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 days40.59%45.15%28.46%104.50% - 04-Nov18.51% - 18-Nov
20 days40.71%37.92%37.60%76.50% - 04-Nov29.57% - 03-Oct
30 days39.30%37.29%38.18%66.36% - 12-Dec30.71% - 23-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help54.03%45.25%39.90%N/A - N/AN/A - N/A
IV Index put Open Help53.23%45.23%38.43%N/A - N/AN/A - N/A
IV Index mean Open Help53.63%45.24%39.16%N/A - N/AN/A - N/A
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days55.39%43.35%62.76%84.03% - 15-Oct18.86% - 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
70.62%55.83% 3.6000-1.70
(-32.08)
3.600Feb 07, 2020 66.0112.8701.14
(65.90)
2.8700-44.18%69.74%
70.05%53.38% 3.3250-1.65
(-33.17)
3.325Feb 07, 2020 66.5113.1001.18
(61.88)
3.1000-46.67%69.28%
70.30%50.94% 3.1000-1.55
(-33.33)
3.100Feb 07, 2020 67.0113.3501.26
(59.90)
3.3500-49.17%68.96%
69.52%48.44% 2.8400-1.51
(-34.71)
2.840Feb 07, 2020 67.5113.6001.30
(56.52)
3.6000-51.70%68.47%
61.87%55.85% 4.0000-1.62
(-28.89)
4.000Feb 14, 2020 66.0183.2501.20
(58.54)
3.2500-44.19%61.16%
61.38%53.66% 3.7250-1.60
(-30.05)
3.725Feb 14, 2020 66.5183.5501.32
(59.19)
3.5500-46.37%61.97%
61.14%51.46% 3.4750-1.53
(-30.50)
3.475Feb 14, 2020 67.0183.7251.31
(54.24)
3.7250-48.64%60.43%
61.13%49.27% 3.2500-1.45
(-30.85)
3.250Feb 14, 2020 67.5183.9751.36
(52.01)
3.9750-50.90%60.06%
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