近期CBOE IV 指数

Symbol:  ALLUSAEuropeCanada     S&P 500 Index (SPX)   Options Root:      SPX   SPXQ   SPXW   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 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 Price Chart Volatility Chart

 

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