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GOLDMAN SACHS JUST US LARGE CAP EQUITY

Wed, Jun 25

Strike Proximity

10

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calls																Puts
Charm	Vanna	Vega	Theo	Gamma	Theta	Delta	IV	Bid/Ask Vol	Avg	High	Low	Last	OI	OI	Volume	Strike	Volume	OI	OI	Last	Low	High	Avg	Bid/Ask Vol	IV	Delta	Theta	Gamma	Theo	Vega	Vanna	Charm
0.016	-0.699	0.031	6.47	0.032	-0.014	0.922	21%	-	-			-	-	-	-	80	-	-	-	-			-	-	18%	-0.049	-0.009	0.6	0.026	0.022	-0.947	0.025
0.002	-0.616	0.043	5.519	0.044	-0.019	0.882	21%	-	-			-	-	-	-	81	-	-	-	-			-	-	18%	-0.084	-0.013	0.623	0.04	0.033	-0.855	0.009
-0.014	-0.524	0.055	4.572	0.056	-0.025	0.829	21%	-	-			-	-	-	-	82	-	-	-	-			-	-	18%	-0.135	-0.018	0.651	0.056	0.047	-0.748	-0.007
-0.03	-0.425	0.067	3.635	0.068	-0.03	0.763	21%	-	-			-	-	-	-	83	-	-	-	-			-	-	18%	-0.201	-0.024	0.8	0.072	0.061	-0.626	-0.026
-0.045	-0.346	0.076	2.828	0.079	-0.034	0.695	21%	-	-			-	-	-	-	84	-	-	-	-			-	-	18%	-0.283	-0.029	1.025	0.087	0.073	-0.493	-0.045
-0.064	-0.207	0.083	2.331	0.085	-0.038	0.604	21%	-	-			-	-	-	-	85	-	-	-	-			-	-	18%	-0.378	-0.032	1.275	0.097	0.082	-0.349	-0.064
-0.081	-0.091	0.086	1.854	0.088	-0.039	0.516	21%	-	-			-	-	-	-	86	-	-	-	-			-	-	18%	-0.479	-0.034	1.551	0.102	0.086	-0.198	-0.085
-0.096	0.012	0.085	1.376	0.087	-0.038	0.433	21%	-	-			-	-	-	-	87	-	-	-	-			-	-	18%	-0.584	-0.034	2.047	0.098	0.084	-0.015	-0.106
-0.114	0.131	0.08	0.975	0.082	-0.036	0.349	21%	-	-			-	-	-	-	88	-	-	-	-			-	-	18%	-0.678	-0.031	2.543	0.09	0.078	0.139	-0.125
-0.13	0.251	0.072	0.625	0.074	-0.032	0.273	21%	-	-			-	-	-	-	89	-	-	-	-			-	-	18%	-0.76	-0.027	3.216	0.078	0.067	0.292	-0.144