Loading listed desk
Naive OI×γ net Δ / Γ / ν / Θ + BS second-order · not dealer inventory · research only, not an OMS
Naive OI×γ: listed γ, else BS from listed mark IV (missing IV → —). Γ/Δ/ν in $M; Θ in $ / day. ν is listed vega × OI in $M per 1 vol point (1%) — vanna / volga stay unscaled per 1 vol point, charm / color unscaled per calendar day. Color is listed or BS-from-listed-IV. Missing γ / ν / vanna / charm / volga / color → —. Not dealer inventory, not a vega×0.05 proxy. Research only, not an OMS.
Listed γ, else BS from listed mark IV in $M. Missing γ and IV → —. Customer-long · not dealer inventory.
| STRIKE | NET DELTA ($M) | NET GAMMA ($M) | NET VEGA ($M / 1 vol pt) | NET THETA ($) | VANNA (1 vol pt) | CHARM (/day) | VOLGA (1 vol pt) | COLOR (/day) |
|---|---|---|---|---|---|---|---|---|
| $72 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $74 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $75 | $-0.00M | $-0.00M | $0.00M | $-0 | -0.00 | 0.00 | 0.03 | 0.00 |
| $76 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $78 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $80 | $-0.01M | $-0.00M | $0.00M | $-45 | -3.31 | 2.45 | 263.14 | 0.13 |
| $82 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $84 | $-0.00M | $-0.00M | $0.00M | $-8 | -0.56 | 0.59 | 37.90 | 0.03 |
| $85 | $-0.00M | $-0.00M | $0.00M | $-35 | -1.31 | 4.31 | 76.74 | 0.59 |
| $86 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $88 | $-0.00M | $-0.00M | $0.00M | $-0 | -0.00 | 0.01 | 0.02 | 0.00 |
| $90 | $-0.01M | $-0.00M | $0.00M | $-71 | -3.70 | 5.23 | 201.14 | 0.35 |
| $91 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $92 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $93 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $94 | $-0.00M | $-0.00M | $0.00M | $-18 | -0.44 | 2.89 | 17.64 | 0.44 |
| $95 | $-0.01M | $-0.00M | $0.00M | $-145 | -6.94 | 10.41 | 323.23 | 0.72 |
| $96 | $0.00M | $-0.00M | $0.00M | $-9 | -0.23 | 1.27 | 8.13 | 0.15 |
| $97 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $98 | $0.00M | $-0.00M | $0.00M | $-81 | -3.38 | 6.53 | 139.58 | 0.56 |
| $99 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $100 | $0.08M | $-0.00M | $0.00M | $-208 | -6.68 | 21.83 | 242.83 | 2.28 |
| $101 | $-0.00M | $-0.00M | $0.00M | $-1 | -0.02 | 0.25 | 0.52 | 0.03 |
| $102 | $0.12M | $0.00M | $0.00M | $-212 | -6.37 | 21.49 | 201.72 | 1.84 |
| $103 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $104 | $0.10M | $0.00M | $0.00M | $-191 | -5.05 | 20.84 | 144.23 | 1.94 |
| $105 | $-0.00M | $-0.00M | $0.00M | $-3 | -0.14 | 0.15 | 4.24 | -0.00 |
| $106 | $0.11M | $0.00M | $0.00M | $-289 | -6.70 | 30.98 | 164.38 | 2.35 |
| $107 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $108 | $0.05M | $-0.00M | $0.00M | $-494 | -8.47 | 64.19 | 164.23 | 4.86 |
| $109 | $0.01M | $-0.00M | $0.00M | $-59 | -1.31 | 3.83 | 25.43 | -0.06 |
| $110 | $0.15M | $-0.00M | $0.00M | $-894 | -17.35 | 147.30 | 311.37 | 30.91 |
| $111 | $0.00M | $-0.00M | $0.00M | $-14 | -0.27 | 0.77 | 4.39 | -0.04 |
| $112 | $-0.04M | $-0.01M | $0.00M | $-704 | -9.20 | 186.19 | 116.60 | 44.42 |
| $113 | $0.02M | $-0.00M | $0.00M | $-179 | -1.97 | 17.99 | 21.53 | -0.61 |
| $114 | $-0.10M | $-0.03M | $0.00M | $-2009 | -21.31 | 562.37 | 200.63 | 103.23 |
| $114.5 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $115 | $0.03M | $-0.00M | $0.00M | $-346 | -5.17 | 21.29 | 49.66 | -3.27 |
| $115.5 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $116 | $-0.10M | $-0.03M | $0.00M | $-1831 | -13.41 | 272.27 | 87.11 | -8.34 |
| $116.5 | $0.00M | $0.00M | $0.00M | $-2 | -0.02 | 0.33 | 0.17 | -0.02 |
| $117 | $-0.00M | $-0.00M | $0.00M | $-24 | -0.13 | 4.07 | 0.63 | -0.60 |
| $117.5 | $0.00M | $0.00M | $0.00M | $-1 | -0.01 | 0.17 | 0.07 | -0.04 |
| $118 | $0.23M | $0.02M | $0.00M | $-3723 | -14.89 | 545.83 | 47.11 | -203.96 |
| $118.5 | $0.00M | $0.00M | $0.00M | $-1 | -0.01 | 0.41 | 0.05 | -0.17 |
| $119 | $0.15M | $0.01M | $0.00M | $-1710 | -3.22 | 123.84 | 5.38 | -125.88 |
| $119.5 | $0.00M | $0.00M | $0.00M | $-2 | -0.01 | 0.21 | 0.01 | -0.44 |
| $120 | $0.31M | $0.03M | $0.00M | $-3586 | 4.58 | -19.15 | -9.61 | -127.30 |
| $120.5 | $0.00M | $0.00M | $0.00M | $-2 | 0.01 | -0.16 | 0.01 | -0.27 |
| $121 | $0.16M | $0.04M | $0.00M | $-3529 | 9.03 | -340.94 | 13.09 | -291.15 |
| $121.5 | $0.00M | $0.00M | $0.00M | $-0 | 0.00 | -0.14 | 0.02 | -0.05 |
| $122 | $0.10M | $0.03M | $0.00M | $-2740 | 13.84 | -441.93 | 40.47 | -147.62 |
| $122.5 | $0.00M | $0.00M | $0.00M | $-1 | 0.02 | -0.49 | 0.09 | 0.00 |
| $123 | $0.01M | $0.01M | $0.00M | $-578 | 4.29 | -150.92 | 19.52 | -14.56 |
| $123.5 | $0.00M | $0.00M | $0.00M | $-1 | 0.05 | -1.67 | 0.36 | 0.34 |
| $124 | $-0.00M | $0.01M | $0.00M | $-915 | 9.11 | -316.72 | 55.62 | 20.89 |
| $124.5 | $-0.00M | $0.00M | $0.00M | $-1 | 0.04 | -1.27 | 0.30 | 0.40 |
| $125 | $0.14M | $0.02M | $0.00M | $-1040 | 14.09 | -151.28 | 99.76 | 15.91 |
| $125.5 | $-0.00M | $0.00M | $0.00M | $-0 | 0.02 | -0.72 | 0.18 | 0.28 |
| $126 | $0.02M | $0.01M | $0.00M | $-571 | 6.07 | -134.61 | 52.16 | 20.62 |
| $126.5 | $-0.00M | $-0.00M | $0.00M | $-0 | 0.00 | -0.17 | 0.04 | 0.07 |
| $127 | $0.00M | $0.00M | $0.00M | $-59 | 0.71 | -20.92 | 7.17 | 6.23 |
| $128 | $0.01M | $0.00M | $0.00M | $-314 | 6.25 | -115.08 | 72.70 | 53.46 |
| $129 | $0.00M | $0.00M | $0.00M | $-11 | 0.26 | -0.71 | 3.58 | -0.04 |
| $130 | $0.08M | $0.02M | $0.00M | $-863 | 16.60 | -118.06 | 241.01 | 15.06 |
| $131 | $-0.01M | $-0.00M | $0.00M | $-13 | 0.46 | -0.41 | 7.37 | -0.03 |
| $132 | $0.01M | $0.00M | $0.00M | $-96 | 2.00 | -13.82 | 33.98 | 1.44 |
| $133 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $134 | $0.00M | $0.00M | $0.00M | $-9 | 0.24 | -3.87 | 4.06 | 0.76 |
| $135 | $0.06M | $0.01M | $0.00M | $-345 | 11.00 | -36.11 | 233.99 | 2.73 |
| $136 | $0.00M | $0.00M | $0.00M | $-0 | 0.00 | -0.01 | 0.00 | 0.01 |
| $138 | $0.00M | $0.00M | $0.00M | $-4 | 0.04 | -1.04 | 0.67 | 0.22 |
| $140 | $0.09M | $0.01M | $0.00M | $-341 | 16.71 | -22.78 | 470.23 | 0.81 |
| $142 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $144 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $145 | $0.01M | $0.00M | $0.00M | $-24 | 1.41 | -1.59 | 50.17 | 0.03 |
| $146 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $148 | $0.02M | $0.00M | $0.00M | $-99 | 5.37 | -5.36 | 195.33 | 0.05 |
| $150 | $0.06M | $0.01M | $0.00M | $-389 | 21.63 | -34.89 | 872.49 | 2.17 |
| $152 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $154 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $155 | $0.00M | $0.00M | $0.00M | $-25 | 1.22 | -3.20 | 53.26 | 0.30 |
| $156 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $158 | $0.01M | $0.00M | $0.00M | $-77 | 4.79 | -4.99 | 221.98 | 0.14 |
| $160 | $0.04M | $0.00M | $0.00M | $-223 | 14.99 | -15.52 | 754.28 | 0.60 |
| $162 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $164 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $165 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $166 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |