XSP.IN Option Chain
End of day data from January 3, 2022 for XSP.IN options expired on January 24, 2022.
Symbol | Type | Strike | Last | Bid / Size | Ask / Size | Volume | OI | IV | Delta | Theta | Gamma | Vega | Rho |
XSP24Jan22P400.00 | PUT | 400.00 | $0.27 | $0.16 / 1,657 | $0.20 / 1,657 | 0 | 5 | 33.716220% | -0.000001 | 0.000000 | 0.000001 | 0.000001 | 0.000000 |
XSP24Jan22P405.00 | PUT | 405.00 | $0.35 | $0.19 / 1,150 | $0.22 / 1,050 | 0 | 0 | 32.286819% | -0.000001 | -0.000001 | 0.000001 | 0.000004 | 0.000000 |
XSP24Jan22P410.00 | PUT | 410.00 | $1.51 | $0.21 / 1,657 | $0.25 / 1,657 | 0 | 1 | 30.761730% | -0.000003 | -0.000006 | 0.000001 | 0.000019 | -0.000001 |
XSP24Jan22P415.00 | PUT | 415.00 | $0.45 | $0.24 / 1,624 | $0.28 / 1,433 | 0 | 2 | 29.250158% | -0.000016 | -0.000027 | 0.000004 | 0.000084 | -0.000005 |
XSP24Jan22P540.00 | PUT | 540.00 | | $59.44 / 52 | $61.85 / 52 | 0 | 0 | 24.957906% | -0.999620 | -0.000038 | 0.000082 | 0.001624 | -0.325364 |
XSP24Jan22P420.00 | PUT | 420.00 | $0.37 | $0.28 / 1,116 | $0.32 / 1,591 | 5 | 7 | 27.804579% | -0.000069 | -0.000106 | 0.000017 | 0.000328 | -0.000020 |
XSP24Jan22P422.00 | PUT | 422.00 | | $0.29 / 1,591 | $0.33 / 1,016 | 0 | 0 | 27.104773% | -0.000118 | -0.000177 | 0.000028 | 0.000545 | -0.000034 |
XSP24Jan22P423.00 | PUT | 423.00 | | $0.30 / 1,591 | $0.34 / 1,316 | 0 | 0 | 26.822767% | -0.000154 | -0.000226 | 0.000035 | 0.000698 | -0.000045 |
XSP24Jan22P424.00 | PUT | 424.00 | | $0.31 / 1,516 | $0.35 / 1,591 | 0 | 0 | 26.534914% | -0.000199 | -0.000288 | 0.000045 | 0.000888 | -0.000058 |
XSP24Jan22C400.00 | CALL | 400.00 | | $78.27 / 52 | $80.74 / 52 | 0 | 0 | 30.766311% | 1.000000 | -0.000362 | 0.000001 | 0.000001 | 0.241091 |
XSP24Jan22P425.00 | PUT | 425.00 | | $0.32 / 1,099 | $0.36 / 1,558 | 0 | 0 | 26.242956% | -0.000256 | -0.000364 | 0.000057 | 0.001125 | -0.000075 |
XSP24Jan22C405.00 | CALL | 405.00 | | $73.29 / 52 | $75.77 / 52 | 0 | 0 | 29.599499% | 0.999999 | -0.000367 | 0.000001 | 0.000004 | 0.244105 |
XSP24Jan22C410.00 | CALL | 410.00 | | $68.31 / 52 | $70.80 / 52 | 0 | 0 | 28.433624% | 0.999997 | -0.000377 | 0.000001 | 0.000019 | 0.247117 |
XSP24Jan22C415.00 | CALL | 415.00 | | $63.93 / 10 | $65.25 / 10 | 0 | 0 | 23.983212% | 0.999984 | -0.000402 | 0.000004 | 0.000084 | 0.250127 |
XSP24Jan22P426.00 | PUT | 426.00 | $0.61 | $0.33 / 999 | $0.37 / 1,558 | 0 | 2 | 25.941530% | -0.000328 | -0.000459 | 0.000072 | 0.001417 | -0.000096 |
XSP24Jan22C420.00 | CALL | 420.00 | | $58.97 / 10 | $60.29 / 10 | 0 | 0 | 23.631518% | 0.999931 | -0.000486 | 0.000017 | 0.000328 | 0.253126 |
XSP24Jan22C540.00 | CALL | 540.00 | | | $0.02 / 1,657 | 0 | 0 | 17.570597% | 0.000380 | -0.000526 | 0.000082 | 0.001624 | 0.000109 |
XSP24Jan22C422.00 | CALL | 422.00 | | $56.99 / 10 | $58.30 / 10 | 0 | 0 | 23.308563% | 0.999882 | -0.000558 | 0.000028 | 0.000545 | 0.254317 |
XSP24Jan22P427.00 | PUT | 427.00 | | $0.34 / 999 | $0.38 / 1,558 | 0 | 0 | 25.636776% | -0.000419 | -0.000575 | 0.000090 | 0.001776 | -0.000122 |
XSP24Jan22C423.00 | CALL | 423.00 | | $56.00 / 10 | $57.31 / 10 | 0 | 0 | 23.190102% | 0.999846 | -0.000608 | 0.000035 | 0.000698 | 0.254909 |
XSP24Jan22C424.00 | CALL | 424.00 | | $55.01 / 10 | $56.31 / 10 | 0 | 0 | 23.049358% | 0.999801 | -0.000671 | 0.000045 | 0.000888 | 0.255499 |
XSP24Jan22P428.00 | PUT | 428.00 | $0.85 | $0.35 / 1,099 | $0.39 / 1,558 | 0 | 51 | 25.328843% | -0.000532 | -0.000718 | 0.000112 | 0.002215 | -0.000155 |
XSP24Jan22C425.00 | CALL | 425.00 | | $54.02 / 10 | $55.32 / 10 | 0 | 0 | 14.605108% | 0.999744 | -0.000749 | 0.000057 | 0.001125 | 0.256085 |
XSP24Jan22P535.00 | PUT | 535.00 | | $54.42 / 52 | $56.84 / 52 | 0 | 0 | 23.140688% | -0.999036 | -0.000760 | 0.000194 | 0.003835 | -0.322183 |
XSP24Jan22C426.00 | CALL | 426.00 | | $53.03 / 10 | $54.33 / 10 | 0 | 0 | 16.882445% | 0.999672 | -0.000844 | 0.000072 | 0.001417 | 0.256666 |
XSP24Jan22P429.00 | PUT | 429.00 | $0.90 | $0.36 / 1,182 | $0.40 / 1,524 | 0 | 4 | 25.013194% | -0.000672 | -0.000891 | 0.000139 | 0.002749 | -0.000196 |
XSP24Jan22C427.00 | CALL | 427.00 | | $52.04 / 10 | $53.34 / 10 | 0 | 0 | 17.618711% | 0.999581 | -0.000961 | 0.000090 | 0.001776 | 0.257243 |
XSP24Jan22P430.00 | PUT | 430.00 | $0.57 | $0.37 / 1,382 | $0.41 / 1,282 | 0 | 10 | 24.695353% | -0.000845 | -0.001100 | 0.000172 | 0.003395 | -0.000247 |
XSP24Jan22C428.00 | CALL | 428.00 | | $51.05 / 10 | $52.35 / 10 | 0 | 0 | 18.010346% | 0.999468 | -0.001105 | 0.000112 | 0.002215 | 0.257812 |
XSP24Jan22C535.00 | CALL | 535.00 | | | $0.02 / 1,657 | 0 | 0 | 16.332218% | 0.000964 | -0.001243 | 0.000194 | 0.003835 | 0.000276 |
XSP24Jan22C429.00 | CALL | 429.00 | | $50.06 / 10 | $51.36 / 10 | 0 | 0 | 18.235760% | 0.999328 | -0.001278 | 0.000139 | 0.002749 | 0.258374 |
XSP24Jan22P431.00 | PUT | 431.00 | $3.25 | $0.38 / 1,524 | $0.42 / 782 | 0 | 2 | 24.372363% | -0.001057 | -0.001352 | 0.000211 | 0.004172 | -0.000309 |
XSP24Jan22C430.00 | CALL | 430.00 | | $49.07 / 10 | $50.37 / 10 | 0 | 0 | 18.353218% | 0.999155 | -0.001489 | 0.000172 | 0.003395 | 0.258926 |
XSP24Jan22P432.00 | PUT | 432.00 | $0.51 | $0.39 / 1,491 | $0.44 / 1,491 | 7 | 0 | 24.096580% | -0.001317 | -0.001653 | 0.000258 | 0.005102 | -0.000385 |
XSP24Jan22C431.00 | CALL | 431.00 | | $48.09 / 10 | $49.38 / 10 | 0 | 0 | 18.580943% | 0.998943 | -0.001741 | 0.000211 | 0.004172 | 0.259467 |
XSP24Jan22P433.00 | PUT | 433.00 | $0.53 | $0.41 / 865 | $0.45 / 1,365 | 4 | 0 | 23.814346% | -0.001633 | -0.002012 | 0.000314 | 0.006210 | -0.000477 |
XSP24Jan22C432.00 | CALL | 432.00 | | $47.10 / 10 | $48.39 / 10 | 0 | 0 | 18.555606% | 0.998683 | -0.002044 | 0.000258 | 0.005102 | 0.259994 |
XSP24Jan22P530.00 | PUT | 530.00 | | $49.43 / 52 | $51.84 / 52 | 0 | 0 | 21.548546% | -0.997693 | -0.002276 | 0.000430 | 0.008500 | -0.318785 |
XSP24Jan22C433.00 | CALL | 433.00 | | $46.11 / 10 | $47.40 / 10 | 0 | 0 | 18.493046% | 0.998367 | -0.002403 | 0.000314 | 0.006210 | 0.260504 |
XSP24Jan22P434.00 | PUT | 434.00 | $0.54 | $0.42 / 1,491 | $0.47 / 1,491 | 1 | 2 | 23.524512% | -0.002016 | -0.002437 | 0.000380 | 0.007522 | -0.000589 |
XSP24Jan22C530.00 | CALL | 530.00 | | | $0.02 / 1,250 | 0 | 0 | 15.069913% | 0.002307 | -0.002756 | 0.000430 | 0.008500 | 0.000660 |
XSP24Jan22C434.00 | CALL | 434.00 | | $45.13 / 10 | $46.41 / 10 | 0 | 0 | 18.523956% | 0.997984 | -0.002829 | 0.000380 | 0.007522 | 0.260995 |
XSP24Jan22P435.00 | PUT | 435.00 | $1.64 | $0.44 / 748 | $0.48 / 1,458 | 0 | 5 | 23.227340% | -0.002478 | -0.002938 | 0.000459 | 0.009068 | -0.000724 |
XSP24Jan22C435.00 | CALL | 435.00 | | $44.15 / 10 | $45.42 / 10 | 0 | 0 | 18.505546% | 0.997522 | -0.003331 | 0.000459 | 0.009068 | 0.261463 |
XSP24Jan22P436.00 | PUT | 436.00 | | $0.45 / 1,448 | $0.50 / 1,458 | 0 | 0 | 22.923374% | -0.003033 | -0.003524 | 0.000550 | 0.010880 | -0.000886 |
XSP24Jan22C436.00 | CALL | 436.00 | | $43.17 / 10 | $44.44 / 10 | 0 | 0 | 18.552735% | 0.996967 | -0.003919 | 0.000550 | 0.010880 | 0.261903 |
XSP24Jan22P437.00 | PUT | 437.00 | | $0.47 / 1,048 | $0.51 / 748 | 0 | 0 | 22.610455% | -0.003694 | -0.004209 | 0.000657 | 0.012992 | -0.001080 |
XSP24Jan22C437.00 | CALL | 437.00 | | $42.19 / 10 | $43.45 / 10 | 0 | 0 | 18.455768% | 0.996306 | -0.004604 | 0.000657 | 0.012992 | 0.262312 |
XSP24Jan22P438.00 | PUT | 438.00 | | $0.49 / 731 | $0.53 / 1,031 | 0 | 0 | 22.340215% | -0.004481 | -0.005002 | 0.000781 | 0.015442 | -0.001310 |
XSP24Jan22P525.00 | PUT | 525.00 | | $44.45 / 52 | $46.86 / 52 | 0 | 0 | 20.075847% | -0.994796 | -0.005245 | 0.000892 | 0.017644 | -0.314944 |
XSP24Jan22C438.00 | CALL | 438.00 | | $41.21 / 10 | $42.47 / 10 | 0 | 0 | 18.414875% | 0.995519 | -0.005398 | 0.000781 | 0.015442 | 0.262685 |
XSP24Jan22C525.00 | CALL | 525.00 | | | $0.03 / 1,657 | 0 | 0 | 14.399587% | 0.005204 | -0.005720 | 0.000892 | 0.017644 | 0.001488 |
XSP24Jan22P439.00 | PUT | 439.00 | $1.11 | $0.51 / 731 | $0.55 / 1,031 | 0 | 3 | 22.057176% | -0.005412 | -0.005918 | 0.000924 | 0.018270 | -0.001582 |
XSP24Jan22C439.00 | CALL | 439.00 | | $40.23 / 10 | $41.49 / 10 | 0 | 0 | 18.341609% | 0.994588 | -0.006315 | 0.000924 | 0.018270 | 0.263015 |
XSP24Jan22P440.00 | PUT | 440.00 | $0.98 | $0.53 / 714 | $0.57 / 814 | 0 | 8 | 21.764400% | -0.006507 | -0.006970 | 0.001088 | 0.021515 | -0.001903 |
XSP24Jan22C440.00 | CALL | 440.00 | | $39.26 / 10 | $40.50 / 10 | 0 | 0 | 18.237400% | 0.993493 | -0.007367 | 0.001088 | 0.021515 | 0.263297 |
XSP24Jan22P441.00 | PUT | 441.00 | | $0.55 / 914 | $0.60 / 1,392 | 0 | 0 | 21.507389% | -0.007792 | -0.008170 | 0.001276 | 0.025222 | -0.002279 |
XSP24Jan22C441.00 | CALL | 441.00 | | $38.28 / 10 | $39.53 / 10 | 0 | 0 | 18.171678% | 0.992208 | -0.008569 | 0.001276 | 0.025222 | 0.263524 |
XSP24Jan22P442.00 | PUT | 442.00 | | $0.57 / 1,359 | $0.62 / 1,197 | 0 | 0 | 21.196165% | -0.009291 | -0.009534 | 0.001488 | 0.029432 | -0.002718 |
XSP24Jan22C442.00 | CALL | 442.00 | | $37.31 / 10 | $38.55 / 10 | 0 | 0 | 18.070017% | 0.990709 | -0.009934 | 0.001488 | 0.029432 | 0.263688 |
XSP24Jan22P520.00 | PUT | 520.00 | | $39.43 / 52 | $41.85 / 52 | 0 | 0 | 18.169031% | -0.988950 | -0.010631 | 0.001732 | 0.034239 | -0.310262 |
XSP24Jan22P443.00 | PUT | 443.00 | | $0.60 / 697 | $0.65 / 1,359 | 0 | 0 | 20.951563% | -0.011032 | -0.011075 | 0.001729 | 0.034191 | -0.003228 |
XSP24Jan22C520.00 | CALL | 520.00 | $0.04 | | $0.03 / 1,657 | 0 | 0 | 13.044363% | 0.011050 | -0.011101 | 0.001732 | 0.034239 | 0.003157 |
XSP24Jan22C443.00 | CALL | 443.00 | | $36.34 / 10 | $37.57 / 10 | 0 | 0 | 17.945630% | 0.988968 | -0.011476 | 0.001729 | 0.034191 | 0.263780 |
XSP24Jan22P444.00 | PUT | 444.00 | | $0.62 / 1,326 | $0.67 / 680 | 0 | 0 | 20.627245% | -0.013046 | -0.012808 | 0.002000 | 0.039541 | -0.003818 |
XSP24Jan22C444.00 | CALL | 444.00 | | $35.37 / 10 | $36.60 / 10 | 0 | 0 | 17.847243% | 0.986954 | -0.013210 | 0.002000 | 0.039541 | 0.263793 |
XSP24Jan22P445.00 | PUT | 445.00 | $0.83 | $0.65 / 1,292 | $0.70 / 763 | 1 | 0 | 20.360531% | -0.015364 | -0.014746 | 0.002302 | 0.045524 | -0.004498 |
XSP24Jan22C445.00 | CALL | 445.00 | | $34.41 / 10 | $35.62 / 10 | 0 | 0 | 17.720457% | 0.984636 | -0.015149 | 0.002302 | 0.045524 | 0.263716 |
XSP24Jan22P446.00 | PUT | 446.00 | | $0.68 / 1,163 | $0.74 / 1,292 | 0 | 0 | 20.110817% | -0.018021 | -0.016902 | 0.002639 | 0.052181 | -0.005277 |
XSP24Jan22C446.00 | CALL | 446.00 | | $33.44 / 10 | $34.65 / 10 | 0 | 0 | 17.566247% | 0.981979 | -0.017306 | 0.002639 | 0.052181 | 0.263540 |
XSP24Jan22P447.00 | PUT | 447.00 | | $0.71 / 1,481 | $0.77 / 1,146 | 0 | 0 | 19.821504% | -0.021052 | -0.019289 | 0.003012 | 0.059549 | -0.006166 |
XSP24Jan22P515.00 | PUT | 515.00 | | $34.44 / 52 | $36.86 / 52 | 0 | 0 | 16.482581% | -0.977924 | -0.019632 | 0.003135 | 0.061988 | -0.304104 |
XSP24Jan22C447.00 | CALL | 447.00 | | $32.48 / 10 | $33.68 / 10 | 0 | 0 | 17.436373% | 0.978948 | -0.019693 | 0.003012 | 0.059549 | 0.263253 |
XSP24Jan22C515.00 | CALL | 515.00 | | | $0.04 / 1,657 | 0 | 0 | 12.058016% | 0.022076 | -0.020098 | 0.003135 | 0.061988 | 0.006300 |
XSP24Jan22P448.00 | PUT | 448.00 | $1.08 | $0.75 / 1,029 | $0.81 / 1,226 | 0 | 1 | 19.580074% | -0.024497 | -0.021916 | 0.003422 | 0.067661 | -0.007177 |
XSP24Jan22C448.00 | CALL | 448.00 | | $31.52 / 10 | $32.72 / 10 | 0 | 0 | 17.318500% | 0.975503 | -0.022321 | 0.003422 | 0.067661 | 0.262845 |
XSP24Jan22P449.00 | PUT | 449.00 | | $0.79 / 829 | $0.84 / 629 | 0 | 0 | 19.294567% | -0.028393 | -0.024793 | 0.003871 | 0.076544 | -0.008320 |
XSP24Jan22C449.00 | CALL | 449.00 | | $30.56 / 10 | $31.75 / 10 | 0 | 0 | 17.135656% | 0.971607 | -0.025199 | 0.003871 | 0.076544 | 0.262304 |
XSP24Jan22P450.00 | PUT | 450.00 | $1.44 | $0.83 / 912 | $0.89 / 1,193 | 0 | 11 | 19.053142% | -0.032781 | -0.027927 | 0.004360 | 0.086220 | -0.009609 |
XSP24Jan22C450.00 | CALL | 450.00 | | $29.61 / 10 | $30.79 / 10 | 0 | 0 | 17.001559% | 0.967219 | -0.028334 | 0.004360 | 0.086220 | 0.261619 |
XSP24Jan22P451.00 | PUT | 451.00 | $1.99 | $0.87 / 1,364 | $0.93 / 895 | 0 | 51 | 18.769129% | -0.037702 | -0.031322 | 0.004891 | 0.096704 | -0.011055 |
XSP24Jan22C451.00 | CALL | 451.00 | | $28.66 / 10 | $29.83 / 10 | 0 | 0 | 16.843232% | 0.962298 | -0.031730 | 0.004891 | 0.096704 | 0.260776 |
XSP24Jan22P510.00 | PUT | 510.00 | | $29.46 / 52 | $31.87 / 52 | 0 | 0 | 14.766386% | -0.958536 | -0.033416 | 0.005284 | 0.104482 | -0.295572 |
XSP24Jan22C510.00 | CALL | 510.00 | | $0.02 / 950 | $0.05 / 1,450 | 0 | 0 | 10.430969% | 0.041464 | -0.033877 | 0.005284 | 0.104482 | 0.011819 |
XSP24Jan22P452.00 | PUT | 452.00 | | $0.92 / 878 | $0.98 / 1,078 | 0 | 0 | 18.520194% | -0.043197 | -0.034981 | 0.005462 | 0.108001 | -0.012670 |
XSP24Jan22C452.00 | CALL | 452.00 | | $27.71 / 10 | $28.87 / 10 | 0 | 0 | 16.659230% | 0.956803 | -0.035390 | 0.005462 | 0.108001 | 0.259763 |
XSP24Jan22P453.00 | PUT | 453.00 | $1.35 | $0.97 / 761 | $1.03 / 861 | 0 | 1 | 18.256558% | -0.049308 | -0.038902 | 0.006074 | 0.120109 | -0.014466 |
XSP24Jan22C453.00 | CALL | 453.00 | $28.32 | $26.77 / 10 | $27.92 / 10 | 0 | 1 | 16.512295% | 0.950692 | -0.039312 | 0.006074 | 0.120109 | 0.258570 |
XSP24Jan22P454.00 | PUT | 454.00 | | $1.02 / 1,247 | $1.08 / 544 | 0 | 0 | 17.976824% | -0.056074 | -0.043081 | 0.006727 | 0.133013 | -0.016456 |
XSP24Jan22C454.00 | CALL | 454.00 | | $25.83 / 10 | $26.97 / 10 | 0 | 0 | 16.338759% | 0.943926 | -0.043491 | 0.006727 | 0.133013 | 0.257182 |
XSP24Jan22P455.00 | PUT | 455.00 | $1.78 | $1.08 / 727 | $1.14 / 627 | 0 | 22 | 17.728600% | -0.063534 | -0.047510 | 0.007418 | 0.146689 | -0.018652 |
XSP24Jan22C455.00 | CALL | 455.00 | | $24.89 / 10 | $26.02 / 10 | 0 | 0 | 16.139170% | 0.936466 | -0.047921 | 0.007418 | 0.146689 | 0.255589 |
XSP24Jan22P456.00 | PUT | 456.00 | | $1.14 / 610 | $1.20 / 510 | 0 | 0 | 17.458226% | -0.071727 | -0.052177 | 0.008147 | 0.161102 | -0.021064 |
XSP24Jan22C456.00 | CALL | 456.00 | | $23.96 / 10 | $25.08 / 10 | 0 | 0 | 15.967675% | 0.928273 | -0.052589 | 0.008147 | 0.161102 | 0.253780 |
XSP24Jan22P505.00 | PUT | 505.00 | | $24.51 / 52 | $26.92 / 52 | 0 | 0 | 13.224925% | -0.926820 | -0.052592 | 0.008273 | 0.163597 | -0.283546 |
XSP24Jan22C505.00 | CALL | 505.00 | | $0.04 / 1,657 | $0.08 / 1,550 | 0 | 0 | 9.613535% | 0.073180 | -0.053048 | 0.008273 | 0.163597 | 0.020831 |
XSP24Jan22P457.00 | PUT | 457.00 | $7.58 | $1.21 / 493 | $1.27 / 593 | 0 | 5 | 17.215748% | -0.080685 | -0.057066 | 0.008911 | 0.176202 | -0.023703 |
XSP24Jan22C457.00 | CALL | 457.00 | | $23.03 / 10 | $24.14 / 10 | 0 | 0 | 15.769736% | 0.919315 | -0.057479 | 0.008911 | 0.176202 | 0.251744 |
XSP24Jan22P458.00 | PUT | 458.00 | | $1.28 / 476 | $1.34 / 476 | 0 | 0 | 16.951576% | -0.090442 | -0.062159 | 0.009706 | 0.191928 | -0.026579 |
XSP24Jan22C458.00 | CALL | 458.00 | $23.71 | $22.11 / 10 | $23.20 / 10 | 0 | 1 | 15.572086% | 0.909558 | -0.062573 | 0.009706 | 0.191928 | 0.249471 |
XSP24Jan22P459.00 | PUT | 459.00 | $2.39 | $1.35 / 559 | $1.42 / 659 | 0 | 354 | 16.685940% | -0.101024 | -0.067430 | 0.010530 | 0.208209 | -0.029699 |
XSP24Jan22C459.00 | CALL | 459.00 | | $21.19 / 10 | $22.27 / 10 | 0 | 0 | 15.365867% | 0.898976 | -0.067845 | 0.010530 | 0.208209 | 0.246953 |
XSP24Jan22P460.00 | PUT | 460.00 | $4.40 | $1.43 / 542 | $1.50 / 542 | 0 | 21 | 16.421122% | -0.112456 | -0.072853 | 0.011377 | 0.224960 | -0.033073 |
XSP24Jan22C460.00 | CALL | 460.00 | | $20.28 / 10 | $21.34 / 10 | 0 | 0 | 15.157683% | 0.887544 | -0.073269 | 0.011377 | 0.224960 | 0.244182 |
XSP24Jan22P500.00 | PUT | 500.00 | | $20.15 / 10 | $21.45 / 10 | 0 | 0 | 11.719806% | -0.878652 | -0.076543 | 0.012007 | 0.237428 | -0.266878 |
XSP24Jan22C500.00 | CALL | 500.00 | | $0.11 / 1,524 | $0.16 / 1,524 | 0 | 0 | 9.101903% | 0.121348 | -0.076995 | 0.012007 | 0.237428 | 0.034486 |
XSP24Jan22P461.00 | PUT | 461.00 | | $1.52 / 425 | $1.59 / 725 | 0 | 0 | 16.167513% | -0.124755 | -0.078397 | 0.012243 | 0.242082 | -0.036704 |
XSP24Jan22C461.00 | CALL | 461.00 | | $19.38 / 10 | $20.42 / 10 | 0 | 0 | 14.959878% | 0.875245 | -0.078813 | 0.012243 | 0.242082 | 0.241153 |
XSP24Jan22P462.00 | PUT | 462.00 | | $1.61 / 408 | $1.68 / 408 | 0 | 0 | 15.895297% | -0.137936 | -0.084025 | 0.013122 | 0.259469 | -0.040598 |
XSP24Jan22C462.00 | CALL | 462.00 | | $18.48 / 10 | $19.50 / 10 | 0 | 0 | 14.737215% | 0.862064 | -0.084443 | 0.013122 | 0.259469 | 0.237862 |
XSP24Jan22P463.00 | PUT | 463.00 | $3.15 | $1.71 / 391 | $1.78 / 391 | 0 | 43 | 15.631177% | -0.152004 | -0.089702 | 0.014009 | 0.277004 | -0.044758 |
XSP24Jan22C463.00 | CALL | 463.00 | | $17.57 / 10 | $18.57 / 10 | 0 | 0 | 14.448648% | 0.847996 | -0.090120 | 0.014009 | 0.277004 | 0.234305 |
XSP24Jan22P464.00 | PUT | 464.00 | | $1.81 / 474 | $1.89 / 574 | 0 | 0 | 15.358113% | -0.166960 | -0.095384 | 0.014896 | 0.294559 | -0.049183 |
XSP24Jan22C464.00 | CALL | 464.00 | | $16.70 / 10 | $17.69 / 10 | 0 | 0 | 14.294135% | 0.833040 | -0.095804 | 0.014896 | 0.294559 | 0.230482 |
XSP24Jan22P465.00 | PUT | 465.00 | $2.58 | $1.92 / 557 | $2.00 / 357 | 3 | 11 | 15.076578% | -0.182799 | -0.101030 | 0.015779 | 0.312002 | -0.053873 |
XSP24Jan22C465.00 | CALL | 465.00 | $13.18 | $15.83 / 10 | $16.79 / 10 | 0 | 6 | 14.068431% | 0.817201 | -0.101450 | 0.015779 | 0.312002 | 0.226395 |
XSP24Jan22P495.00 | PUT | 495.00 | | $15.37 / 10 | $16.61 / 10 | 0 | 0 | 10.431349% | -0.810890 | -0.102894 | 0.016114 | 0.318639 | -0.244711 |
XSP24Jan22C495.00 | CALL | 495.00 | $0.76 | $0.31 / 646 | $0.36 / 1,146 | 0 | 1 | 8.764226% | 0.189110 | -0.103342 | 0.016114 | 0.318639 | 0.053639 |
XSP24Jan22P466.00 | PUT | 466.00 | | $2.04 / 540 | $2.13 / 540 | 0 | 0 | 14.812421% | -0.199507 | -0.106594 | 0.016648 | 0.329194 | -0.058825 |
XSP24Jan22C466.00 | CALL | 466.00 | | $14.96 / 10 | $15.90 / 10 | 0 | 0 | 13.830953% | 0.800493 | -0.107015 | 0.016648 | 0.329194 | 0.222046 |
XSP24Jan22P467.00 | PUT | 467.00 | | $2.17 / 523 | $2.26 / 523 | 0 | 0 | 14.536194% | -0.217063 | -0.112030 | 0.017498 | 0.345992 | -0.064032 |
XSP24Jan22C467.00 | CALL | 467.00 | | $14.10 / 10 | $15.02 / 10 | 0 | 0 | 13.589608% | 0.782937 | -0.112452 | 0.017498 | 0.345992 | 0.217442 |
XSP24Jan22P468.00 | PUT | 468.00 | $6.04 | $2.31 / 389 | $2.40 / 289 | 0 | 84 | 14.258555% | -0.235440 | -0.117291 | 0.018320 | 0.362252 | -0.069488 |
XSP24Jan22C468.00 | CALL | 468.00 | $10.11 | $13.24 / 10 | $14.13 / 10 | 0 | 26 | 13.304461% | 0.764560 | -0.117714 | 0.018320 | 0.362252 | 0.212589 |
XSP24Jan22P469.00 | PUT | 469.00 | $3.36 | $2.46 / 372 | $2.55 / 272 | 0 | 14 | 13.975467% | -0.254603 | -0.122331 | 0.019108 | 0.377831 | -0.075182 |
XSP24Jan22C469.00 | CALL | 469.00 | $6.65 | $12.40 / 10 | $13.27 / 10 | 0 | 0 | 13.057426% | 0.745397 | -0.122755 | 0.019108 | 0.377831 | 0.207497 |
XSP24Jan22P491.00 | PUT | 491.00 | | $11.82 / 10 | $12.95 / 10 | 0 | 0 | 9.886587% | -0.741963 | -0.122968 | 0.019242 | 0.380479 | -0.222885 |
XSP24Jan22C491.00 | CALL | 491.00 | $0.69 | $0.69 / 759 | $0.76 / 559 | 6 | 6 | 8.712942% | 0.258037 | -0.123412 | 0.019242 | 0.380479 | 0.073055 |
XSP24Jan22P470.00 | PUT | 470.00 | $3.73 | $2.63 / 255 | $2.72 / 355 | 0 | 22 | 13.713973% | -0.274509 | -0.127104 | 0.019854 | 0.392586 | -0.081104 |
XSP24Jan22P490.00 | PUT | 490.00 | | $11.00 / 10 | $12.09 / 10 | 0 | 0 | 9.837361% | -0.722797 | -0.127512 | 0.019949 | 0.394475 | -0.216895 |
XSP24Jan22C470.00 | CALL | 470.00 | $9.50 | $11.60 / 10 | $12.43 / 10 | 0 | 6 | 12.852672% | 0.725491 | -0.127529 | 0.019854 | 0.392586 | 0.202178 |
XSP24Jan22C490.00 | CALL | 490.00 | $1.04 | $0.85 / 508 | $0.92 / 508 | 0 | 3 | 8.762438% | 0.277203 | -0.127955 | 0.019949 | 0.394475 | 0.078441 |
XSP24Jan22P471.00 | PUT | 471.00 | $3.72 | $2.80 / 238 | $2.89 / 238 | 2 | 0 | 13.415210% | -0.295109 | -0.131566 | 0.020552 | 0.406382 | -0.087238 |
XSP24Jan22P489.00 | PUT | 489.00 | $11.16 | $10.22 / 10 | $11.26 / 10 | 0 | 14 | 9.830467% | -0.702919 | -0.131784 | 0.020615 | 0.407626 | -0.210712 |
XSP24Jan22C471.00 | CALL | 471.00 | | $10.77 / 10 | $11.58 / 10 | 0 | 0 | 12.558203% | 0.704891 | -0.131992 | 0.020552 | 0.406382 | 0.196646 |
XSP24Jan22C489.00 | CALL | 489.00 | $1.89 | $1.04 / 474 | $1.11 / 374 | 0 | 1 | 8.824754% | 0.297081 | -0.132226 | 0.020615 | 0.407626 | 0.084022 |
XSP24Jan22P472.00 | PUT | 472.00 | | $2.99 / 221 | $3.08 / 221 | 0 | 0 | 13.133578% | -0.316348 | -0.135674 | 0.021194 | 0.419090 | -0.093570 |
XSP24Jan22P488.00 | PUT | 488.00 | | $9.47 / 10 | $10.45 / 10 | 0 | 0 | 9.827825% | -0.682371 | -0.135741 | 0.021231 | 0.419808 | -0.204346 |
XSP24Jan22C472.00 | CALL | 472.00 | | $9.98 / 10 | $10.75 / 10 | 0 | 0 | 12.300599% | 0.683652 | -0.136101 | 0.021194 | 0.419090 | 0.190917 |
XSP24Jan22C488.00 | CALL | 488.00 | $1.49 | $1.26 / 523 | $1.35 / 523 | 0 | 1 | 8.920145% | 0.317629 | -0.136182 | 0.021231 | 0.419808 | 0.089785 |
XSP24Jan22P487.00 | PUT | 487.00 | | $8.79 / 10 | $9.71 / 10 | 0 | 0 | 9.937289% | -0.661201 | -0.139345 | 0.021792 | 0.430900 | -0.197813 |
XSP24Jan22P473.00 | PUT | 473.00 | $7.67 | $3.19 / 204 | $3.29 / 204 | 0 | 42 | 12.848033% | -0.338164 | -0.139391 | 0.021776 | 0.430588 | -0.100083 |
XSP24Jan22C487.00 | CALL | 487.00 | | $1.53 / 289 | $1.61 / 289 | 0 | 0 | 9.021539% | 0.338799 | -0.139786 | 0.021792 | 0.430900 | 0.095715 |
XSP24Jan22C473.00 | CALL | 473.00 | | $9.20 / 10 | $9.94 / 10 | 0 | 0 | 12.039690% | 0.661836 | -0.139818 | 0.021776 | 0.430588 | 0.185008 |
XSP24Jan22P486.00 | PUT | 486.00 | | $8.11 / 10 | $8.97 / 10 | 0 | 0 | 9.967915% | -0.639464 | -0.142560 | 0.022292 | 0.440788 | -0.191129 |
XSP24Jan22P474.00 | PUT | 474.00 | $16.50 | $3.41 / 187 | $3.51 / 187 | 0 | 20 | 12.557623% | -0.360490 | -0.142680 | 0.022291 | 0.440768 | -0.106755 |
XSP24Jan22C486.00 | CALL | 486.00 | | $1.83 / 355 | $1.93 / 355 | 0 | 0 | 9.153869% | 0.360536 | -0.142999 | 0.022292 | 0.440788 | 0.101797 |
XSP24Jan22C474.00 | CALL | 474.00 | $6.85 | $8.44 / 10 | $9.15 / 10 | 0 | 1 | 11.779160% | 0.639510 | -0.143108 | 0.022291 | 0.440768 | 0.178937 |
XSP24Jan22P485.00 | PUT | 485.00 | $22.75 | $7.51 / 10 | $8.30 / 10 | 0 | 1 | 10.105812% | -0.617220 | -0.145350 | 0.022725 | 0.449366 | -0.184312 |
XSP24Jan22P475.00 | PUT | 475.00 | | $3.66 / 170 | $3.76 / 170 | 0 | 0 | 12.289611% | -0.383253 | -0.145510 | 0.022734 | 0.449532 | -0.113569 |
XSP24Jan22C485.00 | CALL | 485.00 | $2.29 | $2.19 / 221 | $2.28 / 221 | 0 | 2 | 9.304871% | 0.382780 | -0.145788 | 0.022725 | 0.449366 | 0.108011 |
XSP24Jan22C475.00 | CALL | 475.00 | | $7.71 / 10 | $8.38 / 10 | 0 | 0 | 11.532580% | 0.616747 | -0.145939 | 0.022734 | 0.449532 | 0.172727 |
XSP24Jan22P484.00 | PUT | 484.00 | | $6.95 / 10 | $7.67 / 10 | 0 | 0 | 10.254840% | -0.594536 | -0.147686 | 0.023088 | 0.456542 | -0.177380 |
XSP24Jan22P476.00 | PUT | 476.00 | | $3.92 / 153 | $4.03 / 153 | 0 | 0 | 12.009397% | -0.406377 | -0.147854 | 0.023101 | 0.456798 | -0.120500 |
XSP24Jan22C484.00 | CALL | 484.00 | | $2.58 / 187 | $2.68 / 187 | 0 | 0 | 9.463433% | 0.405464 | -0.148123 | 0.023088 | 0.456542 | 0.114340 |
XSP24Jan22C476.00 | CALL | 476.00 | $5.95 | $7.00 / 10 | $7.63 / 10 | 3 | 0 | 11.279408% | 0.593623 | -0.148284 | 0.023101 | 0.456798 | 0.166398 |
XSP24Jan22P483.00 | PUT | 483.00 | | $6.42 / 10 | $7.08 / 10 | 0 | 0 | 10.406981% | -0.571482 | -0.149541 | 0.023376 | 0.462233 | -0.170355 |
XSP24Jan22P477.00 | PUT | 477.00 | $4.85 | $4.21 / 153 | $4.32 / 153 | 1 | 0 | 11.733466% | -0.429783 | -0.149691 | 0.023390 | 0.462499 | -0.127528 |
XSP24Jan22C483.00 | CALL | 483.00 | $4.71 | $3.03 / 170 | $3.13 / 170 | 0 | 15 | 9.657440% | 0.428518 | -0.149977 | 0.023376 | 0.462233 | 0.120762 |
XSP24Jan22C477.00 | CALL | 477.00 | $5.10 | $6.55 / 119 | $6.67 / 119 | 16 | 0 | 11.026228% | 0.570217 | -0.150122 | 0.023390 | 0.462499 | 0.159974 |
XSP24Jan22P482.00 | PUT | 482.00 | | $6.17 / 119 | $6.28 / 119 | 0 | 0 | 10.560065% | -0.548133 | -0.150892 | 0.023585 | 0.466372 | -0.163259 |
XSP24Jan22P478.00 | PUT | 478.00 | $6.10 | $4.53 / 136 | $4.64 / 136 | 0 | 20 | 11.469064% | -0.453389 | -0.151005 | 0.023596 | 0.466585 | -0.134627 |
XSP24Jan22C482.00 | CALL | 482.00 | | $3.51 / 153 | $3.62 / 153 | 0 | 0 | 9.846296% | 0.451867 | -0.151328 | 0.023585 | 0.466372 | 0.127256 |
XSP24Jan22C478.00 | CALL | 478.00 | | $5.88 / 136 | $5.99 / 136 | 0 | 0 | 10.782169% | 0.546611 | -0.151437 | 0.023596 | 0.466585 | 0.153477 |
XSP24Jan22P481.00 | PUT | 481.00 | | $5.70 / 136 | $5.81 / 136 | 0 | 0 | 10.760241% | -0.524567 | -0.151724 | 0.023713 | 0.468904 | -0.156114 |
XSP24Jan22P479.00 | PUT | 479.00 | $5.83 | $4.89 / 136 | $5.00 / 136 | 0 | 48 | 11.232217% | -0.477112 | -0.151783 | 0.023719 | 0.469022 | -0.141774 |
XSP24Jan22P480.00 | PUT | 480.00 | | $5.27 / 136 | $5.38 / 136 | 0 | 0 | 10.975993% | -0.500865 | -0.152023 | 0.023758 | 0.469794 | -0.148944 |
XSP24Jan22C481.00 | CALL | 481.00 | | $4.05 / 136 | $4.15 / 136 | 0 | 0 | 10.066228% | 0.475433 | -0.152159 | 0.023713 | 0.468904 | 0.133798 |
XSP24Jan22C479.00 | CALL | 479.00 | $6.55 | $5.23 / 136 | $5.34 / 136 | 0 | 20 | 10.529279% | 0.522888 | -0.152217 | 0.023719 | 0.469022 | 0.146933 |
XSP24Jan22C480.00 | CALL | 480.00 | $6.40 | $4.62 / 136 | $4.73 / 136 | 0 | 21 | 10.295748% | 0.499135 | -0.152457 | 0.023758 | 0.469794 | 0.140365 |