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 days16.00%15.83%16.95%39.50% - 09-May12.33% - 25-Nov
20 days16.87%15.97%18.35%35.11% - 18-May15.93% - 18-Apr
30 days17.24%17.92%18.95%32.23% - 03-Jun16.78% - 01-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help15.76%16.36%21.16%30.71% - 11-Oct14.21% - 29-Mar
IV Index put Open Help15.76%16.37%21.17%31.55% - 07-Mar15.01% - 04-Apr
IV Index mean Open Help15.76%16.37%21.16%30.74% - 11-Oct14.63% - 04-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 03-Feb100.00% - 03-Feb
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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
14.73%52.60% 42.8501-19.15
(-30.89)
42.850Feb 13, 2023 4130.01037.5503.55
(10.44)
37.5500-47.40%14.74%
14.69%50.62% 40.1999-18.65
(-31.69)
40.200Feb 13, 2023 4135.01039.9004.05
(11.30)
39.9000-49.38%14.70%
14.62%48.63% 37.5999-18.20
(-32.62)
37.600Feb 13, 2023 4140.01042.3004.50
(11.90)
42.2999-51.37%14.64%
14.60%46.63% 35.2000-17.70
(-33.46)
35.200Feb 13, 2023 4145.01044.8504.95
(12.41)
44.8500-53.37%14.60%
17.50%52.27% 52.6500-17.30
(-24.73)
52.650Feb 14, 2023 4130.01147.4005.40
(12.86)
47.3999-47.73%17.49%
17.43%50.68% 49.9500-17.00
(-25.39)
49.950Feb 14, 2023 4135.01149.7005.80
(13.21)
49.7001-49.32%17.43%
17.37%49.08% 47.3500-16.60
(-25.96)
47.350Feb 14, 2023 4140.01152.1006.20
(13.51)
52.0999-50.92%17.37%
17.32%47.47% 44.8500-16.30
(-26.66)
44.850Feb 14, 2023 4145.01154.5506.55
(13.65)
54.5500-52.53%17.30%
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