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 days5.28%9.40%24.06%39.91% - 04-Jan4.35% - 19-Sep
20 days13.77%15.22%21.42%30.98% - 07-Jan5.19% - 30-Apr
30 days16.78%20.16%17.94%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help13.08%11.06%14.25%31.76% - 24-Dec8.15% - 20-Sep
IV Index put Open Help12.81%10.94%14.09%30.73% - 24-Dec8.33% - 21-Sep
IV Index mean Open Help12.95%11.00%14.17%31.25% - 24-Dec8.26% - 20-Sep
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 20-Sep100.00% - 20-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
12.01%55.69% 27.8000-11.00
(-28.35)
27.800Sep 30, 2019 2980.01019.5007.20
(58.54)
19.5000-44.22%11.80%
11.69%52.39% 24.5000-10.50
(-30.00)
24.500Sep 30, 2019 2985.01021.2007.70
(57.04)
21.1999-47.58%11.48%
11.38%48.89% 21.4001-9.90
(-31.63)
21.400Sep 30, 2019 2990.01023.0508.25
(55.74)
23.0500-51.15%11.15%
11.08%45.21% 18.5000-9.30
(-33.45)
18.500Sep 30, 2019 2995.01025.1508.85
(54.29)
25.1500-54.90%10.85%
12.68%55.07% 31.4999-10.35
(-24.73)
31.500Oct 02, 2019 2980.01223.0007.85
(51.82)
23.0001-44.84%12.42%
12.37%52.21% 28.2000-9.85
(-25.89)
28.200Oct 02, 2019 2985.01224.6508.25
(50.30)
24.6500-47.76%12.09%
12.04%49.18% 24.9999-9.45
(-27.43)
25.000Oct 02, 2019 2990.01226.5008.70
(48.88)
26.5000-50.85%11.79%
11.74%46.01% 22.0001-8.95
(-28.92)
22.000Oct 02, 2019 2995.01228.5009.20
(47.67)
28.5000-54.09%11.48%
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