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YESTERDAY'S data

Top 25 names in sector: 'All' on

11/25/20

sorted by absolute GrossContracts descending
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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:
2,005,566
Net std vega:
-2,163,089
Net contracts:
-4,323
Gross vega:
41,279,593
Gross std vega:
227,911,656
Gross contracts:
2,819,868
Net delta shares :
1,319,932
Ticker:
Net vega:
-342,918
Net std vega:
4,634,597
Net contracts:
44,533
Gross vega:
48,449,906
Gross std vega:
234,984,800
Gross contracts:
1,448,508
Net delta shares :
-135,627
Ticker:
Net vega:
-72,336
Net std vega:
297,014
Net contracts:
28,424
Gross vega:
3,113,927
Gross std vega:
12,708,523
Gross contracts:
1,426,786
Net delta shares :
27,093
Ticker:
Net vega:
469,510
Net std vega:
1,291,697
Net contracts:
41,305
Gross vega:
8,444,818
Gross std vega:
39,809,991
Gross contracts:
1,134,388
Net delta shares :
-93,366
Ticker:
Net vega:
6,798
Net std vega:
-87,595
Net contracts:
-7,347
Gross vega:
2,070,015
Gross std vega:
13,067,370
Gross contracts:
839,540
Net delta shares :
21,928
Ticker:
Net vega:
-7,604,797
Net std vega:
-9,449,712
Net contracts:
10,645
Gross vega:
140,205,446
Gross std vega:
528,694,425
Gross contracts:
817,318
Net delta shares :
6,014,989
Ticker:
Net vega:
889,783
Net std vega:
2,158,035
Net contracts:
36,196
Gross vega:
10,932,422
Gross std vega:
53,398,157
Gross contracts:
613,485
Net delta shares :
-298,366
Ticker:
Net vega:
-12,207
Net std vega:
99,526
Net contracts:
1,385
Gross vega:
1,581,015
Gross std vega:
7,048,742
Gross contracts:
610,648
Net delta shares :
20,366
Ticker:
Net vega:
90,116
Net std vega:
376,978
Net contracts:
7,890
Gross vega:
2,947,417
Gross std vega:
13,055,382
Gross contracts:
454,798
Net delta shares :
3,955
Ticker:
Net vega:
60,142
Net std vega:
153,546
Net contracts:
33,134
Gross vega:
521,377
Gross std vega:
1,718,792
Gross contracts:
372,506
Net delta shares :
9,324
Ticker:
Net vega:
7,748
Net std vega:
1,757,565
Net contracts:
2,915
Gross vega:
47,637,351
Gross std vega:
336,749,783
Gross contracts:
366,760
Net delta shares :
-2,182,233
Ticker:
Net vega:
382,373
Net std vega:
841,547
Net contracts:
26,307
Gross vega:
6,797,079
Gross std vega:
18,403,468
Gross contracts:
366,172
Net delta shares :
-254,226
Ticker:
Net vega:
-542,070
Net std vega:
-964,720
Net contracts:
-43,934
Gross vega:
3,504,191
Gross std vega:
9,105,666
Gross contracts:
348,992
Net delta shares :
-241,547
Ticker:
Net vega:
404
Net std vega:
11,247
Net contracts:
-3,887
Gross vega:
452,651
Gross std vega:
2,078,679
Gross contracts:
335,551
Net delta shares :
495
Ticker:
Net vega:
288,681
Net std vega:
777,403
Net contracts:
60,088
Gross vega:
1,955,604
Gross std vega:
4,388,702
Gross contracts:
325,950
Net delta shares :
-237,255
Ticker:
Net vega:
156,408
Net std vega:
641,693
Net contracts:
84,733
Gross vega:
568,187
Gross std vega:
1,919,932
Gross contracts:
292,953
Net forward SPX vega :
-46,487
Ticker:
Net vega:
5,572
Net std vega:
14,480
Net contracts:
5,178
Gross vega:
352,161
Gross std vega:
892,689
Gross contracts:
266,877
Net delta shares :
11,783
Ticker:
Net vega:
9,473
Net std vega:
89,402
Net contracts:
31,729
Gross vega:
297,018
Gross std vega:
755,585
Gross contracts:
260,868
Net delta shares :
4,772
Ticker:
Net vega:
78
Net std vega:
-218,934
Net contracts:
-7,431
Gross vega:
3,284,059
Gross std vega:
17,010,585
Gross contracts:
260,534
Net delta shares :
-14,631
Ticker:
Net vega:
21,737
Net std vega:
45,653
Net contracts:
4,044
Gross vega:
440,593
Gross std vega:
2,193,276
Gross contracts:
248,003
Net delta shares :
20,717
Ticker:
Net vega:
-40,573
Net std vega:
-260,045
Net contracts:
-45,862
Gross vega:
494,663
Gross std vega:
2,015,907
Gross contracts:
242,471
Net delta shares :
88,060
Ticker:
Net vega:
-209
Net std vega:
-78,554
Net contracts:
-7,688
Gross vega:
415,647
Gross std vega:
1,649,100
Gross contracts:
240,318
Net delta shares :
-989
Ticker:
Net vega:
63,673
Net std vega:
-128,991
Net contracts:
-4,316
Gross vega:
4,736,670
Gross std vega:
19,052,239
Gross contracts:
237,116
Net delta shares :
-265,527
Ticker:
Net vega:
71,392
Net std vega:
229,474
Net contracts:
34,999
Gross vega:
562,242
Gross std vega:
1,976,888
Gross contracts:
233,286
Net delta shares :
51,884
Ticker:
Net vega:
61,428
Net std vega:
254,910
Net contracts:
-1,139
Gross vega:
3,645,092
Gross std vega:
18,552,367
Gross contracts:
227,429
Net delta shares :
-4,783