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Top 25 names in sector: 'All' on 02/25/20
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Ticker Net vega,$ Net standardized vega,$ Net contracts Gross vega,$ Gross standardized vega,$ Gross contracts Net delta shares
Ticker:
Net vega:
3,682,892
Net std vega:
21,089,287
Net contracts:
156,230
Gross vega:
113,166,708
Gross std vega:
578,028,683
Gross contracts:
6,035,353
Net delta shares :
4,106,566
Ticker:
Net vega:
-5,273,905
Net std vega:
-12,764,947
Net contracts:
-8,353
Gross vega:
352,327,836
Gross std vega:
1,264,106,295
Gross contracts:
1,680,928
Net delta shares :
-149,007
Ticker:
Net vega:
-1,865,412
Net std vega:
-3,926,497
Net contracts:
-67,550
Gross vega:
25,705,631
Gross std vega:
99,337,645
Gross contracts:
1,473,091
Net delta shares :
3,030,436
Ticker:
Net vega:
47,500
Net std vega:
571,609
Net contracts:
51,960
Gross vega:
2,188,534
Gross std vega:
7,607,728
Gross contracts:
1,157,337
Net forward SPX vega :
2,911,059
Ticker:
Net vega:
535,724
Net std vega:
915,421
Net contracts:
18,712
Gross vega:
11,239,941
Gross std vega:
45,717,288
Gross contracts:
926,315
Net delta shares :
144,089
Ticker:
Net vega:
-1,359,124
Net std vega:
-3,949,859
Net contracts:
-50,469
Gross vega:
17,199,528
Gross std vega:
75,261,577
Gross contracts:
920,004
Net delta shares :
-580,576
Ticker:
Net vega:
1,980,397
Net std vega:
5,204,239
Net contracts:
65,702
Gross vega:
5,222,389
Gross std vega:
15,435,947
Gross contracts:
704,178
Net delta shares :
-4,007,489
Ticker:
Net vega:
-1,227
Net std vega:
117,829
Net contracts:
21,819
Gross vega:
678,230
Gross std vega:
3,041,121
Gross contracts:
555,746
Net delta shares :
-510,387
Ticker:
Net vega:
-75,350
Net std vega:
1,822,272
Net contracts:
10,123
Gross vega:
7,126,296
Gross std vega:
21,873,642
Gross contracts:
466,704
Net delta shares :
2,160,119
Ticker:
Net vega:
-450,109
Net std vega:
-421,538
Net contracts:
-2,521
Gross vega:
7,007,453
Gross std vega:
22,643,186
Gross contracts:
457,387
Net delta shares :
652,954
Ticker:
Net vega:
843,906
Net std vega:
3,608,090
Net contracts:
14,470
Gross vega:
16,427,144
Gross std vega:
90,255,541
Gross contracts:
434,365
Net delta shares :
-104,972
Ticker:
Net vega:
-99,427
Net std vega:
-92,340
Net contracts:
-14,384
Gross vega:
1,609,481
Gross std vega:
5,092,987
Gross contracts:
385,603
Net delta shares :
671,916
Ticker:
Net vega:
-88,144
Net std vega:
-245,649
Net contracts:
-15,802
Gross vega:
1,458,824
Gross std vega:
5,714,190
Gross contracts:
376,474
Net delta shares :
-138,060
Ticker:
Net vega:
9,940
Net std vega:
52,918
Net contracts:
30,954
Gross vega:
155,995
Gross std vega:
543,755
Gross contracts:
362,068
Net delta shares :
889,476
Ticker:
Net vega:
114,014
Net std vega:
308,438
Net contracts:
82,494
Gross vega:
708,262
Gross std vega:
1,666,267
Gross contracts:
321,739
Net delta shares :
1,617,419
Ticker:
Net vega:
186,141
Net std vega:
392,656
Net contracts:
35,412
Gross vega:
1,178,200
Gross std vega:
3,187,679
Gross contracts:
317,991
Net delta shares :
2,273,806
Ticker:
Net vega:
-97,695
Net std vega:
-86,957
Net contracts:
7,129
Gross vega:
1,056,322
Gross std vega:
3,010,681
Gross contracts:
310,382
Net delta shares :
-399,670
Ticker:
Net vega:
-111,912
Net std vega:
-207,871
Net contracts:
11,399
Gross vega:
1,613,100
Gross std vega:
5,364,905
Gross contracts:
272,088
Net delta shares :
-778,310
Ticker:
Net vega:
52,162
Net std vega:
153,746
Net contracts:
33,849
Gross vega:
491,944
Gross std vega:
1,480,614
Gross contracts:
251,254
Net delta shares :
718,027
Ticker:
Net vega:
67,441
Net std vega:
91,146
Net contracts:
34,252
Gross vega:
341,969
Gross std vega:
743,404
Gross contracts:
227,732
Net delta shares :
1,093,209
Ticker:
Net vega:
9,443
Net std vega:
25,093
Net contracts:
4,599
Gross vega:
229,723
Gross std vega:
1,155,592
Gross contracts:
225,477
Net delta shares :
-265,934
Ticker:
Net vega:
123,955
Net std vega:
303,326
Net contracts:
28,847
Gross vega:
753,122
Gross std vega:
2,240,960
Gross contracts:
217,369
Net delta shares :
793,777
Ticker:
Net vega:
92,930
Net std vega:
202,480
Net contracts:
8,415
Gross vega:
1,421,988
Gross std vega:
4,897,196
Gross contracts:
204,361
Net delta shares :
203,799
Ticker:
Net vega:
-218,920
Net std vega:
-1,012,855
Net contracts:
-13,571
Gross vega:
3,216,775
Gross std vega:
12,002,208
Gross contracts:
198,181
Net delta shares :
-441,161
Ticker:
Net vega:
-108,715
Net std vega:
-145,922
Net contracts:
-1,724
Gross vega:
3,199,928
Gross std vega:
14,406,382
Gross contracts:
184,659
Net delta shares :
-256,953