| Calls | Strike Price |
Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Gamma | High | Low | Prev | Change | Last | Last | Change | Prev | High | Low | Gamma | |
| 0 | ... | ... | 1.349 | 0.004 | 1.353 | 400 | 0.001 | 0 | 0.001 | ... | ... | 0.005255 |
| 0 | ... | ... | 1.324 | 0.004 | 1.328 | 425 | 0.001 | 0 | 0.001 | ... | ... | 0.005699 |
| 0 | ... | ... | 1.299 | 0.004 | 1.303 | 450 | 0.001 | 0 | 0.001 | ... | ... | 0.006168 |
| 0 | ... | ... | 1.274 | 0.004 | 1.278 | 475 | 0.001 | 0 | 0.001 | ... | ... | 0.006665 |
| 0 | ... | ... | 1.249 | 0.004 | 1.253 | 500 | 0.001 | 0 | 0.001 | ... | ... | 0.007193 |
| 0 | ... | ... | 1.224 | 0.004 | 1.228 | 525 | 0.001 | 0 | 0.001 | ... | ... | 0.007752 |
| 0.03526 | ... | ... | 1.199 | 0.004 | 1.203 | 550 | 0.001 | 0 | 0.001 | ... | ... | 0.008346 |
| 0.037837 | ... | ... | 1.174 | 0.004 | 1.178 | 575 | 0.001 | 0 | 0.001 | ... | ... | 0.008978 |
| 0.040562 | ... | ... | 1.149 | 0.004 | 1.153 | 600 | 0.001 | 0 | 0.001 | ... | ... | 0.009652 |
| 0.043446 | ... | ... | 1.124 | 0.004 | 1.128 | 625 | 0.001 | 0 | 0.001 | ... | ... | 0.01037 |
| 0.046503 | ... | ... | 1.099 | 0.004 | 1.103 | 650 | 0.001 | 0 | 0.001 | ... | ... | 0.011136 |
| 0.049746 | ... | ... | 1.074 | 0.004 | 1.078 | 675 | 0.001 | 0 | 0.001 | ... | ... | 0.011956 |
| 0.053191 | ... | ... | 1.049 | 0.004 | 1.053 | 700 | 0.001 | 0 | 0.001 | ... | ... | 0.012834 |
| 0.056856 | ... | ... | 1.024 | 0.004 | 1.028 | 725 | 0.001 | 0 | 0.001 | ... | ... | 0.013774 |
| 0.060758 | ... | ... | 0.999 | 0.004 | 1.003 | 750 | 0.001 | 0 | 0.001 | ... | ... | 0.014784 |
| 0.064921 | ... | ... | 0.974 | 0.004 | 0.978 | 775 | 0.001 | 0 | 0.001 | ... | ... | 0.01587 |
| 0.069366 | ... | ... | 0.949 | 0.004 | 0.953 | 800 | 0.001 | 0 | 0.001 | ... | ... | 0.01704 |
| 0.07412 | ... | ... | 0.924 | 0.004 | 0.928 | 825 | 0.001 | 0 | 0.001 | ... | ... | 0.018302 |
| 0.079213 | ... | ... | 0.899 | 0.004 | 0.903 | 850 | 0.001 | 0 | 0.001 | ... | ... | 0.019665 |
| 0.084678 | ... | ... | 0.874 | 0.004 | 0.878 | 875 | 0.001 | 0 | 0.001 | ... | ... | 0.021141 |
| 0.090552 | ... | ... | 0.849 | 0.004 | 0.853 | 900 | 0.001 | 0 | 0.001 | ... | ... | 0.022744 |
| 0.096876 | ... | ... | 0.824 | 0.004 | 0.828 | 925 | 0.001 | 0 | 0.001 | ... | ... | 0.024486 |
| 0.103699 | ... | ... | 0.799 | 0.004 | 0.803 | 950 | 0.001 | 0 | 0.001 | ... | ... | 0.026383 |
| 0.111076 | ... | ... | 0.774 | 0.004 | 0.778 | 975 | 0.001 | 0 | 0.001 | ... | ... | 0.028456 |
| 0.119067 | ... | ... | 0.749 | 0.004 | 0.753 | 1000 | 0.001 | 0 | 0.001 | ... | ... | 0.030726 |
| 0.127744 | ... | ... | 0.724 | 0.004 | 0.728 | 1025 | 0.001 | 0 | 0.001 | ... | ... | 0.033218 |
| 0.13719 | ... | ... | 0.699 | 0.004 | 0.703 | 1050 | 0.001 | 0 | 0.001 | ... | ... | 0.03596 |
| 0.147498 | ... | ... | 0.674 | 0.004 | 0.678 | 1075 | 0.001 | 0 | 0.001 | ... | ... | 0.03899 |
| 0.15878 | ... | ... | 0.649 | 0.004 | 0.653 | 1100 | 0.001 | 0 | 0.001 | ... | ... | 0.042348 |
| 0.171165 | ... | ... | 0.624 | 0.004 | 0.628 | 1125 | 0.001 | 0 | 0.001 | ... | ... | 0.046079 |
| 0.184803 | ... | ... | 0.599 | 0.004 | 0.603 | 1150 | 0.001 | 0 | 0.001 | ... | ... | 0.050245 |
| 0.199876 | ... | ... | 0.574 | 0.004 | 0.578 | 1175 | 0.001 | 0 | 0.001 | ... | ... | 0.054918 |
| 0.216596 | ... | ... | 0.549 | 0.004 | 0.553 | 1200 | 0.001 | 0 | 0.001 | ... | ... | 0.060176 |
| 0.235221 | ... | ... | 0.524 | 0.004 | 0.528 | 1225 | 0.001 | 0 | 0.001 | ... | ... | 0.066126 |
| 0.25606 | ... | ... | 0.499 | 0.004 | 0.503 | 1250 | 0.001 | 0 | 0.001 | ... | ... | 0.072897 |
| 0.279492 | ... | ... | 0.474 | 0.004 | 0.478 | 1275 | 0.001 | 0 | 0.001 | ... | ... | 0.080639 |
| 0.305981 | ... | ... | 0.449 | 0.004 | 0.453 | 1300 | 0.001 | 0 | 0.001 | ... | ... | 0.089565 |
| 0.336107 | ... | ... | 0.424 | 0.004 | 0.428 | 1325 | 0.001 | 0 | 0.001 | ... | ... | 0.099921 |
| 0.370598 | ... | ... | 0.399 | 0.004 | 0.403 | 1350 | 0.001 | 0 | 0.001 | ... | ... | 0.112031 |
| 0.410379 | ... | ... | 0.374 | 0.004 | 0.378 | 1375 | 0.001 | 0 | 0.001 | ... | ... | 0.126334 |
| 0.456648 | ... | ... | 0.349 | 0.004 | 0.353 | 1400 | 0.001 | 0 | 0.001 | ... | ... | 0.143391 |
| 0.510977 | ... | ... | 0.324 | 0.004 | 0.328 | 1425 | 0.001 | 0 | 0.001 | ... | ... | 0.163988 |
| 0.575465 | ... | ... | 0.299 | 0.004 | 0.303 | 1450 | 0.001 | 0 | 0.001 | ... | ... | 0.18918 |
| 0.652983 | ... | ... | 0.274 | 0.004 | 0.278 | 1475 | 0.001 | 0 | 0.001 | ... | ... | 0.22052 |
| 0.747541 | ... | ... | 0.249 | 0.004 | 0.253 | 1500 | 0.001 | 0 | 0.001 | ... | ... | 0.260216 |
| 0.864916 | ... | ... | 0.224 | 0.004 | 0.228 | 1525 | 0.001 | 0 | 0.001 | ... | ... | 0.311669 |
| 1.013715 | ... | ... | 0.199 | 0.004 | 0.203 | 1550 | 0.001 | 0 | 0.001 | ... | ... | 0.380232 |
| 1.207306 | ... | ... | 0.174 | 0.004 | 0.178 | 1575 | 0.001 | 0 | 0.001 | ... | ... | 0.474798 |
| 1.467561 | ... | ... | 0.149 | 0.004 | 0.153 | 1600 | 0.001 | 0 | 0.001 | ... | ... | 0.611191 |
| 1.832743 | ... | ... | 0.124 | 0.004 | 0.128 | 1625 | 0.001 | 0 | 0.001 | ... | ... | 0.820053 |
| 2.376043 | ... | ... | 0.099 | 0.004 | 0.103 | 1650 | 0.001 | 0 | 0.001 | ... | ... | 1.168139 |
| 3.25625 | ... | ... | 0.074 | 0.004 | 0.078 | 1675 | 0.001 | 0 | 0.001 | ... | ... | 1.82822 |
| 4.89205 | ... | ... | 0.049 | 0.004 | 0.053 | 1700 | 0.001 | 0 | 0.001 | ... | ... | 3.396416 |
| 8.856764 | ... | ... | 0.025 | 0.003 | 0.028 | 1725 | 0.001 | -0.001 | 0.001 | ... | ... | 9.633443 |
| 22.764743 | ... | ... | 0.003 | 0.002 | 0.005 | 1750 | 0.002 | -0.002 | 0.004 | ... | ... | 0 |
| 7.785332 | ... | ... | 0.001 | 0 | 0.001 | 1775 | 0.023 | -0.004 | 0.027 | ... | ... | 0 |
| 2.884071 | ... | ... | 0.001 | 0 | 0.001 | 1800 | 0.047 | -0.004 | 0.051 | 0.051 | 0.051 | 0 |
| 1.710867 | ... | ... | 0.001 | 0 | 0.001 | 1825 | 0.072 | -0.004 | 0.076 | ... | ... | 0 |
| 1.165677 | ... | ... | 0.001 | 0 | 0.001 | 1850 | 0.097 | -0.004 | 0.101 | ... | ... | 0 |
| 0.860839 | ... | ... | 0.001 | 0 | 0.001 | 1875 | 0.122 | -0.004 | 0.126 | ... | ... | 0 |
| 0.670185 | ... | ... | 0.001 | 0 | 0.001 | 1900 | 0.147 | -0.004 | 0.151 | ... | ... | 0 |
| 0.541628 | ... | ... | 0.001 | 0 | 0.001 | 1925 | 0.172 | -0.004 | 0.176 | ... | ... | 0 |
| 0.450109 | ... | ... | 0.001 | 0 | 0.001 | 1950 | 0.197 | -0.004 | 0.201 | ... | ... | 0 |
| 0.382226 | ... | ... | 0.001 | 0 | 0.001 | 1975 | 0.222 | -0.004 | 0.226 | ... | ... | 0 |
| 0.330219 | ... | ... | 0.001 | 0 | 0.001 | 2000 | 0.247 | -0.004 | 0.251 | ... | ... | 0 |
| 0.289355 | ... | ... | 0.001 | 0 | 0.001 | 2025 | 0.272 | -0.004 | 0.276 | ... | ... | 0 |
| 0.256506 | ... | ... | 0.001 | 0 | 0.001 | 2050 | 0.297 | -0.004 | 0.301 | ... | ... | 0 |
| 0.229679 | ... | ... | 0.001 | 0 | 0.001 | 2075 | 0.322 | -0.004 | 0.326 | ... | ... | 0 |
| 0.207376 | ... | ... | 0.001 | 0 | 0.001 | 2100 | 0.347 | -0.004 | 0.351 | ... | ... | 0 |
| 0.188643 | ... | ... | 0.001 | 0 | 0.001 | 2125 | 0.372 | -0.004 | 0.376 | ... | ... | 0 |
| 0.172691 | ... | ... | 0.001 | 0 | 0.001 | 2150 | 0.397 | -0.004 | 0.401 | ... | ... | 0 |
| 0.158984 | ... | ... | 0.001 | 0 | 0.001 | 2175 | 0.422 | -0.004 | 0.426 | ... | ... | 0 |
| 0.147109 | ... | ... | 0.001 | 0 | 0.001 | 2200 | 0.447 | -0.004 | 0.451 | ... | ... | 0 |
| 0.136725 | ... | ... | 0.001 | 0 | 0.001 | 2225 | 0.472 | -0.004 | 0.476 | ... | ... | 0 |
| 0.127591 | ... | ... | 0.001 | 0 | 0.001 | 2250 | 0.497 | -0.004 | 0.501 | ... | ... | 0 |
| 0.119499 | ... | ... | 0.001 | 0 | 0.001 | 2275 | 0.522 | -0.004 | 0.526 | ... | ... | 0 |
| 0.112289 | ... | ... | 0.001 | 0 | 0.001 | 2300 | 0.547 | -0.004 | 0.551 | ... | ... | 0 |
| 0.105838 | ... | ... | 0.001 | 0 | 0.001 | 2325 | 0.572 | -0.004 | 0.576 | ... | ... | 0 |
| 0.100034 | ... | ... | 0.001 | 0 | 0.001 | 2350 | 0.597 | -0.004 | 0.601 | ... | ... | 0 |
| 0.09478 | ... | ... | 0.001 | 0 | 0.001 | 2375 | 0.622 | -0.004 | 0.626 | ... | ... | 0 |
| 0.090012 | ... | ... | 0.001 | 0 | 0.001 | 2400 | 0.647 | -0.004 | 0.651 | ... | ... | 0 |
| 0.085675 | ... | ... | 0.001 | 0 | 0.001 | 2425 | 0.672 | -0.004 | 0.676 | ... | ... | 0 |
| 0.081712 | ... | ... | 0.001 | 0 | 0.001 | 2450 | 0.697 | -0.004 | 0.701 | ... | ... | 0 |
| 0.078071 | ... | ... | 0.001 | 0 | 0.001 | 2475 | 0.722 | -0.004 | 0.726 | ... | ... | 0 |
| 0.074722 | ... | ... | 0.001 | 0 | 0.001 | 2500 | 0.747 | -0.004 | 0.751 | ... | ... | 0 |
| 0.071634 | ... | ... | 0.001 | 0 | 0.001 | 2525 | 0.772 | -0.004 | 0.776 | ... | ... | 0 |
| 0.068778 | ... | ... | 0.001 | 0 | 0.001 | 2550 | 0.797 | -0.004 | 0.801 | ... | ... | 0 |
| 0.06613 | ... | ... | 0.001 | 0 | 0.001 | 2575 | 0.822 | -0.004 | 0.826 | ... | ... | 0 |
| 0.063668 | ... | ... | 0.001 | 0 | 0.001 | 2600 | 0.847 | -0.004 | 0.851 | ... | ... | 0 |
| 0.061374 | ... | ... | 0.001 | 0 | 0.001 | 2625 | 0.872 | -0.004 | 0.876 | ... | ... | 0 |
| 0.059235 | ... | ... | 0.001 | 0 | 0.001 | 2650 | 0.897 | -0.004 | 0.901 | ... | ... | 0 |
| 0.057234 | ... | ... | 0.001 | 0 | 0.001 | 2675 | 0.922 | -0.004 | 0.926 | ... | ... | 0 |
| 0.055359 | ... | ... | 0.001 | 0 | 0.001 | 2700 | 0.947 | -0.004 | 0.951 | ... | ... | 0 |
| 0.053596 | ... | ... | 0.001 | 0 | 0.001 | 2725 | 0.972 | -0.004 | 0.976 | ... | ... | 0 |
| 0.051939 | ... | ... | 0.001 | 0 | 0.001 | 2750 | 0.997 | -0.004 | 1.001 | ... | ... | 0 |
| 0.050379 | ... | ... | 0.001 | 0 | 0.001 | 2775 | 1.022 | -0.004 | 1.026 | ... | ... | 0 |
| 0.048909 | ... | ... | 0.001 | 0 | 0.001 | 2800 | 1.047 | -0.004 | 1.051 | ... | ... | 0 |
| 0.047522 | ... | ... | 0.001 | 0 | 0.001 | 2825 | 1.072 | -0.004 | 1.076 | ... | ... | 0 |
| 0.04621 | ... | ... | 0.001 | 0 | 0.001 | 2850 | 1.097 | -0.004 | 1.101 | ... | ... | 0 |
| 0.044965 | ... | ... | 0.001 | 0 | 0.001 | 2875 | 1.122 | -0.004 | 1.126 | ... | ... | 0 |
| 0.043784 | ... | ... | 0.001 | 0 | 0.001 | 2900 | 1.147 | -0.004 | 1.151 | ... | ... | 0 |
| 0.042664 | ... | ... | 0.001 | 0 | 0.001 | 2925 | 1.172 | -0.004 | 1.176 | ... | ... | 0 |
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