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 days18.23%12.28%21.90%43.42% - 04-Jan4.64% - 06-Mar
20 days13.54%15.64%19.68%35.89% - 07-Jan8.28% - 21-Feb
30 days16.75%15.46%20.22%34.65% - 04-Jan9.56% - 08-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help19.91%16.83%17.64%38.50% - 24-Dec14.46% - 18-Mar
IV Index put Open Help19.79%16.85%17.52%38.10% - 24-Dec14.52% - 18-Apr
IV Index mean Open Help19.85%16.84%17.58%38.30% - 24-Dec14.53% - 18-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days67.00%50.45%79.01%94.97% - 10-Jan50.06% - 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
21.43%54.47% 3.80000.80
(26.67)
3.800Dec 20, 2019 189.0162.875-0.62
(-17.86)
2.8750-45.13%20.58%
20.20%49.69% 3.10000.62
(25.25)
3.100Dec 20, 2019 190.0163.300-0.65
(-16.46)
3.3000-50.03%20.15%
19.92%44.68% 2.60000.62
(31.65)
2.600Dec 20, 2019 191.0163.800-0.70
(-15.56)
3.8000-55.06%19.89%
19.31%39.43% 2.10000.52
(33.33)
2.100Dec 20, 2019 192.0164.300-0.85
(-16.50)
4.3000-60.32%19.27%
20.38%54.21% 5.85000.80
(15.84)
5.850Jan 17, 2020 189.0444.800-0.55
(-10.28)
4.8000-45.47%20.16%
20.00%51.22% 5.25000.75
(16.67)
5.250Jan 17, 2020 190.0445.250-0.60
(-10.26)
5.2500-48.47%19.98%
19.50%48.11% 4.65000.70
(17.72)
4.650Jan 17, 2020 191.0445.650-0.65
(-10.32)
5.6500-51.60%19.48%
19.27%44.96% 4.15000.70
(20.29)
4.150Jan 17, 2020 192.0446.150-0.65
(-9.56)
6.1500-54.74%19.26%
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