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 days12.62%12.29%23.53%113.50% - 24-Mar3.97% - 19-Nov
20 days12.78%13.62%30.43%94.25% - 27-Mar4.75% - 19-Nov
30 days16.87%17.55%25.71%82.96% - 08-Apr5.49% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help19.77%19.99%22.39%76.69% - 16-Mar8.89% - 16-Dec
IV Index put Open Help19.48%19.62%22.23%76.57% - 16-Mar8.83% - 16-Dec
IV Index mean Open Help19.63%19.80%22.31%76.63% - 16-Mar8.86% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days99.82%99.51%99.76%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
18.49%58.10% 4.77000.88
(22.62)
4.770Aug 12, 2020 327.092.865-1.54
(-35.03)
2.8650-41.71%18.00%
17.97%54.04% 4.11500.78
(23.39)
4.115Aug 12, 2020 328.093.215-1.64
(-33.85)
3.2150-45.89%17.51%
17.50%49.71% 3.51000.69
(24.25)
3.510Aug 12, 2020 329.093.605-1.75
(-32.62)
3.6050-50.34%17.01%
17.05%45.16% 2.95500.59
(24.95)
2.955Aug 12, 2020 330.094.050-1.84
(-31.18)
4.0500-55.02%16.56%
19.38%57.18% 5.36500.95
(21.66)
5.365Aug 14, 2020 327.0113.445-1.48
(-30.05)
3.4450-42.66%18.87%
18.87%53.66% 4.71000.87
(22.50)
4.710Aug 14, 2020 328.0113.805-1.55
(-29.01)
3.8050-46.29%18.44%
18.41%49.92% 4.10000.78
(23.31)
4.100Aug 14, 2020 329.0114.195-1.65
(-28.17)
4.1950-50.12%17.98%
17.96%46.01% 3.53000.69
(24.51)
3.530Aug 14, 2020 330.0114.625-1.73
(-27.22)
4.6250-54.13%17.53%
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