XSP.IN Option Chain
End of day data from July 29, 2022 for XSP.IN options expired on September 23, 2022.
| Symbol | Type | Strike | Last | Bid / Size | Ask / Size | Volume | OI | IV | Delta | Theta | Gamma | Vega | Rho |
| XSP23Sep22P355.00 | PUT | 355.00 | $1.83 | $1.70 / 646 | $1.83 / 771 | 33 | 0 | 28.960208% | -0.069670 | -0.050846 | 0.002972 | 0.218362 | -0.047199 |
| XSP23Sep22C430.00 | CALL | 430.00 | $5.53 | $5.38 / 256 | $5.59 / 305 | 1 | 0 | 17.465759% | 0.389491 | -0.161171 | 0.008521 | 0.626023 | 0.233091 |
| XSP23Sep22P395.00 | PUT | 395.00 | $7.41 | $6.72 / 273 | $6.93 / 272 | 1 | 0 | 22.890668% | -0.309080 | -0.130155 | 0.007828 | 0.575096 | -0.214147 |
| XSP23Sep22P390.00 | PUT | 390.00 | $6.30 | $5.68 / 323 | $5.88 / 373 | 1 | 0 | 23.658754% | -0.269157 | -0.122570 | 0.007335 | 0.538847 | -0.185850 |
| XSP23Sep22P386.00 | PUT | 386.00 | $5.13 | $4.96 / 357 | $5.16 / 407 | 1 | 1 | 24.277520% | -0.238861 | -0.115542 | 0.006889 | 0.506102 | -0.164504 |
| XSP23Sep22P385.00 | PUT | 385.00 | $4.95 | $4.80 / 357 | $4.99 / 407 | 1 | 1 | 24.436620% | -0.231542 | -0.113671 | 0.006772 | 0.497479 | -0.159363 |
| XSP23Sep22P381.00 | PUT | 381.00 | $4.58 | $4.19 / 408 | $4.38 / 458 | 1 | 1 | 25.056693% | -0.203377 | -0.105810 | 0.006283 | 0.461570 | -0.139636 |
| XSP23Sep22C381.00 | CALL | 381.00 | $35.22 | $35.76 / 60 | $37.40 / 59 | 1 | 1 | 22.254406% | 0.796623 | -0.130592 | 0.006283 | 0.461570 | 0.453140 |
| XSP23Sep22P430.00 | PUT | 430.00 | $33.78 | $20.96 / 72 | $22.48 / 71 | 0 | 1 | 18.963920% | -0.610509 | -0.133202 | 0.008521 | 0.626023 | -0.435922 |
| XSP23Sep22P425.00 | PUT | 425.00 | | $17.78 / 11 | $19.28 / 79 | 0 | 0 | 19.218819% | -0.568798 | -0.138266 | 0.008731 | 0.641461 | -0.404104 |
| XSP23Sep22C425.00 | CALL | 425.00 | | $7.18 / 188 | $7.38 / 187 | 0 | 0 | 17.822239% | 0.431202 | -0.165911 | 0.008731 | 0.641461 | 0.257129 |
| XSP23Sep22P420.00 | PUT | 420.00 | | $15.64 / 137 | $15.93 / 136 | 0 | 0 | 19.694682% | -0.525798 | -0.141636 | 0.008845 | 0.649806 | -0.371778 |
| XSP23Sep22C420.00 | CALL | 420.00 | $5.52 | $9.34 / 171 | $9.54 / 170 | 0 | 50 | 18.229588% | 0.474202 | -0.168955 | 0.008845 | 0.649806 | 0.281677 |
| XSP23Sep22P415.00 | PUT | 415.00 | | $13.18 / 154 | $13.49 / 153 | 0 | 0 | 20.152602% | -0.481977 | -0.143165 | 0.008855 | 0.650504 | -0.339255 |
| XSP23Sep22C415.00 | CALL | 415.00 | | $11.86 / 154 | $12.16 / 153 | 0 | 0 | 18.760552% | 0.518023 | -0.170159 | 0.008855 | 0.650504 | 0.306420 |
| XSP23Sep22P413.00 | PUT | 413.00 | | $12.41 / 154 | $12.61 / 153 | 0 | 0 | 20.442015% | -0.464333 | -0.143239 | 0.008828 | 0.648564 | -0.326266 |
| XSP23Sep22C413.00 | CALL | 413.00 | | $12.98 / 154 | $13.18 / 153 | 0 | 0 | 18.894062% | 0.535667 | -0.170102 | 0.008828 | 0.648564 | 0.316297 |
| XSP23Sep22P412.00 | PUT | 412.00 | | $11.99 / 154 | $12.19 / 153 | 0 | 0 | 20.549391% | -0.455502 | -0.143159 | 0.008808 | 0.647113 | -0.319787 |
| XSP23Sep22C412.00 | CALL | 412.00 | $10.52 | $13.56 / 154 | $13.85 / 153 | 0 | 1 | 19.071814% | 0.544498 | -0.169957 | 0.008808 | 0.647113 | 0.321220 |
| XSP23Sep22P411.00 | PUT | 411.00 | | $11.59 / 154 | $11.79 / 153 | 0 | 0 | 20.670062% | -0.446673 | -0.143000 | 0.008784 | 0.645342 | -0.313323 |
| XSP23Sep22C411.00 | CALL | 411.00 | | $14.15 / 154 | $14.44 / 153 | 0 | 0 | 19.176601% | 0.553327 | -0.169734 | 0.008784 | 0.645342 | 0.326129 |
| XSP23Sep22P410.00 | PUT | 410.00 | | $11.20 / 154 | $11.40 / 153 | 0 | 0 | 20.788754% | -0.437848 | -0.142764 | 0.008756 | 0.643250 | -0.306875 |
| XSP23Sep22C410.00 | CALL | 410.00 | | $14.76 / 137 | $15.05 / 136 | 0 | 0 | 19.293524% | 0.562152 | -0.169432 | 0.008756 | 0.643250 | 0.331020 |
| XSP23Sep22P409.00 | PUT | 409.00 | | $10.82 / 171 | $11.02 / 170 | 0 | 0 | 20.905533% | -0.429033 | -0.142449 | 0.008723 | 0.640838 | -0.300448 |
| XSP23Sep22C409.00 | CALL | 409.00 | | $15.38 / 137 | $15.67 / 136 | 0 | 0 | 19.407181% | 0.570967 | -0.169053 | 0.008723 | 0.640838 | 0.335892 |
| XSP23Sep22P408.00 | PUT | 408.00 | | $10.46 / 171 | $10.66 / 170 | 0 | 0 | 21.041183% | -0.420231 | -0.142057 | 0.008686 | 0.638107 | -0.294043 |
| XSP23Sep22C408.00 | CALL | 408.00 | | $16.02 / 137 | $16.30 / 136 | 0 | 0 | 19.530490% | 0.579769 | -0.168595 | 0.008686 | 0.638107 | 0.340741 |
| XSP23Sep22P407.00 | PUT | 407.00 | | $10.11 / 171 | $10.31 / 170 | 0 | 0 | 21.170090% | -0.411448 | -0.141586 | 0.008644 | 0.635060 | -0.287664 |
| XSP23Sep22C407.00 | CALL | 407.00 | | $16.66 / 120 | $16.95 / 119 | 0 | 0 | 19.646467% | 0.588552 | -0.168060 | 0.008644 | 0.635060 | 0.345564 |
| XSP23Sep22P406.00 | PUT | 406.00 | | $9.76 / 188 | $9.97 / 187 | 0 | 0 | 21.293004% | -0.402687 | -0.141038 | 0.008599 | 0.631698 | -0.281313 |
| XSP23Sep22C406.00 | CALL | 406.00 | | $16.50 / 11 | $18.06 / 78 | 0 | 0 | 19.472766% | 0.597313 | -0.167447 | 0.008599 | 0.631698 | 0.350359 |
| XSP23Sep22P405.00 | PUT | 405.00 | | $9.44 / 188 | $9.64 / 187 | 0 | 0 | 21.431914% | -0.393954 | -0.140414 | 0.008549 | 0.628025 | -0.274994 |
| XSP23Sep22C405.00 | CALL | 405.00 | | $17.15 / 11 | $18.74 / 76 | 0 | 0 | 19.584724% | 0.606046 | -0.166757 | 0.008549 | 0.628025 | 0.355122 |
| XSP23Sep22C404.00 | CALL | 404.00 | | $17.93 / 76 | $19.42 / 75 | 0 | 0 | 19.785831% | 0.614748 | -0.165992 | 0.008494 | 0.624043 | 0.359851 |
| XSP23Sep22P404.00 | PUT | 404.00 | | $9.12 / 188 | $9.33 / 187 | 0 | 0 | 21.571260% | -0.385252 | -0.139714 | 0.008494 | 0.624043 | -0.268709 |
| XSP23Sep22C403.00 | CALL | 403.00 | $13.34 | $18.62 / 75 | $20.11 / 74 | 0 | 1 | 19.904890% | 0.623413 | -0.165151 | 0.008436 | 0.619756 | 0.364543 |
| XSP23Sep22P403.00 | PUT | 403.00 | $13.68 | $8.81 / 205 | $9.02 / 204 | 0 | 1 | 21.703188% | -0.376587 | -0.138938 | 0.008436 | 0.619756 | -0.262461 |
| XSP23Sep22P402.00 | PUT | 402.00 | $13.37 | $8.52 / 205 | $8.73 / 204 | 0 | 2 | 21.852790% | -0.367961 | -0.138088 | 0.008374 | 0.615169 | -0.256254 |
| XSP23Sep22C402.00 | CALL | 402.00 | $13.33 | $19.17 / 74 | $20.81 / 73 | 0 | 2 | 19.897340% | 0.632039 | -0.164236 | 0.008374 | 0.615169 | 0.369195 |
| XSP23Sep22C401.00 | CALL | 401.00 | | $20.01 / 73 | $21.52 / 72 | 0 | 0 | 20.125561% | 0.640619 | -0.163247 | 0.008307 | 0.610286 | 0.373805 |
| XSP23Sep22P401.00 | PUT | 401.00 | | $8.24 / 222 | $8.44 / 221 | 0 | 0 | 21.995790% | -0.359381 | -0.137164 | 0.008307 | 0.610286 | -0.250088 |
| XSP23Sep22C400.00 | CALL | 400.00 | | $20.73 / 72 | $22.25 / 71 | 0 | 0 | 20.255421% | 0.649150 | -0.162187 | 0.008237 | 0.605112 | 0.378368 |
| XSP23Sep22P400.00 | PUT | 400.00 | | $7.96 / 222 | $8.17 / 221 | 0 | 0 | 22.140876% | -0.350850 | -0.136169 | 0.008237 | 0.605112 | -0.243969 |
| XSP23Sep22C399.00 | CALL | 399.00 | | $21.32 / 71 | $22.97 / 70 | 0 | 0 | 20.243724% | 0.657628 | -0.161055 | 0.008162 | 0.599653 | 0.382884 |
| XSP23Sep22P399.00 | PUT | 399.00 | $13.10 | $7.70 / 239 | $7.91 / 238 | 0 | 1 | 22.297151% | -0.342372 | -0.135102 | 0.008162 | 0.599653 | -0.237897 |
| XSP23Sep22P398.00 | PUT | 398.00 | | $7.44 / 239 | $7.65 / 238 | 0 | 0 | 22.439320% | -0.333952 | -0.133966 | 0.008084 | 0.593915 | -0.231877 |
| XSP23Sep22C398.00 | CALL | 398.00 | | $22.22 / 70 | $23.73 / 69 | 0 | 0 | 20.523844% | 0.666048 | -0.159854 | 0.008084 | 0.593915 | 0.387349 |
| XSP23Sep22C397.00 | CALL | 397.00 | | $22.97 / 69 | $24.48 / 68 | 0 | 0 | 20.647951% | 0.674406 | -0.158585 | 0.008002 | 0.587905 | 0.391760 |
| XSP23Sep22P397.00 | PUT | 397.00 | | $7.19 / 256 | $7.40 / 255 | 0 | 0 | 22.583789% | -0.325594 | -0.132762 | 0.008002 | 0.587905 | -0.225910 |
| XSP23Sep22P396.00 | PUT | 396.00 | | $6.96 / 256 | $7.16 / 255 | 0 | 0 | 22.746552% | -0.317302 | -0.131491 | 0.007917 | 0.581629 | -0.219999 |
| XSP23Sep22C396.00 | CALL | 396.00 | | $23.73 / 68 | $25.24 / 67 | 0 | 0 | 20.774897% | 0.682698 | -0.157249 | 0.007917 | 0.581629 | 0.396115 |
| XSP23Sep22C395.00 | CALL | 395.00 | | $24.45 / 67 | $26.00 / 66 | 0 | 0 | 20.848220% | 0.690920 | -0.155848 | 0.007828 | 0.575096 | 0.400411 |
| XSP23Sep22C394.00 | CALL | 394.00 | $14.27 | $25.26 / 67 | $26.76 / 66 | 0 | 1 | 20.991958% | 0.699068 | -0.154384 | 0.007736 | 0.568312 | 0.404646 |
| XSP23Sep22P394.00 | PUT | 394.00 | $14.09 | $6.50 / 272 | $6.71 / 272 | 0 | 1 | 23.048857% | -0.300932 | -0.128756 | 0.007736 | 0.568312 | -0.208356 |
| XSP23Sep22P393.00 | PUT | 393.00 | | $6.29 / 289 | $6.49 / 339 | 0 | 0 | 23.203572% | -0.292862 | -0.127296 | 0.007640 | 0.561287 | -0.202628 |
| XSP23Sep22C393.00 | CALL | 393.00 | | $26.04 / 66 | $27.56 / 65 | 0 | 0 | 21.130359% | 0.707138 | -0.152859 | 0.007640 | 0.561287 | 0.408818 |
| XSP23Sep22C392.00 | CALL | 392.00 | | $26.82 / 65 | $28.34 / 64 | 0 | 0 | 21.232988% | 0.715126 | -0.151275 | 0.007541 | 0.554028 | 0.412924 |
| XSP23Sep22P392.00 | PUT | 392.00 | | $6.08 / 289 | $6.28 / 339 | 0 | 0 | 23.355094% | -0.284874 | -0.125777 | 0.007541 | 0.554028 | -0.196967 |
| XSP23Sep22C391.00 | CALL | 391.00 | | $27.62 / 65 | $29.14 / 64 | 0 | 0 | 21.361673% | 0.723029 | -0.149634 | 0.007439 | 0.546545 | 0.416961 |
| XSP23Sep22P391.00 | PUT | 391.00 | | $5.88 / 306 | $6.08 / 356 | 0 | 0 | 23.513065% | -0.276971 | -0.124201 | 0.007439 | 0.546545 | -0.191373 |
| XSP23Sep22C390.00 | CALL | 390.00 | | $28.40 / 64 | $29.94 / 63 | 0 | 0 | 21.453997% | 0.730843 | -0.147938 | 0.007335 | 0.538847 | 0.420929 |
| XSP23Sep22C389.00 | CALL | 389.00 | | $29.22 / 64 | $30.71 / 63 | 0 | 0 | 21.542768% | 0.738564 | -0.146189 | 0.007227 | 0.530943 | 0.424823 |
| XSP23Sep22P389.00 | PUT | 389.00 | | $5.49 / 323 | $5.69 / 373 | 0 | 0 | 23.812126% | -0.261436 | -0.120886 | 0.007227 | 0.530943 | -0.180400 |
| XSP23Sep22C388.00 | CALL | 388.00 | | $30.03 / 63 | $31.56 / 62 | 0 | 0 | 21.689527% | 0.746189 | -0.144389 | 0.007117 | 0.522845 | 0.428643 |
| XSP23Sep22P388.00 | PUT | 388.00 | | $5.31 / 340 | $5.51 / 390 | 0 | 0 | 23.971709% | -0.253811 | -0.119152 | 0.007117 | 0.522845 | -0.175024 |
| XSP23Sep22C387.00 | CALL | 387.00 | | $30.85 / 63 | $32.38 / 62 | 0 | 0 | 21.800575% | 0.753715 | -0.142542 | 0.007004 | 0.514561 | 0.432387 |
| XSP23Sep22P387.00 | PUT | 387.00 | | $5.13 / 340 | $5.33 / 390 | 0 | 0 | 24.120621% | -0.246285 | -0.117370 | 0.007004 | 0.514561 | -0.169725 |
| XSP23Sep22C386.00 | CALL | 386.00 | | $31.67 / 62 | $33.20 / 61 | 0 | 0 | 21.899331% | 0.761139 | -0.140649 | 0.006889 | 0.506102 | 0.436052 |
| XSP23Sep22C385.00 | CALL | 385.00 | | $32.50 / 62 | $34.03 / 61 | 0 | 0 | 22.003130% | 0.768458 | -0.138713 | 0.006772 | 0.497479 | 0.439636 |
| XSP23Sep22C384.00 | CALL | 384.00 | | $33.33 / 61 | $34.87 / 60 | 0 | 0 | 22.104483% | 0.775668 | -0.136737 | 0.006652 | 0.488704 | 0.443139 |
| XSP23Sep22P384.00 | PUT | 384.00 | | $4.64 / 374 | $4.83 / 424 | 0 | 0 | 24.590389% | -0.224332 | -0.111760 | 0.006652 | 0.488704 | -0.154305 |
| XSP23Sep22P383.00 | PUT | 383.00 | | $4.48 / 391 | $4.67 / 441 | 0 | 0 | 24.734391% | -0.217233 | -0.109811 | 0.006531 | 0.479786 | -0.149330 |
| XSP23Sep22C383.00 | CALL | 383.00 | | $34.17 / 61 | $35.67 / 60 | 0 | 0 | 22.154035% | 0.782767 | -0.134723 | 0.006531 | 0.479786 | 0.446558 |
| XSP23Sep22C382.00 | CALL | 382.00 | | $35.02 / 61 | $36.55 / 60 | 0 | 0 | 22.300282% | 0.789753 | -0.132674 | 0.006408 | 0.470738 | 0.449893 |
| XSP23Sep22P382.00 | PUT | 382.00 | | $4.33 / 391 | $4.52 / 441 | 0 | 0 | 24.888415% | -0.210247 | -0.107826 | 0.006408 | 0.470738 | -0.144440 |
| XSP23Sep22C380.00 | CALL | 380.00 | | $36.70 / 60 | $38.26 / 59 | 0 | 0 | 22.462472% | 0.803375 | -0.128481 | 0.006157 | 0.452295 | 0.456300 |
| XSP23Sep22P380.00 | PUT | 380.00 | | $4.05 / 408 | $4.24 / 458 | 0 | 0 | 25.213009% | -0.196625 | -0.103763 | 0.006157 | 0.452295 | -0.134920 |
| XSP23Sep22C379.00 | CALL | 379.00 | | $37.58 / 59 | $39.12 / 58 | 0 | 0 | 22.577952% | 0.810006 | -0.126342 | 0.006029 | 0.442924 | 0.459371 |
| XSP23Sep22P379.00 | PUT | 379.00 | | $3.91 / 425 | $4.10 / 475 | 0 | 0 | 25.358493% | -0.189994 | -0.101690 | 0.006029 | 0.442924 | -0.130293 |
| XSP23Sep22P378.00 | PUT | 378.00 | | $3.78 / 442 | $3.97 / 492 | 0 | 0 | 25.516033% | -0.183485 | -0.099593 | 0.005900 | 0.433468 | -0.125757 |
| XSP23Sep22C378.00 | CALL | 378.00 | | $38.45 / 59 | $39.98 / 58 | 0 | 0 | 22.666721% | 0.816515 | -0.124180 | 0.005900 | 0.433468 | 0.462352 |
| XSP23Sep22P377.00 | PUT | 377.00 | | $3.66 / 442 | $3.84 / 492 | 0 | 0 | 25.679774% | -0.177100 | -0.097474 | 0.005771 | 0.423940 | -0.121311 |
| XSP23Sep22C377.00 | CALL | 377.00 | | $39.31 / 59 | $40.85 / 58 | 0 | 0 | 22.742457% | 0.822900 | -0.121996 | 0.005771 | 0.423940 | 0.465242 |
| XSP23Sep22P376.00 | PUT | 376.00 | | $3.53 / 459 | $3.71 / 509 | 0 | 0 | 25.815067% | -0.170841 | -0.095336 | 0.005640 | 0.414351 | -0.116958 |
| XSP23Sep22C376.00 | CALL | 376.00 | | $40.19 / 58 | $41.73 / 57 | 0 | 0 | 22.844774% | 0.829159 | -0.119793 | 0.005640 | 0.414351 | 0.468040 |
| XSP23Sep22P375.00 | PUT | 375.00 | | $3.42 / 459 | $3.59 / 509 | 0 | 0 | 25.980066% | -0.164709 | -0.093183 | 0.005509 | 0.404712 | -0.112697 |
| XSP23Sep22C375.00 | CALL | 375.00 | | $41.06 / 58 | $42.60 / 57 | 0 | 0 | 22.905394% | 0.835291 | -0.117575 | 0.005509 | 0.404712 | 0.470745 |
| XSP23Sep22C374.00 | CALL | 374.00 | | $41.94 / 58 | $43.48 / 57 | 0 | 0 | 22.977303% | 0.841294 | -0.115344 | 0.005377 | 0.395036 | 0.473356 |
| XSP23Sep22P374.00 | PUT | 374.00 | | $3.30 / 476 | $3.48 / 526 | 0 | 0 | 26.138436% | -0.158706 | -0.091017 | 0.005377 | 0.395036 | -0.108529 |
| XSP23Sep22P373.00 | PUT | 373.00 | | $3.19 / 476 | $3.36 / 526 | 0 | 0 | 26.281300% | -0.152833 | -0.088840 | 0.005245 | 0.385334 | -0.104456 |
| XSP23Sep22C373.00 | CALL | 373.00 | | $42.80 / 58 | $44.37 / 57 | 0 | 0 | 23.017144% | 0.847167 | -0.113102 | 0.005245 | 0.385334 | 0.475874 |
| XSP23Sep22C370.00 | CALL | 370.00 | $33.89 | $45.50 / 57 | $47.04 / 56 | 0 | 1 | 23.245815% | 0.864000 | -0.106344 | 0.004848 | 0.356186 | 0.482859 |
| XSP23Sep22P370.00 | PUT | 370.00 | $6.55 | $2.88 / 510 | $3.04 / 635 | 0 | 100 | 26.739529% | -0.136000 | -0.082277 | 0.004848 | 0.356186 | -0.092803 |
| XSP23Sep22C365.00 | CALL | 365.00 | | $49.99 / 56 | $51.56 / 55 | 0 | 0 | 23.396364% | 0.889396 | -0.095126 | 0.004194 | 0.308126 | 0.492602 |
| XSP23Sep22P365.00 | PUT | 365.00 | $5.49 | $2.42 / 561 | $2.57 / 686 | 0 | 100 | 27.484771% | -0.110604 | -0.071384 | 0.004194 | 0.308126 | -0.075281 |
| XSP23Sep22C360.00 | CALL | 360.00 | | $54.60 / 55 | $56.16 / 54 | 0 | 0 | 23.515498% | 0.911476 | -0.084234 | 0.003564 | 0.261818 | 0.499996 |
| XSP23Sep22P360.00 | PUT | 360.00 | | $2.03 / 595 | $2.17 / 720 | 0 | 0 | 28.226043% | -0.088524 | -0.060817 | 0.003564 | 0.261818 | -0.060108 |
| XSP23Sep22C355.00 | CALL | 355.00 | | $59.26 / 54 | $60.81 / 53 | 0 | 0 | 23.362841% | 0.930330 | -0.073937 | 0.002972 | 0.218362 | 0.505125 |