Symbol:    
Ulta Salon Cosmetics & Fragrance Inc 
Options Root:  Open Help    ULTA  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days31.12%32.38%21.71%182.06% - 05-Sep8.06% - 22-Feb
20 days26.01%29.06%23.86%130.47% - 05-Sep10.74% - 21-Feb
30 days26.52%25.71%39.44%109.82% - 02-Oct11.89% - 06-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help48.77%35.48%27.36%52.91% - 05-Dec21.47% - 03-Jul
IV Index put Open Help47.99%35.13%27.28%51.69% - 05-Dec21.63% - 16-Apr
IV Index mean Open Help48.38%35.30%27.32%52.30% - 05-Dec21.71% - 12-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days30.36%32.12%45.09%81.32% - 29-Aug-16.42% - 18-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
27.31%62.97% 8.9000-2.10
(-19.09)
8.900Feb 28, 2020 290.0144.0000.30
(8.11)
4.0000-36.81%26.63%
26.41%56.93% 7.2500-2.15
(-22.87)
7.250Feb 28, 2020 292.5145.2000.65
(14.29)
5.2000-43.30%27.26%
27.23%50.45% 6.1500-1.75
(-22.15)
6.150Feb 28, 2020 295.0146.4000.80
(14.29)
6.4000-49.66%27.20%
26.26%43.87% 4.8000-1.75
(-26.72)
4.800Feb 28, 2020 297.5147.6000.80
(11.76)
7.6000-56.22%26.46%
26.38%61.56% 10.0500-2.35
(-18.95)
10.050Mar 06, 2020 290.0215.4000.30
(5.88)
5.4000-38.75%27.05%
27.49%56.14% 8.9500-1.90
(-17.51)
8.950Mar 06, 2020 292.5216.1500.05
(0.82)
6.1500-43.75%25.82%
28.99%51.10% 8.1000-1.35
(-14.29)
8.100Mar 06, 2020 295.0217.5000.30
(4.17)
7.5000-49.20%26.26%
27.20%45.85% 6.4500-1.50
(-18.87)
6.450Mar 06, 2020 297.5218.9000.60
(7.23)
8.9000-54.53%26.40%
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