Symbol:    
S&P 500 Index (SPX) 
Options Root:  Open Help    SPX   SPXQ   SPXW  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days14.34%13.67%18.97%38.41% - 24-Jun7.66% - 19-Apr
20 days11.77%13.24%14.23%32.18% - 24-Jun9.43% - 24-Apr
30 days14.28%13.43%13.18%31.73% - 15-Jun11.97% - 15-May
  IMPLIED VOLATILITY Open Help
IV Index call Open Help11.50%13.61%14.12%30.71% - 11-Oct11.36% - 02-Jun
IV Index put Open Help11.50%13.63%14.11%30.77% - 12-Oct11.36% - 02-Jun
IV Index mean Open Help11.50%13.62%14.12%30.74% - 11-Oct11.36% - 02-Jun
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 05-Jun100.00% - 05-Jun
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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
10.96%55.69% 32.5501-7.30
(-18.32)
32.550Jun 13, 2023 4270.0823.200-0.15
(-0.64)
23.1999-44.31%10.96%
10.87%52.84% 29.6500-7.15
(-19.43)
29.650Jun 13, 2023 4275.0825.3500.05
(0.20)
25.3501-47.16%10.89%
10.81%49.94% 26.9500-6.85
(-20.27)
26.950Jun 13, 2023 4280.0827.6500.25
(0.91)
27.6500-50.05%10.83%
10.76%47.02% 24.4500-6.60
(-21.26)
24.450Jun 13, 2023 4285.0830.0500.45
(1.52)
30.0500-52.99%10.75%
12.40%54.66% 37.8000-7.00
(-15.62)
37.800Jun 14, 2023 4270.0928.900-0.10
(-0.34)
28.9001-45.35%12.41%
12.34%52.27% 34.9999-7.10
(-16.86)
35.000Jun 14, 2023 4275.0931.0500.05
(0.16)
31.0499-47.72%12.33%
12.27%49.86% 32.3001-6.80
(-17.39)
32.300Jun 14, 2023 4280.0933.3500.20
(0.60)
33.3501-50.14%12.26%
12.19%47.42% 29.7000-6.70
(-18.41)
29.700Jun 14, 2023 4285.0935.8000.45
(1.27)
35.8000-52.57%12.20%
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