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 days11.67%16.22%16.63%39.91% - 04-Jan4.14% - 20-Jun
20 days13.23%16.53%12.73%30.98% - 07-Jan5.19% - 30-Apr
30 days14.75%14.85%10.92%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help13.39%14.08%14.48%31.76% - 24-Dec7.80% - 07-Aug
IV Index put Open Help13.47%13.97%14.66%30.73% - 24-Dec7.88% - 06-Aug
IV Index mean Open Help13.43%14.02%14.57%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% - 14-Jun100.00% - 14-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
11.48%55.08% 25.2500-5.85
(-18.81)
25.250Jun 24, 2019 2885.01019.550-1.90
(-8.86)
19.5499-45.07%11.89%
11.30%51.46% 22.3001-5.75
(-20.50)
22.300Jun 24, 2019 2890.01021.600-1.80
(-7.69)
21.6000-48.56%11.71%
11.14%47.74% 19.5500-5.60
(-22.27)
19.550Jun 24, 2019 2895.01023.900-1.60
(-6.27)
23.8999-52.15%11.58%
10.99%43.93% 17.0000-5.45
(-24.28)
17.000Jun 24, 2019 2900.01026.300-1.50
(-5.40)
26.3000-55.82%11.40%
12.46%54.45% 29.4000-5.35
(-15.40)
29.400Jun 26, 2019 2885.01223.300-1.55
(-6.24)
23.3001-45.61%12.67%
12.26%51.41% 26.4001-5.30
(-16.72)
26.400Jun 26, 2019 2890.01225.350-1.40
(-5.23)
25.3499-48.60%12.51%
12.10%48.27% 23.6000-5.15
(-17.91)
23.600Jun 26, 2019 2895.01227.500-1.30
(-4.51)
27.5000-51.68%12.32%
11.92%45.06% 20.9499-5.00
(-19.27)
20.950Jun 26, 2019 2900.01229.900-1.05
(-3.39)
29.9000-54.82%12.17%
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