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 days6.53%8.83%6.74%29.15% - 16-Aug3.97% - 19-Nov
20 days7.23%7.21%7.92%29.41% - 17-Jan4.75% - 19-Nov
30 days6.95%7.82%6.81%27.74% - 17-Jan5.49% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help9.83%10.53%9.52%22.63% - 05-Aug8.89% - 16-Dec
IV Index put Open Help9.77%10.33%9.48%22.55% - 05-Aug8.83% - 16-Dec
IV Index mean Open Help9.80%10.43%9.50%22.59% - 05-Aug8.86% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days96.98%97.65%99.75%99.96% - 26-Aug96.98% - 17-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
7.42%66.78% 2.63500.39
(17.37)
2.635Jan 27, 2020 330.0100.905-0.42
(-31.70)
0.9050-33.32%7.45%
7.05%57.79% 1.94000.31
(19.02)
1.940Jan 27, 2020 331.0101.205-0.50
(-29.33)
1.2050-42.31%7.05%
6.79%47.42% 1.36000.23
(19.82)
1.360Jan 27, 2020 332.0101.620-0.59
(-26.70)
1.6200-52.77%6.76%
6.65%36.72% 0.91500.15
(20.39)
0.915Jan 27, 2020 333.0102.185-0.65
(-22.93)
2.1850-63.53%6.66%
8.44%63.87% 3.02000.43
(16.83)
3.020Jan 29, 2020 330.0121.255-0.37
(-22.77)
1.2550-36.14%8.40%
8.06%56.52% 2.33500.37
(18.83)
2.335Jan 29, 2020 331.0121.575-0.43
(-21.45)
1.5750-43.58%8.04%
7.76%48.23% 1.74500.30
(20.76)
1.745Jan 29, 2020 332.0121.985-0.50
(-20.12)
1.9850-51.96%7.73%
7.56%39.54% 1.26500.23
(22.22)
1.265Jan 29, 2020 333.0122.505-0.57
(-18.54)
2.5050-60.77%7.53%
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