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 days12.90%12.49%23.60%119.67% - 24-Mar4.09% - 19-Nov
20 days12.16%13.65%30.87%97.90% - 27-Mar4.97% - 19-Nov
30 days17.28%17.26%26.09%85.87% - 08-Apr5.56% - 27-Nov
  IMPLIED VOLATILITY Open Help
IV Index call Open Help18.13%19.20%22.37%77.48% - 16-Mar8.79% - 16-Dec
IV Index put Open Help18.47%19.40%22.52%76.81% - 16-Mar9.00% - 16-Dec
IV Index mean Open Help18.30%19.30%22.45%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% - 05-Aug100.00% - 05-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
16.07%53.74% 36.90004.55
(14.06)
36.900Aug 14, 2020 3315.0931.550-11.75
(-27.14)
31.5500-46.38%16.77%
15.87%51.36% 33.89994.15
(13.95)
33.900Aug 14, 2020 3320.0933.550-12.15
(-26.59)
33.5499-48.65%16.57%
15.68%48.93% 31.05003.80
(13.94)
31.050Aug 14, 2020 3325.0935.650-12.55
(-26.04)
35.6500-50.99%16.35%
15.46%46.43% 28.25003.35
(13.45)
28.250Aug 14, 2020 3330.0937.900-12.95
(-25.47)
37.9001-53.37%16.16%
15.61%53.25% 40.69995.00
(14.01)
40.700Aug 17, 2020 3315.01235.500-11.20
(-23.98)
35.5000-46.81%16.08%
15.43%51.13% 37.69994.65
(14.07)
37.700Aug 17, 2020 3320.01237.450-11.60
(-23.65)
37.4500-48.87%15.87%
15.24%48.95% 34.80004.35
(14.29)
34.800Aug 17, 2020 3325.01239.550-11.95
(-23.20)
39.5500-50.99%15.68%
15.04%46.73% 32.00003.95
(14.08)
32.000Aug 17, 2020 3330.01241.800-12.25
(-22.66)
41.8000-53.14%15.51%
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