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 days31.28%176.65%40.50%182.06% - 05-Sep8.06% - 22-Feb
20 days128.82%128.99%33.41%130.47% - 05-Sep10.74% - 21-Feb
30 days107.13%107.68%30.28%108.59% - 17-Sep11.89% - 06-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help28.70%29.85%41.67%47.36% - 29-May21.47% - 03-Jul
IV Index put Open Help28.46%28.95%41.71%47.27% - 29-May21.63% - 16-Apr
IV Index mean Open Help28.58%29.40%41.69%47.32% - 29-May21.71% - 12-Jul
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days22.80%25.11%73.26%81.32% - 29-Aug-21.23% - 03-Oct
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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
26.69%63.97% 6.9500-1.30
(-15.76)
6.950Oct 04, 2019 225.0143.1000.10
(3.33)
3.1000-36.28%27.11%
26.67%55.81% 5.5000-1.20
(-17.91)
5.500Oct 04, 2019 227.5144.1000.20
(5.13)
4.1000-44.32%26.79%
26.88%47.52% 4.3000-1.00
(-18.87)
4.300Oct 04, 2019 230.0145.3500.30
(5.94)
5.3500-52.67%26.71%
26.50%39.28% 3.2000-0.95
(-22.89)
3.200Oct 04, 2019 232.5146.8000.40
(6.25)
6.8000-60.90%26.59%
27.79%61.76% 8.2500-1.15
(-12.23)
8.250Oct 11, 2019 225.0214.2000.10
(2.44)
4.2000-38.28%27.56%
27.55%55.33% 6.8000-1.10
(-13.92)
6.800Oct 11, 2019 227.5215.3000.25
(4.95)
5.3000-44.82%27.56%
27.24%48.70% 5.5000-1.05
(-16.03)
5.500Oct 11, 2019 230.0216.5000.30
(4.84)
6.5000-51.49%27.25%
27.10%42.10% 4.4000-0.95
(-17.76)
4.400Oct 11, 2019 232.5217.9000.40
(5.33)
7.9000-58.15%27.09%
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