Symbol:    
Western Digital Corp 
Options Root:  Open Help    WDC  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days53.50%40.78%51.84%204.66% - 24-Mar18.51% - 18-Nov
20 days58.35%54.39%58.44%160.51% - 27-Mar29.57% - 03-Oct
30 days55.78%57.34%71.85%141.02% - 08-Apr30.71% - 23-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help57.57%63.40%52.44%141.62% - 18-Mar32.14% - 15-Nov
IV Index put Open Help57.27%62.74%49.49%141.66% - 18-Mar31.45% - 12-Nov
IV Index mean Open Help57.42%63.07%50.96%141.64% - 18-Mar31.87% - 12-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days77.28%80.05%83.22%95.80% - 12-Mar18.86% - 17-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
45.27%64.37% 1.6550-0.27
(-14.25)
1.655Jul 10, 2020 41.580.695-0.30
(-30.15)
0.6950-35.42%44.43%
45.14%57.53% 1.3600-0.28
(-17.07)
1.360Jul 10, 2020 42.080.910-0.17
(-15.35)
0.9100-42.42%44.75%
44.02%50.46% 1.0750-0.25
(-18.87)
1.075Jul 10, 2020 42.581.135-0.27
(-19.22)
1.1350-49.54%44.04%
43.07%43.13% 0.8300-0.19
(-18.63)
0.830Jul 10, 2020 43.081.385-0.21
(-13.44)
1.3850-56.92%42.91%
50.02%60.73% 2.2100-0.28
(-11.24)
2.210Jul 17, 2020 41.5151.265-0.30
(-19.43)
1.2650-39.25%49.91%
49.50%56.15% 1.9200-0.28
(-12.93)
1.920Jul 17, 2020 42.0151.450-0.22
(-13.43)
1.4500-43.81%48.68%
48.60%51.42% 1.6400-0.29
(-15.03)
1.640Jul 17, 2020 42.5151.685-0.39
(-18.80)
1.6850-48.60%48.21%
47.88%46.58% 1.3900-0.33
(-19.19)
1.390Jul 17, 2020 43.0151.940-0.38
(-16.56)
1.9400-53.46%47.62%
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