Symbol:    
SPDR S&P 500 ETF Trust 
Options Root:  Open Help    SPY  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days13.32%17.96%19.45%113.50% - 24-Mar3.97% - 19-Nov
20 days16.15%18.99%23.90%94.25% - 27-Mar4.75% - 19-Nov
30 days17.76%20.63%20.52%82.96% - 08-Apr5.49% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help24.08%23.41%24.81%76.69% - 16-Mar8.89% - 16-Dec
IV Index put Open Help24.06%23.38%24.78%76.57% - 16-Mar8.83% - 16-Dec
IV Index mean Open Help24.07%23.39%24.80%76.63% - 16-Mar8.86% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days99.64%99.75%99.71%99.97% - 27-Feb96.60% - 23-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
18.84%54.70% 4.8700-0.34
(-6.53)
4.870Nov 02, 2020 344.0103.765-0.67
(-15.01)
3.7650-45.28%18.84%
18.56%51.00% 4.2900-0.35
(-7.54)
4.290Nov 02, 2020 345.0104.185-0.68
(-13.98)
4.1850-48.99%18.55%
18.29%47.20% 3.7500-0.36
(-8.76)
3.750Nov 02, 2020 346.0104.640-0.69
(-13.03)
4.6400-52.80%18.26%
18.03%43.32% 3.2500-0.36
(-9.97)
3.250Nov 02, 2020 347.0105.135-0.69
(-11.92)
5.1350-56.70%17.97%
24.92%53.77% 6.8000-0.20
(-2.86)
6.800Nov 04, 2020 344.0125.680-0.54
(-8.68)
5.6800-46.22%24.91%
24.57%51.21% 6.2050-0.20
(-3.20)
6.205Nov 04, 2020 345.0126.080-0.55
(-8.30)
6.0800-48.79%24.56%
24.20%48.57% 5.6300-0.22
(-3.68)
5.630Nov 04, 2020 346.0126.510-0.55
(-7.86)
6.5100-51.42%24.18%
23.83%45.87% 5.0850-0.22
(-4.24)
5.085Nov 04, 2020 347.0126.965-0.56
(-7.50)
6.9650-54.12%23.83%
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