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S&P 500 Index (SPX) |
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Options Root: SPX SPXQ SPXW |
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Price |
Change (%) |
52 wk High |
52 wk Low |
Stock volume |
Avg. options volume |
Avg. options open interest |
1,405.87 |
+3.07 (+0.22%) |
1,419.04 04/02/2012 |
1,099.23 10/03/2011 |
0 |
514,770 |
12,432,050 |
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Current |
1 WK AGO |
1 MO AGO |
52 wk Hi/Date |
52 wk Low/Date |
HISTORICAL VOLATILITY |
10 days |
11.30% |
18.23% |
15.83% |
62.92% - 15-Aug |
5.67% - 02-Mar |
20 days |
13.71% |
15.32% |
17.20% |
50.66% - 29-Aug |
7.12% - 05-Mar |
30 days |
14.73% |
15.89% |
18.61% |
43.64% - 15-Sep |
7.90% - 01-Mar |
IMPLIED VOLATILITY |
IV Index call |
12.85% |
14.28% |
16.84% |
42.54% - 03-Oct |
12.51% - 26-Mar |
IV Index put |
12.95% |
13.94% |
16.25% |
41.36% - 03-Oct |
11.98% - 26-Mar |
IV Index mean |
12.90% |
14.11% |
16.54% |
41.95% - 03-Oct |
12.25% - 26-Mar |
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX) |
30 days |
100.00% |
100.00% |
100.00% |
100.00% - 10-Aug |
100.00% - 10-Aug |
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