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近期CBOE IV 指數

(2012-08-11 19:25:36) 下一個







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 Symbol:     


S&P 500 Index (SPX)  
Options Root:  Open Help    SPX   SPXQ   SPXW  

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Price Change (%) 52 wk High 52 wk Low Stock volume Open Help Avg. options volume Open Help Avg. options open interest Open Help
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





















































































Current 1 WK AGO 1 MO AGO 52 wk Hi/Date 52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
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 Open Help
IV Index call Open Help 12.85% 14.28% 16.84% 42.54% - 03-Oct 12.51% - 26-Mar
IV Index put Open Help 12.95% 13.94% 16.25% 41.36% - 03-Oct 11.98% - 26-Mar
IV Index mean Open Help 12.90% 14.11% 16.54% 41.95% - 03-Oct 12.25% - 26-Mar
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days 100.00% 100.00% 100.00% 100.00% - 10-Aug 100.00% - 10-Aug


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Price Chart


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Volatility Chart


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http://www.cboe.com/framed/IVolframed.aspx?content=http%3a%2f%2fcboe.ivolatility.com%2foptions.j%3fcontract%3dDEA33A0A-84E9-4BC3-8264-FF900865B049&sectionName=SEC_TRADING_TOOLS&title=CBOE%20-%20IVolatility%20Services


 


 

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