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 days11.55%6.51%4.50%28.61% - 16-Aug4.09% - 19-Nov
20 days9.90%7.08%7.63%23.99% - 24-Jan4.97% - 19-Nov
30 days8.84%6.88%7.00%25.78% - 29-Jan5.56% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help15.98%9.45%10.48%22.21% - 05-Aug8.79% - 16-Dec
IV Index put Open Help15.99%9.71%10.27%22.58% - 05-Aug9.00% - 16-Dec
IV Index mean Open Help15.99%9.58%10.37%22.40% - 05-Aug8.89% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 24-Jan100.00% - 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
19.74%54.48% 44.9999-33.95
(-43.00)
45.000Feb 05, 2020 3230.0933.85020.20
(147.99)
33.8500-45.40%19.03%
19.40%52.52% 41.7000-32.80
(-44.03)
41.700Feb 05, 2020 3235.0935.55021.00
(144.33)
35.5499-47.43%18.69%
19.08%50.48% 38.5501-31.90
(-45.28)
38.550Feb 05, 2020 3240.0937.40021.95
(142.07)
37.4001-49.54%18.38%
18.77%48.38% 35.5001-30.90
(-46.54)
35.500Feb 05, 2020 3245.0939.35022.95
(139.94)
39.3500-51.72%18.06%
19.37%54.24% 48.4000-32.55
(-40.21)
48.400Feb 07, 2020 3230.01137.85021.20
(127.33)
37.8500-45.71%19.01%
19.06%52.43% 45.1001-31.75
(-41.31)
45.100Feb 07, 2020 3235.01139.60022.05
(125.64)
39.6000-47.55%18.72%
18.77%50.55% 41.9500-30.90
(-42.42)
41.950Feb 07, 2020 3240.01141.45022.90
(123.45)
41.4500-49.46%18.43%
18.49%48.62% 38.8999-29.95
(-43.50)
38.900Feb 07, 2020 3245.01143.35023.80
(121.74)
43.3500-51.43%18.13%
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