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 days19.11%29.58%9.23%119.67% - 24-Mar4.09% - 19-Nov
20 days23.97%22.02%9.22%97.90% - 27-Mar4.97% - 19-Nov
30 days20.55%18.65%10.70%85.87% - 08-Apr5.56% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help26.34%22.70%15.85%77.48% - 16-Mar8.79% - 16-Dec
IV Index put Open Help23.84%20.59%16.90%76.81% - 16-Mar9.00% - 16-Dec
IV Index mean Open Help25.09%21.65%16.37%77.15% - 16-Mar8.89% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 23-Sep100.00% - 23-Sep
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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
29.65%53.54% 64.9001-48.00
(-42.52)
64.900Oct 02, 2020 3220.0943.20019.50
(82.28)
43.2000-46.00%23.76%
29.37%52.22% 61.8000-47.20
(-43.30)
61.800Oct 02, 2020 3225.0945.10020.25
(81.49)
45.1000-47.64%23.50%
29.07%50.87% 58.7000-46.45
(-44.17)
58.700Oct 02, 2020 3230.0947.00021.05
(81.12)
47.0000-49.33%23.20%
28.83%49.50% 55.7999-45.60
(-44.97)
55.800Oct 02, 2020 3235.0949.10021.90
(80.51)
49.1000-51.05%22.97%
27.26%53.46% 68.6500-47.35
(-40.82)
68.650Oct 05, 2020 3220.01247.20020.10
(74.17)
47.2001-46.16%22.31%
27.03%52.22% 65.5500-46.55
(-41.53)
65.550Oct 05, 2020 3225.01249.10020.80
(73.50)
49.1000-47.68%22.08%
26.80%50.95% 62.5500-45.85
(-42.30)
62.550Oct 05, 2020 3230.01251.10021.60
(73.22)
51.1000-49.23%21.87%
26.58%49.66% 59.6000-44.95
(-42.99)
59.600Oct 05, 2020 3235.01253.15022.40
(72.85)
53.1501-50.82%21.64%
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