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 days53.34%72.39%59.96%113.50% - 24-Mar3.97% - 19-Nov
20 days81.16%92.80%44.62%94.25% - 27-Mar4.75% - 19-Nov
30 days82.17%79.97%38.35%82.96% - 08-Apr5.49% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help36.85%45.77%42.51%76.69% - 16-Mar8.89% - 16-Dec
IV Index put Open Help36.82%45.72%42.45%76.57% - 16-Mar8.83% - 16-Dec
IV Index mean Open Help36.83%45.74%42.48%76.63% - 16-Mar8.86% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days99.83%99.82%99.91%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
39.15%54.06% 7.02502.01
(40.22)
7.025Apr 17, 2020 277.085.835-2.53
(-30.25)
5.8350-45.89%39.07%
38.64%51.57% 6.43501.89
(41.74)
6.435Apr 17, 2020 278.086.250-2.64
(-29.70)
6.2500-48.38%38.59%
38.12%49.03% 5.87001.77
(43.35)
5.870Apr 17, 2020 279.086.695-2.75
(-29.08)
6.6950-50.93%38.11%
37.67%46.44% 5.34001.69
(46.30)
5.340Apr 17, 2020 280.087.150-2.88
(-28.68)
7.1500-53.54%37.60%
36.66%53.92% 7.65502.11
(38.05)
7.655Apr 20, 2020 277.0116.470-2.47
(-27.59)
6.4700-46.03%36.64%
36.26%51.66% 7.07502.01
(39.68)
7.075Apr 20, 2020 278.0116.885-2.56
(-27.10)
6.8850-48.29%36.23%
35.77%49.34% 6.50001.90
(41.46)
6.500Apr 20, 2020 279.0117.315-2.67
(-26.78)
7.3150-50.61%35.74%
35.36%46.99% 5.96501.81
(43.39)
5.965Apr 20, 2020 280.0117.770-2.78
(-26.35)
7.7700-52.98%35.33%
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