Symbol:   
Public Service Enterprise Group Inc 
Options Root:  Open Help    PEG  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days22.04%16.11%10.44%28.83% - 31-Oct9.04% - 27-Dec
20 days20.78%14.65%20.24%27.60% - 27-Feb9.81% - 29-Dec
30 days17.99%15.56%19.18%25.27% - 14-Mar9.69% - 29-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help20.95%18.86%17.56%26.94% - 08-Feb12.73% - 16-Aug
IV Index put Open Help20.63%18.45%18.47%28.76% - 09-Feb12.83% - 17-Aug
IV Index mean Open Help20.79%18.65%18.01%27.76% - 09-Feb13.10% - 17-Aug
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days32.48%0.45%-20.62%52.00% - 28-Feb-50.83% - 12-Jul
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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
23.83%83.11% 3.6500-0.15
(-3.95)
3.650Jan 18, 2019 50.0310.300-0.02
(-7.69)
0.3000-15.79%22.65%
19.72%30.39% 0.5750-0.05
(-8.00)
0.575Jan 18, 2019 55.0312.2500.15
(7.14)
2.2500-71.03%19.22%
26.85%92.52% 8.7000-0.15
(-1.69)
8.700Mar 15, 2019 45.0870.3250.05
(18.18)
0.3250-9.40%27.14%
21.92%76.13% 4.3000-0.10
(-2.27)
4.300Mar 15, 2019 50.0871.0250.12
(13.89)
1.0250-27.36%22.38%
20.02%40.25% 1.37500.00
(0.00)
1.375Mar 15, 2019 55.0873.1500.10
(3.28)
3.1500-62.83%19.63%
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