Symbol:    
VanEck Vectors Semiconductor ETF 
Options Root:  Open Help    SMH  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days15.60%30.57%34.71%142.39% - 24-Mar7.37% - 18-Nov
20 days24.08%26.27%35.02%114.23% - 06-Apr13.99% - 03-Dec
30 days24.22%34.28%30.79%100.24% - 08-Apr15.98% - 10-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help34.26%33.62%35.38%89.85% - 16-Mar18.72% - 20-Dec
IV Index put Open Help34.28%33.54%34.90%89.75% - 16-Mar18.65% - 20-Dec
IV Index mean Open Help34.27%33.58%35.14%89.80% - 16-Mar18.68% - 20-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days82.84%91.65%90.79%97.64% - 17-Mar60.45% - 24-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
30.23%55.43% 4.0000-1.03
(-20.40)
4.000Oct 30, 2020 183.593.0250.36
(13.51)
3.0250-44.56%30.32%
30.34%53.15% 3.7500-0.93
(-19.79)
3.750Oct 30, 2020 184.093.2500.26
(8.70)
3.2500-46.82%30.19%
29.38%48.51% 3.1500-1.05
(-25.00)
3.150Oct 30, 2020 185.093.6750.33
(9.70)
3.6750-51.46%29.45%
28.45%43.62% 2.6000-0.95
(-26.76)
2.600Oct 30, 2020 186.094.1500.35
(9.21)
4.1500-56.29%28.75%
35.47%54.26% 5.9500-0.90
(-13.14)
5.950Nov 06, 2020 183.5164.9500.35
(7.61)
4.9500-45.69%35.18%
35.32%52.81% 5.6750-0.82
(-12.69)
5.675Nov 06, 2020 184.0165.2000.38
(7.77)
5.2000-47.16%35.19%
35.06%49.87% 5.1500-0.90
(-14.88)
5.150Nov 06, 2020 185.0165.7000.43
(8.06)
5.7000-50.10%35.09%
34.93%46.92% 4.6750-0.77
(-14.22)
4.675Nov 06, 2020 186.0166.2000.47
(8.30)
6.2000-53.07%34.83%
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