Symbol:    
Foot Locker Inc 
Options Root:  Open Help    FL  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days11.21%11.40%21.81%94.39% - 31-May9.99% - 20-Feb
20 days13.88%16.92%26.71%70.38% - 22-Jun13.58% - 21-Feb
30 days16.47%19.37%32.95%61.29% - 25-May16.47% - 22-Feb
  IMPLIED VOLATILITY Open Help
IV Index call Open Help57.94%58.20%31.87%71.20% - 28-Feb29.86% - 18-Jan
IV Index put Open Help58.79%58.21%31.76%69.78% - 28-Feb29.76% - 11-Jun
IV Index mean Open Help58.37%58.20%31.81%70.49% - 28-Feb29.93% - 18-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days38.29%52.63%52.48%79.05% - 22-Feb-8.94% - 24-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
80.84%56.10% 4.1000-0.05
(-1.20)
4.100Mar 08, 2019 59.0143.4000.30
(9.68)
3.4000-43.95%80.63%
80.70%53.98% 3.85000.00
(0.00)
3.850Mar 08, 2019 59.5143.6500.30
(8.96)
3.6500-46.07%80.53%
80.34%51.86% 3.60000.00
(0.00)
3.600Mar 08, 2019 60.0143.9000.30
(8.33)
3.9000-48.21%80.13%
79.75%49.71% 3.35000.00
(0.00)
3.350Mar 08, 2019 60.5144.1500.30
(7.79)
4.1500-50.37%79.61%
67.60%56.22% 4.2000-0.10
(-2.33)
4.200Mar 15, 2019 59.0213.5000.30
(9.38)
3.5000-43.85%67.89%
66.60%54.13% 3.9000-0.10
(-2.50)
3.900Mar 15, 2019 59.5213.7000.20
(5.71)
3.7000-45.94%66.93%
68.06%52.13% 3.75000.05
(1.35)
3.750Mar 15, 2019 60.0214.0000.30
(8.11)
4.0000-47.98%67.48%
66.71%49.98% 3.4500-0.05
(-1.43)
3.450Mar 15, 2019 60.5214.2000.25
(6.33)
4.2000-50.17%66.19%
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