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 days5.55%5.63%18.58%40.73% - 04-Jan4.36% - 19-Sep
20 days5.49%7.06%13.89%31.25% - 07-Jan5.13% - 30-Apr
30 days9.21%11.79%12.68%29.23% - 04-Jan7.30% - 06-May
  IMPLIED VOLATILITY Open Help
IV Index call Open Help11.20%10.80%13.30%32.24% - 24-Dec9.78% - 12-Apr
IV Index put Open Help11.02%10.62%13.23%30.89% - 24-Dec9.64% - 12-Apr
IV Index mean Open Help11.11%10.71%13.26%31.57% - 24-Dec9.71% - 12-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days99.82%99.92%99.35%99.96% - 26-Aug97.85% - 22-Jul
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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
10.60%61.92% 2.89500.18
(6.63)
2.895Nov 22, 2019 308.091.345-0.18
(-12.09)
1.3450-38.02%10.37%
10.10%54.51% 2.22500.14
(6.97)
2.225Nov 22, 2019 309.091.665-0.24
(-12.37)
1.6650-45.65%9.83%
9.62%46.18% 1.63500.10
(6.51)
1.635Nov 22, 2019 310.092.085-0.26
(-11.28)
2.0850-54.29%9.39%
9.24%37.36% 1.15000.05
(5.02)
1.150Nov 22, 2019 311.092.600-0.32
(-10.81)
2.6000-63.55%8.97%
9.73%58.07% 2.74500.17
(6.81)
2.745Nov 25, 2019 308.5121.670-0.20
(-10.70)
1.6700-42.13%9.61%
9.52%54.53% 2.42000.16
(6.84)
2.420Nov 25, 2019 309.0121.845-0.21
(-10.44)
1.8450-45.75%9.40%
9.29%50.81% 2.11000.14
(6.84)
2.110Nov 25, 2019 309.5122.040-0.24
(-10.33)
2.0400-49.58%9.19%
9.12%46.92% 1.83000.12
(7.02)
1.830Nov 25, 2019 310.0122.260-0.25
(-10.14)
2.2600-53.58%9.01%
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