Symbol:    
Slack Technologies Inc 
Options Root:  Open Help    WORK  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days39.63%38.73%49.43%179.57% - 24-Mar18.70% - 02-Jan
20 days47.01%48.88%75.72%136.23% - 02-Apr30.57% - 13-Jan
30 days47.80%51.45%72.57%119.27% - 22-Apr34.93% - 27-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help71.18%58.54%58.09%148.76% - 12-Mar43.83% - 17-Jan
IV Index put Open Help70.34%58.23%57.43%149.61% - 12-Mar43.90% - 21-Jan
IV Index mean Open Help70.76%58.38%57.76%149.19% - 12-Mar44.36% - 21-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days32.72%35.07%20.43%62.97% - 21-Nov-8.62% - 10-Jun
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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
62.79%64.08% 1.86500.56
(42.91)
1.865Aug 14, 2020 29.5110.845-0.40
(-32.13)
0.8450-35.75%61.81%
63.25%58.15% 1.59000.52
(49.30)
1.590Aug 14, 2020 30.0111.060-0.43
(-29.10)
1.0600-41.75%61.78%
62.97%52.19% 1.33000.45
(51.14)
1.330Aug 14, 2020 30.5111.305-0.51
(-28.10)
1.3050-47.85%61.83%
63.65%46.35% 1.12000.42
(60.00)
1.120Aug 14, 2020 31.0111.575-0.54
(-25.71)
1.5750-53.93%61.49%
62.37%62.19% 2.20500.62
(39.12)
2.205Aug 21, 2020 29.5181.175-0.35
(-22.70)
1.1750-37.68%61.20%
62.44%57.50% 1.93500.61
(45.49)
1.935Aug 21, 2020 30.0181.400-0.39
(-22.01)
1.4000-42.46%61.15%
62.19%52.77% 1.68000.52
(44.21)
1.680Aug 21, 2020 30.5181.630-0.48
(-22.57)
1.6300-47.31%60.40%
62.36%48.10% 1.46000.49
(49.74)
1.460Aug 21, 2020 31.0181.940-0.47
(-19.67)
1.9400-51.99%61.65%
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