Symbol:    
S&P 500 Index (SPX) 
Options Root:  Open Help    SPX   SPXQ   SPXW  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days8.49%10.53%13.02%39.91% - 04-Jan4.14% - 20-Jun
20 days10.38%12.38%28.19%30.98% - 07-Jan5.43% - 14-Sep
30 days10.92%14.09%26.50%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help11.29%11.92%16.55%31.76% - 24-Dec7.80% - 07-Aug
IV Index put Open Help10.91%11.93%16.29%30.73% - 24-Dec7.88% - 06-Aug
IV Index mean Open Help11.10%11.92%16.42%31.25% - 24-Dec7.86% - 07-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 22-Feb100.00% - 22-Feb
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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
9.68%55.50% 20.84995.50
(35.83)
20.850Mar 04, 2019 2785.01014.650-11.40
(-43.76)
14.6499-44.39%9.46%
9.48%51.05% 17.84994.80
(36.78)
17.850Mar 04, 2019 2790.01016.650-12.10
(-42.09)
16.6499-48.94%9.27%
9.37%46.45% 15.25004.20
(38.01)
15.250Mar 04, 2019 2795.01018.850-12.85
(-40.54)
18.8500-53.69%9.05%
9.11%41.66% 12.59993.40
(36.96)
12.600Mar 04, 2019 2800.01021.350-13.50
(-38.74)
21.3500-58.58%8.87%
10.39%54.84% 24.00005.75
(31.51)
24.000Mar 06, 2019 2785.01217.750-11.05
(-38.37)
17.7499-45.09%10.21%
10.19%51.06% 21.00005.15
(32.49)
21.000Mar 06, 2019 2790.01219.650-11.75
(-37.42)
19.6501-48.93%9.97%
10.08%47.15% 18.35004.70
(34.43)
18.350Mar 06, 2019 2795.01221.850-12.35
(-36.11)
21.8499-52.96%9.78%
9.89%43.14% 15.75014.10
(35.19)
15.750Mar 06, 2019 2800.01224.300-12.95
(-34.77)
24.3000-57.08%9.61%
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