XSP.IN Option Chain
End of day data from January 6, 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 |
| XSP24Jan22C500.00 | CALL | 500.00 | | $0.01 / 1,657 | $0.05 / 1,657 | 0 | 0 | 11.255498% | 0.028954 | -0.026777 | 0.004294 | 0.070786 | 0.006990 |
| XSP24Jan22P400.00 | PUT | 400.00 | $0.27 | $0.21 / 1,657 | $0.25 / 1,657 | 0 | 5 | 33.851281% | -0.000001 | -0.000001 | 0.000001 | 0.000002 | 0.000000 |
| XSP24Jan22P415.00 | PUT | 415.00 | $0.45 | $0.34 / 1,558 | $0.39 / 1,558 | 0 | 2 | 29.218325% | -0.000075 | -0.000122 | 0.000020 | 0.000323 | -0.000018 |
| XSP24Jan22P422.00 | PUT | 422.00 | | $0.45 / 1,491 | $0.50 / 1,491 | 0 | 0 | 27.176370% | -0.000518 | -0.000743 | 0.000119 | 0.001967 | -0.000128 |
| XSP24Jan22P424.00 | PUT | 424.00 | | $0.49 / 1,448 | $0.54 / 1,348 | 0 | 0 | 26.603666% | -0.000855 | -0.001180 | 0.000190 | 0.003126 | -0.000211 |
| XSP24Jan22P425.00 | PUT | 425.00 | | $0.51 / 1,425 | $0.56 / 1,031 | 0 | 0 | 26.306499% | -0.001091 | -0.001475 | 0.000237 | 0.003906 | -0.000269 |
| XSP24Jan22P410.00 | PUT | 410.00 | $1.51 | $0.29 / 1,416 | $0.33 / 1,216 | 0 | 1 | 30.749612% | -0.000016 | -0.000028 | 0.000005 | 0.000074 | -0.000004 |
| XSP24Jan22C490.00 | CALL | 490.00 | $0.76 | $0.11 / 1,399 | $0.15 / 1,099 | 0 | 4 | 9.948987% | 0.100322 | -0.071321 | 0.011434 | 0.188477 | 0.024149 |
| XSP24Jan22P427.00 | PUT | 427.00 | | $0.56 / 1,392 | $0.61 / 1,014 | 0 | 0 | 25.765111% | -0.001744 | -0.002265 | 0.000364 | 0.005998 | -0.000430 |
| XSP24Jan22P423.00 | PUT | 423.00 | | $0.47 / 1,348 | $0.52 / 1,458 | 0 | 0 | 26.896035% | -0.000667 | -0.000939 | 0.000151 | 0.002487 | -0.000165 |
| XSP24Jan22P432.00 | PUT | 432.00 | $0.51 | $0.71 / 1,326 | $0.77 / 1,280 | 0 | 7 | 24.440935% | -0.005148 | -0.006003 | 0.000965 | 0.015900 | -0.001272 |
| XSP24Jan22C486.00 | CALL | 486.00 | | $0.29 / 1,292 | $0.35 / 1,163 | 0 | 0 | 10.012965% | 0.151618 | -0.095227 | 0.015264 | 0.251606 | 0.036442 |
| XSP24Jan22P436.00 | PUT | 436.00 | | $0.87 / 1,226 | $0.93 / 629 | 0 | 0 | 23.388361% | -0.011174 | -0.011874 | 0.001908 | 0.031456 | -0.002763 |
| XSP24Jan22C489.00 | CALL | 489.00 | $1.89 | $0.14 / 1,165 | $0.18 / 765 | 0 | 1 | 9.914144% | 0.111733 | -0.077099 | 0.012360 | 0.203738 | 0.026886 |
| XSP24Jan22P438.00 | PUT | 438.00 | $0.50 | $0.97 / 1,160 | $1.04 / 1,160 | 0 | 16 | 22.920277% | -0.015988 | -0.016179 | 0.002600 | 0.042861 | -0.003955 |
| XSP24Jan22P437.00 | PUT | 437.00 | $0.48 | $0.92 / 1,112 | $0.98 / 612 | 0 | 7 | 23.148589% | -0.013398 | -0.013897 | 0.002233 | 0.036814 | -0.003313 |
| XSP24Jan22P441.00 | PUT | 441.00 | | $1.14 / 1,093 | $1.21 / 661 | 0 | 0 | 22.143582% | -0.026413 | -0.024749 | 0.003978 | 0.065569 | -0.006538 |
| XSP24Jan22P440.00 | PUT | 440.00 | $0.50 | $1.08 / 1,093 | $1.15 / 961 | 0 | 7 | 22.402640% | -0.022448 | -0.021590 | 0.003470 | 0.057199 | -0.005555 |
| XSP24Jan22P435.00 | PUT | 435.00 | $1.64 | $0.83 / 1,029 | $0.89 / 1,029 | 0 | 5 | 23.675515% | -0.009274 | -0.010093 | 0.001622 | 0.026736 | -0.002292 |
| XSP24Jan22C487.00 | CALL | 487.00 | | $0.23 / 997 | $0.28 / 1,197 | 0 | 0 | 9.970774% | 0.137359 | -0.089091 | 0.014281 | 0.235404 | 0.033028 |
| XSP24Jan22P431.00 | PUT | 431.00 | $3.25 | $0.68 / 980 | $0.73 / 780 | 0 | 2 | 24.703646% | -0.004189 | -0.004994 | 0.000802 | 0.013228 | -0.001034 |
| XSP24Jan22P433.00 | PUT | 433.00 | $0.53 | $0.75 / 963 | $0.80 / 663 | 0 | 4 | 24.167321% | -0.006295 | -0.007176 | 0.001153 | 0.019009 | -0.001555 |
| XSP24Jan22P434.00 | PUT | 434.00 | $0.54 | $0.79 / 946 | $0.84 / 646 | 0 | 1 | 23.913052% | -0.007660 | -0.008533 | 0.001371 | 0.022604 | -0.001893 |
| XSP24Jan22P405.00 | PUT | 405.00 | $0.35 | $0.25 / 933 | $0.29 / 1,624 | 0 | 0 | 32.372202% | -0.000003 | -0.000006 | 0.000001 | 0.000015 | -0.000001 |
| XSP24Jan22C488.00 | CALL | 488.00 | $1.49 | $0.18 / 931 | $0.23 / 1,425 | 0 | 1 | 9.965710% | 0.124071 | -0.083034 | 0.013311 | 0.219412 | 0.029844 |
| XSP24Jan22C491.00 | CALL | 491.00 | $0.69 | $0.09 / 916 | $0.13 / 1,591 | 0 | 0 | 10.058802% | 0.089806 | -0.065732 | 0.010538 | 0.173713 | 0.021625 |
| XSP24Jan22P444.00 | PUT | 444.00 | | $1.35 / 910 | $1.42 / 510 | 0 | 0 | 21.395597% | -0.041869 | -0.036162 | 0.005813 | 0.095815 | -0.010373 |
| XSP24Jan22P447.00 | PUT | 447.00 | | $1.60 / 861 | $1.68 / 442 | 0 | 0 | 20.654053% | -0.063774 | -0.050513 | 0.008120 | 0.133857 | -0.015815 |
| XSP24Jan22C495.00 | CALL | 495.00 | $0.11 | $0.04 / 850 | $0.07 / 1,050 | 0 | 1 | 10.447129% | 0.055961 | -0.045714 | 0.007330 | 0.120830 | 0.013491 |
| XSP24Jan22C482.00 | CALL | 482.00 | $1.61 | $0.78 / 842 | $0.86 / 642 | 0 | 1 | 10.561139% | 0.218506 | -0.119629 | 0.019171 | 0.316006 | 0.052428 |
| XSP24Jan22P426.00 | PUT | 426.00 | $0.54 | $0.54 / 831 | $0.59 / 1,425 | 7 | 2 | 26.088580% | -0.001383 | -0.001833 | 0.000294 | 0.004854 | -0.000341 |
| XSP24Jan22P428.00 | PUT | 428.00 | $0.85 | $0.59 / 814 | $0.64 / 1,314 | 0 | 51 | 25.519459% | -0.002188 | -0.002783 | 0.000447 | 0.007370 | -0.000540 |
| XSP24Jan22P445.00 | PUT | 445.00 | $0.83 | $1.43 / 793 | $1.50 / 493 | 0 | 1 | 21.149798% | -0.048384 | -0.040624 | 0.006530 | 0.107643 | -0.011991 |
| XSP24Jan22P420.00 | PUT | 420.00 | $0.37 | $0.42 / 765 | $0.46 / 965 | 0 | 2 | 27.762764% | -0.000307 | -0.000457 | 0.000073 | 0.001210 | -0.000076 |
| XSP24Jan22P442.00 | PUT | 442.00 | | $1.21 / 744 | $1.28 / 844 | 0 | 0 | 21.913455% | -0.030937 | -0.028226 | 0.004537 | 0.074783 | -0.007660 |
| XSP24Jan22C485.00 | CALL | 485.00 | $0.46 | $0.38 / 712 | $0.44 / 1,112 | 1 | 3 | 10.128031% | 0.166860 | -0.101400 | 0.016252 | 0.267901 | 0.040090 |
| XSP24Jan22C481.00 | CALL | 481.00 | | $0.98 / 708 | $1.07 / 708 | 0 | 0 | 10.777457% | 0.237658 | -0.125428 | 0.020098 | 0.331300 | 0.056997 |
| XSP24Jan22P430.00 | PUT | 430.00 | $0.57 | $0.65 / 697 | $0.70 / 997 | 0 | 10 | 24.989895% | -0.003391 | -0.004132 | 0.000664 | 0.010945 | -0.000837 |
| XSP24Jan22P429.00 | PUT | 429.00 | $0.90 | $0.62 / 697 | $0.67 / 1,359 | 0 | 4 | 25.264201% | -0.002731 | -0.003400 | 0.000546 | 0.009006 | -0.000674 |
| XSP24Jan22P451.00 | PUT | 451.00 | $1.45 | $2.02 / 691 | $2.10 / 391 | 0 | 51 | 19.644287% | -0.105301 | -0.073661 | 0.011844 | 0.195230 | -0.026150 |
| XSP24Jan22P443.00 | PUT | 443.00 | | $1.28 / 627 | $1.35 / 827 | 0 | 0 | 21.665371% | -0.036071 | -0.032029 | 0.005148 | 0.084861 | -0.008934 |
| XSP24Jan22P448.00 | PUT | 448.00 | $1.08 | $1.70 / 625 | $1.78 / 625 | 0 | 1 | 20.422579% | -0.072747 | -0.055914 | 0.008989 | 0.148174 | -0.018046 |
| XSP24Jan22C483.00 | CALL | 483.00 | $4.71 | $0.62 / 610 | $0.69 / 810 | 0 | 15 | 10.393734% | 0.200310 | -0.113654 | 0.018214 | 0.300242 | 0.048085 |
| XSP24Jan22P449.00 | PUT | 449.00 | | $1.80 / 608 | $1.88 / 408 | 0 | 0 | 20.162905% | -0.082633 | -0.061592 | 0.009902 | 0.163226 | -0.020506 |
| XSP24Jan22P439.00 | PUT | 439.00 | $1.31 | $1.03 / 578 | $1.09 / 878 | 1 | 3 | 22.670244% | -0.018989 | -0.018738 | 0.003012 | 0.049641 | -0.004698 |
| XSP24Jan22C484.00 | CALL | 484.00 | $0.74 | $0.49 / 561 | $0.55 / 861 | 0 | 6 | 10.253830% | 0.183092 | -0.107559 | 0.017239 | 0.284159 | 0.043971 |
| XSP24Jan22P454.00 | PUT | 454.00 | | $2.41 / 540 | $2.50 / 340 | 0 | 0 | 18.891955% | -0.146965 | -0.092962 | 0.014949 | 0.246424 | -0.036542 |
| XSP24Jan22P456.00 | PUT | 456.00 | $1.92 | $2.71 / 506 | $2.80 / 306 | 0 | 1 | 18.360778% | -0.180000 | -0.106047 | 0.017056 | 0.281146 | -0.044796 |
| XSP24Jan22P450.00 | PUT | 450.00 | $0.99 | $1.91 / 491 | $1.99 / 391 | 0 | 11 | 19.918186% | -0.093473 | -0.067518 | 0.010856 | 0.178942 | -0.023204 |
| XSP24Jan22P446.00 | PUT | 446.00 | | $1.52 / 459 | $1.59 / 659 | 0 | 0 | 20.922955% | -0.055669 | -0.045412 | 0.007300 | 0.120332 | -0.013801 |
| XSP24Jan22P455.00 | PUT | 455.00 | $1.07 | $2.56 / 423 | $2.65 / 323 | 0 | 21 | 18.641998% | -0.162957 | -0.099520 | 0.016005 | 0.263825 | -0.040536 |
| XSP24Jan22P452.00 | PUT | 452.00 | | $2.15 / 374 | $2.23 / 374 | 0 | 0 | 19.418499% | -0.118146 | -0.079980 | 0.012860 | 0.211988 | -0.029352 |
| XSP24Jan22P458.00 | PUT | 458.00 | | $3.05 / 372 | $3.15 / 272 | 0 | 0 | 17.836212% | -0.217172 | -0.118760 | 0.019103 | 0.314892 | -0.054099 |
| XSP24Jan22C480.00 | CALL | 480.00 | $1.63 | $1.23 / 357 | $1.31 / 457 | 19 | 16 | 11.022848% | 0.257740 | -0.130991 | 0.020989 | 0.345971 | 0.061782 |
| XSP24Jan22P453.00 | PUT | 453.00 | $1.35 | $2.28 / 357 | $2.37 / 657 | 0 | 1 | 19.179209% | -0.132030 | -0.086430 | 0.013898 | 0.229097 | -0.032814 |
| XSP24Jan22P460.00 | PUT | 460.00 | $1.74 | $3.43 / 338 | $3.53 / 238 | 0 | 21 | 17.274043% | -0.258242 | -0.130592 | 0.021010 | 0.346321 | -0.064396 |
| XSP24Jan22C479.00 | CALL | 479.00 | $1.97 | $1.51 / 323 | $1.60 / 523 | 0 | 12 | 11.287044% | 0.278712 | -0.136262 | 0.021831 | 0.359865 | 0.066775 |
| XSP24Jan22P457.00 | PUT | 457.00 | $7.58 | $2.88 / 289 | $2.97 / 289 | 0 | 5 | 18.107045% | -0.198080 | -0.112481 | 0.018092 | 0.298224 | -0.049319 |
| XSP24Jan22C478.00 | CALL | 478.00 | | $1.83 / 272 | $1.92 / 272 | 0 | 0 | 11.549053% | 0.300529 | -0.141183 | 0.022618 | 0.372829 | 0.071963 |
| XSP24Jan22P459.00 | PUT | 459.00 | $2.39 | $3.24 / 255 | $3.33 / 255 | 0 | 354 | 17.560633% | -0.237241 | -0.124818 | 0.020079 | 0.330981 | -0.059128 |
| XSP24Jan22C477.00 | CALL | 477.00 | $3.66 | $2.20 / 238 | $2.29 / 238 | 0 | 17 | 11.853664% | 0.323134 | -0.145697 | 0.023339 | 0.384714 | 0.077333 |
| XSP24Jan22C476.00 | CALL | 476.00 | $5.95 | $2.60 / 221 | $2.70 / 221 | 0 | 3 | 12.152285% | 0.346461 | -0.149750 | 0.023986 | 0.395381 | 0.082867 |
| XSP24Jan22P461.00 | PUT | 461.00 | $1.60 | $3.64 / 221 | $3.74 / 221 | 0 | 1 | 16.993907% | -0.280118 | -0.136020 | 0.021885 | 0.360745 | -0.069890 |
| XSP24Jan22P462.00 | PUT | 462.00 | | $3.86 / 204 | $3.96 / 204 | 0 | 0 | 16.701014% | -0.302806 | -0.141040 | 0.022695 | 0.374096 | -0.075593 |
| XSP24Jan22C475.00 | CALL | 475.00 | $3.54 | $3.05 / 187 | $3.15 / 187 | 20 | 0 | 12.477850% | 0.370436 | -0.153295 | 0.024551 | 0.404697 | 0.088548 |
| XSP24Jan22P464.00 | PUT | 464.00 | | $4.35 / 187 | $4.45 / 187 | 0 | 0 | 16.122520% | -0.350306 | -0.149640 | 0.024083 | 0.396987 | -0.087557 |
| XSP24Jan22C474.00 | CALL | 474.00 | $4.15 | $3.53 / 170 | $3.64 / 170 | 0 | 7 | 12.798332% | 0.394977 | -0.156284 | 0.025027 | 0.412544 | 0.094354 |
| XSP24Jan22P465.00 | PUT | 465.00 | $2.76 | $4.61 / 170 | $4.72 / 170 | 0 | 25 | 15.818527% | -0.374947 | -0.153120 | 0.024646 | 0.406267 | -0.093776 |
| XSP24Jan22C473.00 | CALL | 473.00 | | $4.05 / 153 | $4.16 / 153 | 0 | 0 | 13.127238% | 0.419996 | -0.158680 | 0.025408 | 0.418818 | 0.100265 |
| XSP24Jan22C472.00 | CALL | 472.00 | | $4.60 / 153 | $4.72 / 153 | 0 | 0 | 13.460388% | 0.445396 | -0.160449 | 0.025688 | 0.423432 | 0.106255 |
| XSP24Jan22P467.00 | PUT | 467.00 | | $5.19 / 153 | $5.30 / 153 | 0 | 0 | 15.191351% | -0.425527 | -0.158245 | 0.025478 | 0.419973 | -0.106570 |
| XSP24Jan22P466.00 | PUT | 466.00 | $3.65 | $4.89 / 153 | $5.01 / 153 | 0 | 1 | 15.516674% | -0.400055 | -0.156000 | 0.025113 | 0.413958 | -0.100122 |
| XSP24Jan22P472.00 | PUT | 472.00 | | $7.03 / 136 | $7.14 / 136 | 0 | 0 | 13.589663% | -0.554604 | -0.159414 | 0.025688 | 0.423432 | -0.139433 |
| XSP24Jan22C471.00 | CALL | 471.00 | | $5.19 / 136 | $5.30 / 136 | 0 | 0 | 13.794849% | 0.471076 | -0.161565 | 0.025863 | 0.426319 | 0.112301 |
| XSP24Jan22P471.00 | PUT | 471.00 | $3.72 | $6.60 / 136 | $6.75 / 136 | 0 | 2 | 13.934715% | -0.528924 | -0.160533 | 0.025863 | 0.426319 | -0.132867 |
| XSP24Jan22C470.00 | CALL | 470.00 | $9.50 | $5.80 / 136 | $5.91 / 136 | 0 | 6 | 14.121863% | 0.496933 | -0.162010 | 0.025930 | 0.427430 | 0.118377 |
| XSP24Jan22P470.00 | PUT | 470.00 | $3.65 | $6.20 / 136 | $6.35 / 136 | 0 | 22 | 14.237841% | -0.503067 | -0.160980 | 0.025930 | 0.427430 | -0.126270 |
| XSP24Jan22C469.00 | CALL | 469.00 | $6.65 | $6.40 / 136 | $6.55 / 136 | 0 | 0 | 14.410143% | 0.522858 | -0.161776 | 0.025888 | 0.426741 | 0.124456 |
| XSP24Jan22P469.00 | PUT | 469.00 | $2.50 | $5.86 / 136 | $5.97 / 136 | 0 | 6 | 14.573075% | -0.477142 | -0.160748 | 0.025888 | 0.426741 | -0.119671 |
| XSP24Jan22C468.00 | CALL | 468.00 | $10.11 | $7.09 / 136 | $7.20 / 136 | 0 | 26 | 14.757313% | 0.548741 | -0.160859 | 0.025737 | 0.424248 | 0.130511 |
| XSP24Jan22P468.00 | PUT | 468.00 | $6.04 | $5.51 / 136 | $5.63 / 136 | 0 | 84 | 14.885696% | -0.451259 | -0.159834 | 0.025737 | 0.424248 | -0.113095 |
| XSP24Jan22P473.00 | PUT | 473.00 | $7.67 | $7.47 / 119 | $7.59 / 119 | 0 | 42 | 13.258801% | -0.580004 | -0.157643 | 0.025408 | 0.418818 | -0.145944 |
| XSP24Jan22C467.00 | CALL | 467.00 | | $7.77 / 119 | $7.88 / 119 | 0 | 0 | 15.073798% | 0.574473 | -0.159269 | 0.025478 | 0.419973 | 0.136516 |
| XSP24Jan22C466.00 | CALL | 466.00 | | $8.44 / 119 | $8.60 / 119 | 0 | 0 | 15.373577% | 0.599945 | -0.157021 | 0.025113 | 0.413958 | 0.142443 |
| XSP24Jan22C449.00 | CALL | 449.00 | | $21.13 / 38 | $23.61 / 10 | 0 | 0 | 19.777772% | 0.917367 | -0.062576 | 0.009902 | 0.163226 | 0.213210 |
| XSP24Jan22P540.00 | PUT | 540.00 | | $69.19 / 28 | $71.58 / 28 | 0 | 0 | 21.671653% | -0.999989 | 0.001164 | 0.000003 | 0.000052 | -0.281082 |
| XSP24Jan22P535.00 | PUT | 535.00 | | $64.19 / 28 | $66.58 / 28 | 0 | 0 | 20.347367% | -0.999963 | 0.001109 | 0.000010 | 0.000167 | -0.278473 |
| XSP24Jan22P530.00 | PUT | 530.00 | | $59.19 / 28 | $61.58 / 28 | 0 | 0 | 19.003456% | -0.999881 | 0.000973 | 0.000030 | 0.000499 | -0.275850 |
| XSP24Jan22P525.00 | PUT | 525.00 | | $54.19 / 28 | $56.59 / 28 | 0 | 0 | 18.103177% | -0.999645 | 0.000627 | 0.000084 | 0.001386 | -0.273190 |
| XSP24Jan22P520.00 | PUT | 520.00 | | $49.20 / 28 | $51.59 / 28 | 0 | 0 | 17.062340% | -0.999011 | -0.000210 | 0.000217 | 0.003570 | -0.270434 |
| XSP24Jan22P515.00 | PUT | 515.00 | | $44.23 / 28 | $46.62 / 28 | 0 | 0 | 17.037166% | -0.997434 | -0.002091 | 0.000516 | 0.008513 | -0.267450 |
| XSP24Jan22P510.00 | PUT | 510.00 | | $39.21 / 28 | $41.60 / 28 | 0 | 0 | 14.650478% | -0.993805 | -0.005970 | 0.001137 | 0.018740 | -0.263970 |
| XSP24Jan22P505.00 | PUT | 505.00 | | $34.22 / 28 | $36.61 / 28 | 0 | 0 | 13.490253% | -0.986101 | -0.013266 | 0.002305 | 0.037999 | -0.259507 |
| XSP24Jan22P500.00 | PUT | 500.00 | | $29.23 / 28 | $31.63 / 28 | 0 | 0 | 12.311703% | -0.971046 | -0.025681 | 0.004294 | 0.070786 | -0.253274 |
| XSP24Jan22P495.00 | PUT | 495.00 | | $24.28 / 28 | $26.67 / 28 | 0 | 0 | 11.495173% | -0.944039 | -0.044630 | 0.007330 | 0.120830 | -0.244169 |
| XSP24Jan22P491.00 | PUT | 491.00 | | $20.33 / 28 | $22.72 / 28 | 0 | 0 | 10.669234% | -0.910194 | -0.064655 | 0.010538 | 0.173713 | -0.233954 |
| XSP24Jan22P490.00 | PUT | 490.00 | | $19.27 / 28 | $21.78 / 28 | 0 | 0 | 10.269284% | -0.899678 | -0.070247 | 0.011434 | 0.188477 | -0.230909 |
| XSP24Jan22P489.00 | PUT | 489.00 | $11.10 | $18.29 / 28 | $20.82 / 28 | 0 | 6 | 10.191038% | -0.888267 | -0.076027 | 0.012360 | 0.203738 | -0.227651 |
| XSP24Jan22P488.00 | PUT | 488.00 | | $17.33 / 28 | $19.87 / 28 | 0 | 0 | 10.198618% | -0.875929 | -0.081965 | 0.013311 | 0.219412 | -0.224173 |
| XSP24Jan22P487.00 | PUT | 487.00 | | $16.37 / 28 | $18.93 / 28 | 0 | 0 | 10.173333% | -0.862641 | -0.088023 | 0.014281 | 0.235404 | -0.220468 |
| XSP24Jan22P486.00 | PUT | 486.00 | | $15.44 / 28 | $18.00 / 28 | 0 | 0 | 10.222474% | -0.848382 | -0.094162 | 0.015264 | 0.251606 | -0.216533 |
| XSP24Jan22P485.00 | PUT | 485.00 | $22.75 | $14.54 / 28 | $17.11 / 28 | 0 | 1 | 10.396189% | -0.833140 | -0.100337 | 0.016252 | 0.267901 | -0.212366 |
| XSP24Jan22P484.00 | PUT | 484.00 | | $13.65 / 28 | $16.23 / 28 | 0 | 0 | 10.512401% | -0.816908 | -0.106499 | 0.017239 | 0.284159 | -0.207964 |
| XSP24Jan22P483.00 | PUT | 483.00 | | $12.79 / 28 | $15.37 / 28 | 0 | 0 | 10.646173% | -0.799690 | -0.112596 | 0.018214 | 0.300242 | -0.203329 |
| XSP24Jan22P482.00 | PUT | 482.00 | | $11.95 / 28 | $14.52 / 28 | 0 | 0 | 10.746211% | -0.781494 | -0.118573 | 0.019171 | 0.316006 | -0.198465 |
| XSP24Jan22P481.00 | PUT | 481.00 | | $11.16 / 28 | $13.73 / 28 | 0 | 0 | 10.962108% | -0.762342 | -0.124373 | 0.020098 | 0.331300 | -0.193376 |
| XSP24Jan22C451.00 | CALL | 451.00 | | $19.42 / 28 | $21.79 / 10 | 0 | 0 | 19.344168% | 0.894699 | -0.074650 | 0.011844 | 0.195230 | 0.208607 |
| XSP24Jan22C450.00 | CALL | 450.00 | | $20.30 / 28 | $22.70 / 10 | 0 | 0 | 19.623609% | 0.906527 | -0.068505 | 0.010856 | 0.178942 | 0.211033 |
| XSP24Jan22C448.00 | CALL | 448.00 | | $22.02 / 28 | $24.52 / 28 | 0 | 0 | 20.023185% | 0.927253 | -0.056896 | 0.008989 | 0.148174 | 0.215150 |
| XSP24Jan22C447.00 | CALL | 447.00 | | $22.98 / 28 | $25.46 / 10 | 0 | 0 | 20.450802% | 0.936226 | -0.051493 | 0.008120 | 0.133857 | 0.216860 |
| XSP24Jan22C446.00 | CALL | 446.00 | | $23.83 / 28 | $26.33 / 28 | 0 | 0 | 20.472655% | 0.944331 | -0.046389 | 0.007300 | 0.120332 | 0.218354 |
| XSP24Jan22C445.00 | CALL | 445.00 | | $24.74 / 28 | $27.25 / 28 | 0 | 0 | 20.702138% | 0.951616 | -0.041599 | 0.006530 | 0.107643 | 0.219643 |
| XSP24Jan22C444.00 | CALL | 444.00 | | $25.70 / 28 | $28.22 / 28 | 0 | 0 | 21.144417% | 0.958131 | -0.037135 | 0.005813 | 0.095815 | 0.220741 |
| XSP24Jan22C443.00 | CALL | 443.00 | | $26.65 / 28 | $29.16 / 28 | 0 | 0 | 21.477845% | 0.963929 | -0.033000 | 0.005148 | 0.084861 | 0.221659 |
| XSP24Jan22C442.00 | CALL | 442.00 | | $27.51 / 28 | $30.03 / 28 | 0 | 0 | 21.385954% | 0.969063 | -0.029195 | 0.004537 | 0.074783 | 0.222413 |
| XSP24Jan22C441.00 | CALL | 441.00 | | $28.44 / 28 | $30.96 / 28 | 0 | 0 | 21.590838% | 0.973587 | -0.025716 | 0.003978 | 0.065569 | 0.223014 |
| XSP24Jan22C440.00 | CALL | 440.00 | | $29.38 / 28 | $31.90 / 28 | 0 | 0 | 21.827450% | 0.977552 | -0.022554 | 0.003470 | 0.057199 | 0.223476 |
| XSP24Jan22C439.00 | CALL | 439.00 | | $30.32 / 28 | $32.84 / 28 | 0 | 0 | 22.042929% | 0.981011 | -0.019700 | 0.003012 | 0.049641 | 0.223813 |
| XSP24Jan22C438.00 | CALL | 438.00 | | $31.33 / 28 | $33.85 / 28 | 0 | 0 | 22.662362% | 0.984012 | -0.017139 | 0.002600 | 0.042861 | 0.224036 |
| XSP24Jan22C437.00 | CALL | 437.00 | | $32.28 / 28 | $34.80 / 28 | 0 | 0 | 22.911334% | 0.986602 | -0.014855 | 0.002233 | 0.036814 | 0.224157 |
| XSP24Jan22C436.00 | CALL | 436.00 | | $33.21 / 28 | $35.73 / 28 | 0 | 0 | 23.009871% | 0.988826 | -0.012830 | 0.001908 | 0.031456 | 0.224187 |
| XSP24Jan22C435.00 | CALL | 435.00 | | $34.18 / 28 | $36.71 / 28 | 0 | 0 | 23.385361% | 0.990726 | -0.011046 | 0.001622 | 0.026736 | 0.224137 |
| XSP24Jan22C434.00 | CALL | 434.00 | | $35.07 / 28 | $37.60 / 28 | 0 | 0 | 23.140326% | 0.992340 | -0.009485 | 0.001371 | 0.022604 | 0.224016 |
| XSP24Jan22C433.00 | CALL | 433.00 | | $36.03 / 28 | $38.56 / 28 | 0 | 0 | 23.359070% | 0.993705 | -0.008125 | 0.001153 | 0.019009 | 0.223833 |
| XSP24Jan22C432.00 | CALL | 432.00 | | $37.07 / 28 | $39.59 / 28 | 0 | 0 | 24.154238% | 0.994852 | -0.006950 | 0.000965 | 0.015900 | 0.223596 |
| XSP24Jan22C431.00 | CALL | 431.00 | | $38.03 / 28 | $40.56 / 28 | 0 | 0 | 24.404225% | 0.995811 | -0.005939 | 0.000802 | 0.013228 | 0.223312 |
| XSP24Jan22C430.00 | CALL | 430.00 | | $38.97 / 28 | $41.50 / 28 | 0 | 0 | 24.425116% | 0.996609 | -0.005075 | 0.000664 | 0.010945 | 0.222989 |
| XSP24Jan22C429.00 | CALL | 429.00 | | $39.94 / 28 | $42.47 / 28 | 0 | 0 | 24.675939% | 0.997269 | -0.004341 | 0.000546 | 0.009006 | 0.222632 |
| XSP24Jan22C428.00 | CALL | 428.00 | | $40.94 / 28 | $43.46 / 28 | 0 | 0 | 25.139761% | 0.997812 | -0.003721 | 0.000447 | 0.007370 | 0.222245 |
| XSP24Jan22C427.00 | CALL | 427.00 | | $41.92 / 28 | $44.43 / 28 | 0 | 0 | 25.415733% | 0.998256 | -0.003201 | 0.000364 | 0.005998 | 0.221834 |
| XSP24Jan22C426.00 | CALL | 426.00 | | $42.89 / 28 | $45.41 / 28 | 0 | 0 | 25.679831% | 0.998617 | -0.002766 | 0.000294 | 0.004854 | 0.221403 |
| XSP24Jan22C425.00 | CALL | 425.00 | | $43.80 / 28 | $46.32 / 28 | 0 | 0 | 25.235019% | 0.998909 | -0.002406 | 0.000237 | 0.003906 | 0.220955 |
| XSP24Jan22C424.00 | CALL | 424.00 | | $44.82 / 28 | $47.34 / 28 | 0 | 0 | 25.945196% | 0.999145 | -0.002109 | 0.000190 | 0.003126 | 0.220492 |
| XSP24Jan22C423.00 | CALL | 423.00 | | $45.80 / 28 | $48.31 / 28 | 0 | 0 | 26.151615% | 0.999333 | -0.001866 | 0.000151 | 0.002487 | 0.220018 |
| XSP24Jan22C422.00 | CALL | 422.00 | | $46.81 / 28 | $49.32 / 28 | 0 | 0 | 26.754252% | 0.999482 | -0.001668 | 0.000119 | 0.001967 | 0.219534 |
| XSP24Jan22C420.00 | CALL | 420.00 | | $48.77 / 28 | $51.28 / 28 | 0 | 0 | 27.249317% | 0.999693 | -0.001377 | 0.000073 | 0.001210 | 0.218545 |
| XSP24Jan22C415.00 | CALL | 415.00 | | $53.71 / 28 | $56.20 / 28 | 0 | 0 | 28.680875% | 0.999925 | -0.001032 | 0.000020 | 0.000323 | 0.216000 |
| XSP24Jan22C410.00 | CALL | 410.00 | | $58.66 / 28 | $61.14 / 28 | 0 | 0 | 30.120404% | 0.999984 | -0.000927 | 0.000005 | 0.000074 | 0.213412 |
| XSP24Jan22C405.00 | CALL | 405.00 | | $63.62 / 28 | $66.09 / 28 | 0 | 0 | 31.541307% | 0.999997 | -0.000893 | 0.000001 | 0.000015 | 0.210812 |
| XSP24Jan22C400.00 | CALL | 400.00 | | $68.59 / 28 | $71.05 / 28 | 0 | 0 | 33.002455% | 1.000000 | -0.000878 | 0.000001 | 0.000002 | 0.208210 |
| XSP24Jan22P480.00 | PUT | 480.00 | | $10.42 / 10 | $12.96 / 28 | 0 | 0 | 11.190722% | -0.742260 | -0.129939 | 0.020989 | 0.345971 | -0.188070 |
| XSP24Jan22P479.00 | PUT | 479.00 | $8.64 | $9.76 / 10 | $12.24 / 10 | 0 | 30 | 11.518851% | -0.721288 | -0.135213 | 0.021831 | 0.359865 | -0.182557 |
| XSP24Jan22P478.00 | PUT | 478.00 | $8.30 | $9.15 / 10 | $11.49 / 10 | 0 | 20 | 11.766173% | -0.699471 | -0.140135 | 0.022618 | 0.372829 | -0.176848 |
| XSP24Jan22P477.00 | PUT | 477.00 | $4.75 | $8.58 / 10 | $10.79 / 10 | 0 | 0 | 12.045833% | -0.676866 | -0.144651 | 0.023339 | 0.384714 | -0.170958 |
| XSP24Jan22P476.00 | PUT | 476.00 | | $8.05 / 10 | $10.13 / 10 | 0 | 0 | 12.334617% | -0.653539 | -0.148707 | 0.023986 | 0.395381 | -0.164903 |
| XSP24Jan22P475.00 | PUT | 475.00 | | $7.56 / 10 | $9.51 / 10 | 0 | 0 | 12.640495% | -0.629564 | -0.152254 | 0.024551 | 0.404697 | -0.158702 |
| XSP24Jan22P474.00 | PUT | 474.00 | $16.50 | $7.10 / 10 | $8.94 / 10 | 0 | 20 | 12.956827% | -0.605023 | -0.155245 | 0.025027 | 0.412544 | -0.152375 |
| XSP24Jan22C465.00 | CALL | 465.00 | $13.18 | $8.42 / 10 | $9.97 / 10 | 0 | 6 | 15.575754% | 0.625053 | -0.154139 | 0.024646 | 0.406267 | 0.148269 |
| XSP24Jan22C464.00 | CALL | 464.00 | | $9.12 / 10 | $10.74 / 10 | 0 | 0 | 15.875528% | 0.649694 | -0.150657 | 0.024083 | 0.396987 | 0.153967 |
| XSP24Jan22C463.00 | CALL | 463.00 | | $9.83 / 10 | $11.53 / 10 | 0 | 0 | 16.169689% | 0.673771 | -0.146612 | 0.023430 | 0.386222 | 0.159515 |
| XSP24Jan22P463.00 | PUT | 463.00 | $3.02 | $3.66 / 10 | $4.65 / 10 | 0 | 42 | 16.431572% | -0.326229 | -0.145598 | 0.023430 | 0.386222 | -0.081489 |
| XSP24Jan22C462.00 | CALL | 462.00 | | $10.56 / 10 | $12.33 / 10 | 0 | 0 | 16.457245% | 0.697194 | -0.142053 | 0.022695 | 0.374096 | 0.164890 |
| XSP24Jan22C461.00 | CALL | 461.00 | | $11.31 / 10 | $13.14 / 10 | 0 | 0 | 16.744014% | 0.719882 | -0.137030 | 0.021885 | 0.360745 | 0.170073 |
| XSP24Jan22C460.00 | CALL | 460.00 | | $12.07 / 10 | $13.96 / 10 | 0 | 0 | 17.017660% | 0.741758 | -0.131600 | 0.021010 | 0.346321 | 0.175046 |
| XSP24Jan22C459.00 | CALL | 459.00 | | $12.84 / 10 | $14.79 / 10 | 0 | 0 | 17.282282% | 0.762759 | -0.125824 | 0.020079 | 0.330981 | 0.179793 |
| XSP24Jan22C458.00 | CALL | 458.00 | $23.71 | $13.62 / 10 | $15.64 / 10 | 0 | 1 | 17.551445% | 0.782828 | -0.119764 | 0.019103 | 0.314892 | 0.184302 |
| XSP24Jan22C457.00 | CALL | 457.00 | | $14.42 / 10 | $16.49 / 10 | 0 | 0 | 17.813456% | 0.801920 | -0.113483 | 0.018092 | 0.298224 | 0.188562 |
| XSP24Jan22C456.00 | CALL | 456.00 | | $15.23 / 10 | $17.36 / 10 | 0 | 0 | 18.088914% | 0.820000 | -0.107047 | 0.017056 | 0.281146 | 0.192564 |
| XSP24Jan22C455.00 | CALL | 455.00 | | $16.04 / 10 | $18.23 / 10 | 0 | 0 | 18.330113% | 0.837043 | -0.100517 | 0.016005 | 0.263825 | 0.196304 |
| XSP24Jan22C454.00 | CALL | 454.00 | | $16.87 / 10 | $19.11 / 10 | 0 | 0 | 18.585604% | 0.853035 | -0.093957 | 0.014949 | 0.246424 | 0.199777 |
| XSP24Jan22C453.00 | CALL | 453.00 | $28.32 | $17.71 / 10 | $20.00 / 10 | 0 | 1 | 18.845657% | 0.867970 | -0.087423 | 0.013898 | 0.229097 | 0.202984 |
| XSP24Jan22C452.00 | CALL | 452.00 | | $18.55 / 10 | $20.89 / 10 | 0 | 0 | 19.073590% | 0.881854 | -0.080971 | 0.012860 | 0.211988 | 0.205926 |
| XSP24Jan22C540.00 | CALL | 540.00 | | | $0.02 / 1,657 | 0 | 0 | 21.951445% | 0.000011 | -0.000020 | 0.000003 | 0.000052 | 0.000003 |
| XSP24Jan22C535.00 | CALL | 535.00 | | | $0.02 / 1,657 | 0 | 0 | 20.638756% | 0.000037 | -0.000063 | 0.000010 | 0.000167 | 0.000009 |
| XSP24Jan22C530.00 | CALL | 530.00 | | | $0.02 / 1,657 | 0 | 0 | 19.303144% | 0.000119 | -0.000189 | 0.000030 | 0.000499 | 0.000029 |
| XSP24Jan22C525.00 | CALL | 525.00 | | | $0.02 / 1,250 | 0 | 0 | 17.940490% | 0.000355 | -0.000524 | 0.000084 | 0.001386 | 0.000086 |
| XSP24Jan22C520.00 | CALL | 520.00 | $0.04 | | $0.02 / 850 | 0 | 0 | 16.558663% | 0.000989 | -0.001350 | 0.000217 | 0.003570 | 0.000240 |
| XSP24Jan22C515.00 | CALL | 515.00 | | | $0.03 / 1,657 | 0 | 0 | 15.822771% | 0.002566 | -0.003219 | 0.000516 | 0.008513 | 0.000621 |
| XSP24Jan22C510.00 | CALL | 510.00 | | | $0.03 / 1,250 | 0 | 0 | 14.333573% | 0.006195 | -0.007088 | 0.001137 | 0.018740 | 0.001498 |
| XSP24Jan22C505.00 | CALL | 505.00 | | | $0.35 / 150 | 0 | 0 | 18.422347% | 0.013899 | -0.014373 | 0.002305 | 0.037999 | 0.003359 |