Symbol:    
SPDR S&P 500 ETF Trust 
Options Root:  Open Help    SPY  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days6.83%9.26%24.37%40.73% - 04-Jan4.36% - 19-Sep
20 days14.09%15.18%21.70%31.25% - 07-Jan5.13% - 30-Apr
30 days17.00%20.37%18.16%29.23% - 04-Jan5.90% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help13.36%10.89%15.00%32.24% - 24-Dec8.29% - 20-Sep
IV Index put Open Help13.29%10.86%15.01%30.89% - 24-Dec8.24% - 20-Sep
IV Index mean Open Help13.33%10.87%15.00%31.57% - 24-Dec8.27% - 20-Sep
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days99.63%99.94%99.96%99.96% - 26-Aug96.50% - 28-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
12.86%62.64% 3.6300-1.47
(-28.75)
3.630Sep 30, 2019 296.0101.6400.61
(59.22)
1.6400-37.24%12.77%
12.15%56.84% 2.9050-1.23
(-29.75)
2.905Sep 30, 2019 297.0101.9300.71
(58.20)
1.9300-43.13%12.13%
11.53%50.18% 2.2550-1.00
(-30.72)
2.255Sep 30, 2019 298.0102.2800.81
(55.10)
2.2800-49.81%11.52%
10.93%42.81% 1.6800-0.88
(-34.37)
1.680Sep 30, 2019 299.0102.7050.93
(52.39)
2.7050-57.21%10.92%
13.43%61.36% 3.9950-1.14
(-22.20)
3.995Oct 02, 2019 296.0121.9800.68
(52.31)
1.9800-38.57%13.35%
12.80%56.22% 3.2850-1.04
(-24.05)
3.285Oct 02, 2019 297.0122.2750.77
(50.66)
2.2750-43.77%12.75%
12.17%50.45% 2.6250-0.95
(-26.68)
2.625Oct 02, 2019 298.0122.6200.86
(48.86)
2.6200-49.58%12.16%
11.61%44.11% 2.0400-0.86
(-29.53)
2.040Oct 02, 2019 299.0123.0300.96
(46.02)
3.0300-55.97%11.56%
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