%
16.70%59.20% 7.0500-0.45
(-6.00)
7.050Mar 20, 2020 200.0634.300-0.05
(-1.15)
4.3000-41.04%16.67%
15.69%44.62% 4.2500-0.40
(-8.60)
4.250Mar 20, 2020 205.0636.4500.05
(0.78)
6.4500-56.00%15.50%
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