Resolving liquidity matrix...
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 | $-52 | -3.52 | 2.96 | 264.27 | 0.17 |
| $82 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $84 | $-0.00M | $-0.00M | $0.00M | $-10 | -0.63 | 0.68 | 39.53 | 0.03 |
| $85 | $-0.00M | $-0.00M | $0.00M | $-62 | -1.60 | 8.05 | 83.40 | 0.99 |
| $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 | $-83 | -4.01 | 6.32 | 203.11 | 0.43 |
| $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 | $-31 | -0.56 | 4.64 | 19.40 | 0.58 |
| $95 | $-0.01M | $-0.00M | $0.00M | $-167 | -7.29 | 12.58 | 313.02 | 0.85 |
| $96 | $0.00M | $-0.00M | $0.00M | $-12 | -0.28 | 1.67 | 8.90 | 0.17 |
| $97 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $98 | $0.00M | $-0.00M | $0.00M | $-98 | -3.58 | 8.22 | 134.22 | 0.65 |
| $99 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $100 | $0.07M | $-0.00M | $0.00M | $-262 | -7.21 | 27.81 | 232.96 | 2.49 |
| $101 | $-0.00M | $-0.00M | $0.00M | $-2 | -0.03 | 0.32 | 0.59 | 0.04 |
| $102 | $0.12M | $0.00M | $0.00M | $-255 | -6.84 | 25.63 | 193.08 | 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 | $-236 | -5.33 | 24.99 | 132.52 | 1.82 |
| $105 | $-0.00M | $-0.00M | $0.00M | $-4 | -0.13 | 0.14 | 3.55 | -0.00 |
| $106 | $0.10M | $-0.00M | $0.00M | $-346 | -6.99 | 35.36 | 147.42 | 1.87 |
| $107 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $108 | $0.04M | $-0.01M | $0.00M | $-618 | -9.05 | 77.79 | 145.79 | 4.48 |
| $109 | $0.01M | $-0.00M | $0.00M | $-63 | -1.30 | 3.69 | 21.32 | -0.17 |
| $110 | $0.11M | $-0.01M | $0.00M | $-1500 | -18.70 | 315.85 | 255.32 | 44.99 |
| $111 | $0.00M | $-0.00M | $0.00M | $-16 | -0.26 | 0.73 | 3.44 | -0.07 |
| $112 | $-0.07M | $-0.02M | $0.00M | $-1297 | -10.56 | 322.75 | 93.30 | 32.58 |
| $113 | $0.02M | $-0.00M | $0.00M | $-201 | -1.82 | 16.17 | 14.88 | -1.78 |
| $114 | $-0.18M | $-0.04M | $0.00M | $-3313 | -22.64 | 783.67 | 137.66 | -2.74 |
| $114.5 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $115 | $0.01M | $-0.00M | $0.00M | $-353 | -3.32 | 14.47 | 20.67 | -4.78 |
| $115.5 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $116 | $-0.16M | $-0.03M | $0.00M | $-2378 | -10.01 | 266.34 | 34.36 | -95.98 |
| $116.5 | $0.00M | $0.00M | $0.00M | $-2 | -0.02 | 0.21 | 0.05 | -0.12 |
| $117 | $-0.01M | $-0.00M | $0.00M | $-118 | -0.31 | 13.62 | 0.53 | -12.61 |
| $117.5 | $0.00M | $0.00M | $0.00M | $-3 | -0.01 | 0.19 | 0.01 | -0.37 |
| $118 | $0.09M | $0.02M | $0.00M | $-3980 | 0.87 | -12.66 | -0.87 | -408.69 |
| $118.5 | $0.00M | $0.00M | $0.00M | $-4 | 0.02 | -0.32 | 0.02 | -0.60 |
| $119 | $0.09M | $0.02M | $0.00M | $-1617 | 5.15 | -170.46 | 6.62 | -151.62 |
| $119.5 | $0.00M | $0.00M | $0.00M | $-1 | 0.02 | -0.63 | 0.07 | -0.23 |
| $120 | $0.19M | $0.03M | $0.00M | $-3256 | 20.49 | -248.38 | 43.60 | -90.61 |
| $120.5 | $0.00M | $0.00M | $0.00M | $-1 | 0.02 | -0.48 | 0.11 | -0.01 |
| $121 | $0.04M | $0.03M | $0.00M | $-2683 | 18.10 | -759.70 | 76.48 | -86.45 |
| $121.5 | $0.00M | $0.00M | $0.00M | $-0 | 0.00 | -0.16 | 0.03 | 0.04 |
| $122 | $0.03M | $0.02M | $0.00M | $-2222 | 18.51 | -619.32 | 102.20 | 1.73 |
| $122.5 | $0.00M | $0.00M | $0.00M | $-0 | 0.01 | -0.38 | 0.08 | 0.14 |
| $123 | $0.00M | $0.01M | $0.00M | $-547 | 4.71 | -195.31 | 30.91 | 17.23 |
| $123.5 | $0.00M | $0.00M | $0.00M | $-0 | 0.03 | -1.14 | 0.26 | 0.48 |
| $124 | $-0.02M | $0.01M | $0.00M | $-812 | 7.41 | -309.19 | 56.42 | 43.75 |
| $124.5 | $-0.00M | $0.00M | $0.00M | $-1 | 0.02 | -0.85 | 0.19 | 0.38 |
| $125 | $0.11M | $0.02M | $0.00M | $-987 | 16.10 | -162.70 | 159.28 | 17.20 |
| $125.5 | $-0.00M | $0.00M | $0.00M | $-0 | 0.01 | -0.49 | 0.11 | 0.23 |
| $126 | $0.02M | $0.01M | $0.00M | $-542 | 5.45 | -146.68 | 54.71 | 20.84 |
| $126.5 | $-0.00M | $-0.00M | $0.00M | $-0 | 0.00 | -0.12 | 0.03 | 0.05 |
| $127 | $0.00M | $0.00M | $0.00M | $-74 | 0.64 | -27.81 | 6.44 | 5.69 |
| $128 | $0.01M | $0.00M | $0.00M | $-598 | 7.34 | -237.93 | 89.82 | 57.54 |
| $129 | $0.00M | $0.00M | $0.00M | $-10 | 0.28 | -0.76 | 4.66 | -0.02 |
| $130 | $0.07M | $0.01M | $0.00M | $-940 | 16.57 | -207.58 | 269.02 | 35.72 |
| $131 | $-0.01M | $-0.00M | $0.00M | $-12 | 0.52 | -0.45 | 10.15 | -0.02 |
| $132 | $0.01M | $0.00M | $0.00M | $-141 | 2.70 | -33.00 | 50.75 | 6.38 |
| $133 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $134 | $0.00M | $0.00M | $0.00M | $-73 | 0.57 | -36.90 | 7.92 | 10.37 |
| $135 | $0.05M | $0.01M | $0.00M | $-322 | 11.03 | -35.00 | 265.68 | 2.78 |
| $136 | $0.00M | $0.00M | $0.00M | $-16 | 0.08 | -8.05 | 1.06 | 2.38 |
| $138 | $0.00M | $0.00M | $0.00M | $-22 | 0.12 | -9.79 | 1.71 | 2.78 |
| $140 | $0.08M | $0.01M | $0.00M | $-306 | 16.64 | -22.18 | 515.78 | 0.96 |
| $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 | $0.00M | $0.00M | $0.00M | $-22 | 1.36 | -1.53 | 52.01 | 0.04 |
| $146 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $148 | $0.02M | $0.00M | $0.00M | $-85 | 5.42 | -5.29 | 216.62 | 0.10 |
| $150 | $0.05M | $0.01M | $0.00M | $-338 | 19.98 | -32.47 | 850.83 | 2.25 |
| $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 | $-21 | 1.06 | -2.80 | 47.36 | 0.28 |
| $156 | $0.00M | $0.00M | $0.00M | $0 | 0.00 | 0.00 | 0.00 | 0.00 |
| $158 | $0.01M | $0.00M | $0.00M | $-67 | 4.50 | -4.67 | 219.62 | 0.16 |
| $160 | $0.03M | $0.00M | $0.00M | $-193 | 13.93 | -14.65 | 735.05 | 0.68 |
| $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 |
−OI × greek by strike (customer-long convention) · naive OI×γ, not dealer inventory · click a bar for strike insight
−OI × greek by strike (customer-long → dealer-short convention) · naive OI×γ, not dealer inventory · listed strikes only · click a bar for strike insight
−OI × greek by strike (customer-long → dealer-short convention) · naive OI×γ, not dealer inventory · listed strikes only · click a bar for strike insight
−OI × greek by strike (customer-long → dealer-short convention) · naive OI×γ, not dealer inventory · listed strikes only · click a bar for strike insight
−OI × greek by strike (customer-long → dealer-short convention) · naive OI×γ, not dealer inventory · listed strikes only · click a bar for strike insight