Symbol:    
SPDR S&P Oil & Gas Exploration & Production ETF 
Options Root:  Open Help    XOP  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days21.42%23.94%27.00%69.72% - 19-Sep17.69% - 07-Jan
20 days26.01%22.84%30.06%56.87% - 19-Sep22.29% - 16-Jan
30 days30.38%27.20%30.43%51.97% - 19-Sep25.92% - 29-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help34.59%27.99%30.67%N/A - N/AN/A - N/A
IV Index put Open Help34.44%27.85%30.60%N/A - N/AN/A - N/A
IV Index mean Open Help34.51%27.92%30.64%N/A - N/AN/A - N/A
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days30.57%6.33%49.91%88.76% - 28-Jan4.35% - 22-Jan
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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
38.69%71.75% 0.9450-0.58
(-38.24)
0.945Feb 07, 2020 19.0110.2450.14
(122.73)
0.2450-28.38%39.06%
37.67%57.63% 0.6200-0.50
(-44.64)
0.620Feb 07, 2020 19.5110.4150.22
(118.42)
0.4150-42.36%37.60%
36.29%41.89% 0.3650-0.39
(-51.97)
0.365Feb 07, 2020 20.0110.6600.33
(100.00)
0.6600-58.14%36.23%
35.50%27.06% 0.1950-0.28
(-58.51)
0.195Feb 07, 2020 20.5110.9950.46
(84.26)
0.9950-72.76%35.89%
37.37%68.50% 1.0550-0.55
(-34.47)
1.055Feb 14, 2020 19.0180.3450.17
(102.94)
0.3450-31.39%37.16%
36.35%56.80% 0.7400-0.47
(-38.84)
0.740Feb 14, 2020 19.5180.5300.25
(89.29)
0.5300-43.18%36.17%
34.99%44.01% 0.4800-0.39
(-44.83)
0.480Feb 14, 2020 20.0180.7750.34
(80.23)
0.7750-55.98%35.14%
34.66%31.78% 0.3000-0.29
(-48.72)
0.300Feb 14, 2020 20.5181.0900.44
(67.69)
1.0900-68.37%34.50%
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