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 days24.36%27.18%7.01%39.91% - 04-Jan4.56% - 14-Sep
20 days21.59%20.23%7.71%30.98% - 07-Jan5.19% - 30-Apr
30 days18.07%17.00%7.95%28.95% - 04-Jan5.74% - 03-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help14.25%20.25%10.90%31.76% - 24-Dec7.89% - 14-Sep
IV Index put Open Help14.09%20.65%10.97%30.73% - 24-Dec8.17% - 14-Sep
IV Index mean Open Help14.17%20.45%10.94%31.25% - 24-Dec8.03% - 14-Sep
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days100.00%100.00%100.00%100.00% - 21-Aug100.00% - 21-Aug
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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
15.35%55.49% 32.749912.30
(60.15)
32.750Aug 30, 2019 2920.0923.200-19.00
(-45.02)
23.2000-44.40%14.98%
15.05%52.70% 29.549911.50
(63.71)
29.550Aug 30, 2019 2925.0925.000-19.80
(-44.20)
25.0000-47.25%14.68%
14.76%49.80% 26.500110.65
(67.19)
26.500Aug 30, 2019 2930.0926.950-20.60
(-43.32)
26.9500-50.23%14.39%
14.47%46.78% 23.60009.80
(71.01)
23.600Aug 30, 2019 2935.0929.050-21.40
(-42.42)
29.0500-53.32%14.10%
13.79%55.19% 34.999912.50
(55.56)
35.000Sep 03, 2019 2920.01325.400-18.75
(-42.47)
25.4000-44.71%13.48%
13.51%52.61% 31.750011.75
(58.75)
31.750Sep 03, 2019 2925.01327.150-19.50
(-41.80)
27.1501-47.35%13.21%
13.24%49.92% 28.650010.95
(61.86)
28.650Sep 03, 2019 2930.01329.100-20.20
(-40.97)
29.1001-50.10%12.97%
13.01%47.13% 25.750110.25
(66.13)
25.750Sep 03, 2019 2935.01331.150-20.95
(-40.21)
31.1501-52.96%12.71%
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