Symbol:    
SPDR S&P Retail ETF 
Options Root:  Open Help    KRL   XRT  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days17.69%23.19%8.17%38.50% - 23-Aug7.33% - 10-Jan
20 days18.15%17.78%9.11%35.56% - 10-Sep9.00% - 17-Jan
30 days15.84%15.18%14.31%33.60% - 10-Sep10.02% - 29-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help22.33%19.45%17.93%40.99% - 11-Sep14.85% - 13-Dec
IV Index put Open Help22.28%19.08%16.92%40.99% - 11-Sep14.85% - 13-Dec
IV Index mean Open Help22.31%19.26%17.42%40.99% - 11-Sep14.85% - 13-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days80.11%77.41%46.07%85.43% - 05-Sep35.14% - 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
21.75%66.31% 1.1950-0.12
(-9.47)
1.195Feb 28, 2020 44.0140.8050.46
(133.33)
0.4338-33.48%21.75%
17.86%57.25% 0.7621-0.93
(-100.00)
0.000Feb 28, 2020 44.5140.5000.01
(2.04)
0.5000-42.54%17.86%
19.61%45.19% 0.5750-0.35
(-37.84)
0.575Feb 28, 2020 45.0140.7300.73
(0.00)
0.7300-55.46%17.22%
16.39%31.04% 0.2823-0.10
(-23.33)
0.345Feb 28, 2020 45.5141.020-0.03
(-2.39)
1.0200-68.77%16.39%
21.15%65.06% 1.3650-0.06
(-4.21)
1.365Mar 06, 2020 44.0210.500-0.21
(-29.58)
0.5000-34.07%19.94%
19.83%56.84% 1.0150-0.11
(-9.38)
1.015Mar 06, 2020 44.5210.655-0.04
(-5.07)
0.6550-42.79%18.81%
18.81%47.28% 0.7200-0.18
(-20.00)
0.720Mar 06, 2020 45.0210.9250.04
(4.52)
0.9250-52.51%19.35%
18.24%37.29% 0.4931-0.15
(-23.58)
0.470Mar 06, 2020 45.5211.1750.08
(7.80)
1.1750-62.63%18.24%
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