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 days19.79%25.33%32.63%119.67% - 24-Mar4.09% - 19-Nov
20 days19.85%24.70%39.23%97.90% - 27-Mar4.97% - 19-Nov
30 days24.60%27.67%52.02%85.87% - 08-Apr5.56% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help23.01%23.49%32.06%77.48% - 16-Mar8.79% - 16-Dec
IV Index put Open Help23.60%24.12%32.22%76.81% - 16-Mar9.00% - 16-Dec
IV Index mean Open Help23.31%23.80%32.14%77.15% - 16-Mar8.89% - 16-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 01-Jun100.00% - 01-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
23.50%52.64% 47.6501-3.20
(-6.29)
47.650Jun 10, 2020 3050.0942.150-2.65
(-5.92)
42.1500-47.36%23.43%
23.30%50.86% 44.7500-3.10
(-6.48)
44.750Jun 10, 2020 3055.0944.250-2.50
(-5.35)
44.2501-49.14%23.23%
23.05%49.05% 41.8500-3.05
(-6.79)
41.850Jun 10, 2020 3060.0946.300-2.55
(-5.22)
46.3000-50.96%22.96%
22.84%47.21% 39.1000-3.00
(-7.13)
39.100Jun 10, 2020 3065.0948.550-2.50
(-4.90)
48.5500-52.80%22.74%
23.80%52.43% 52.8500-2.90
(-5.20)
52.850Jun 12, 2020 3050.01148.700-2.35
(-4.60)
48.6999-47.59%24.23%
23.58%50.84% 49.8999-2.85
(-5.40)
49.900Jun 12, 2020 3055.01150.700-2.35
(-4.43)
50.7001-49.15%23.99%
23.38%49.22% 47.0499-2.80
(-5.62)
47.050Jun 12, 2020 3060.01152.850-2.25
(-4.08)
52.8501-50.74%23.79%
23.14%47.58% 44.2001-2.80
(-5.96)
44.200Jun 12, 2020 3065.01155.000-2.25
(-3.93)
55.0000-52.35%23.55%
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