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$ of dealer delta per +1% move in spot
| Strike | AUG 10 3d | AUG 11 4d | AUG 12 5d | AUG 13 6d | AUG 14 7d | Total all exp |
|---|---|---|---|---|---|---|
| 802 | $73.6K | — | — | $155K | $246K | $475K |
| 801 | $1.00M | $111K | $4.34K | $19.7K | $3.62K | $1.14M |
| 800 | $3.47M | $1.33M | $2.72M | $2.05M | $18.5M | $28.1M |
| 799 | $1.96M | $247K | $591K | $64.5K | $255K | $3.12M |
| 798 | $758K | $15.5K | $64.4K | $8.04K | $670K | $1.52M |
| 797 | $128K | $13.8K | $72.4K | $32.2K | $74.8K | $321K |
| 796 | $157K | $36.9K | $14.3K | $70.1K | $446K | $725K |
| 795 | $1.96M | $1.11M | $2.19M | $1.74M | $4.69M | $11.7M |
| 794 | $453K | $14.4K | $47.2K | $335K | $1.10M | $1.95M |
| 793 | $113K | $15.6K | $95.5K | $272K | $961K | $1.46M |
| 792 | $683K | $227K | $49.4K | $5.87M | $3.30M | $10.1M |
| 791 | $1.03M | $768K | $103K | $559K | $582K | $3.04M |
| 790 | $7.68M | $9.99M | $6.18M | $2.50M | $44.0M | $70.4M |
| 789 | $1.18M | $2.83M | $3.87M | $3.61M | $5.85M | $17.3M |
| 788 | $5.95M | $3.06M | $3.80M | $3.61M | $2.38M | $18.8M |
| 787 | $3.03M | $1.99M | $3.62M | $5.02M | $9.63M | $23.3M |
| 786 | $4.94M | $4.26M | $12.1M | $1.82M | $6.84M | $30.0M |
| 785 | $21.1M | $11.6M | $30.4M | $3.97M | $76.2M | $143M |
| 784 | $10.7M | $10.2M | $27.0M | $10.8M | $36.0M | $94.8M |
| 783 | $15.0M | $15.2M | $14.4M | $9.45M | $17.6M | $71.6M |
| 782 | $30.6M | $10.6M | $8.66M | $8.94M | $15.9M | $74.7M |
| 781 | $21.4M | $9.03M | $16.1M | $8.72M | $9.35M | $64.6M |
| 780 | $138M | $16.6M | $36.4M | $9.85M | $98.9M | $300M |
| 779 | $50.8M | $12.8M | $12.6M | $12.6M | $37.0M | $126M |
| 778 | $31.5M | $8.31M | $6.36M | $8.14M | $27.7M | $82.0M |
| 777 | $20.7M | $21.8M | $17.9M | $9.34M | $33.8M | $104M |
| 776 | $64.0M | $27.0M | $8.32M | $8.94M | $53.2M | $161M |
| 775 | $140M | $32.2M | $18.9M | $16.3M | $1.84B | $2.05B |
| 774 | $49.2M | $11.2M | $6.15M | $2.40M | $21.6M | $90.5M |
| 773← 772.99 | $49.4M | $34.1M | $6.03M | $4.30M | $26.3M | $120M |
| 772 | $30.5M | -$171K | $19.2M | $17.3M | $10.4M | $77.3M |
| 771 | $31.0M | $6.68M | $25.3M | $857K | $86.0M | $150M |
| 770 | -$37.9M | $68.1M | -$1.53M | $1.09M | $43.2M | $73.0M |
| 769 | -$3.80M | -$11.3M | $9.70M | -$3.12M | $21.6M | $13.1M |
| 768 | -$66.5M | -$2.97M | -$2.62M | $17.5M | -$8.30M | -$62.9M |
| 767 | $507K | $20.2M | -$9.14M | -$17.4M | $25.5M | $19.7M |
| 766 | -$11.6M | $849K | -$1.89M | -$1.98M | $18.9M | $4.22M |
| 765 | -$123M | -$23.3M | -$3.65M | -$499K | -$32.3M | -$183M |
| 764← flip | -$27.1M | -$1.56M | -$843K | -$1.17M | -$1.88M | -$32.6M |
| 763 | -$28.2M | -$6.22M | -$33.8M | -$3.38M | -$116M | -$187M |
| 762 | -$14.7M | -$557K | -$8.64M | -$5.03M | -$4.76M | -$33.7M |
| 761 | -$2.58M | -$164K | -$3.19M | -$2.70M | $8.09M | -$546K |
| 760 | -$6.87M | -$11.7M | -$42.7M | -$666K | $147M | $84.9M |
| 759 | -$2.92M | -$1.25M | -$70.0K | $2.55M | $28.9M | $27.2M |
| 758 | -$21.4M | -$2.52M | -$1.92M | $676K | -$157M | -$183M |
| 757 | $222K | $2.88M | -$1.77M | -$1.32M | -$10.8M | -$10.8M |
| 756 | $1.08M | -$1.29M | -$4.75M | $802K | $9.37M | $5.20M |
| 755 | -$18.5M | -$3.04M | $607K | $956K | -$14.6M | -$34.7M |
| 754 | -$3.23M | -$1.59M | -$4.01M | -$925K | -$1.13M | -$10.9M |
| 753 | -$1.20M | -$897K | -$2.01M | -$935K | -$10.9M | -$15.9M |
| 752 | -$743K | -$819K | -$778K | -$879K | $2.54M | -$675K |
| 751 | -$942K | -$1.46M | -$342K | -$643K | -$960K | -$4.34M |
| 750 | -$12.9M | -$2.94M | -$3.83M | -$2.01M | $16.0M | -$5.73M |
| 749 | -$486K | -$657K | -$660K | -$1.42M | $3.18M | -$35.6K |
| 748 | -$1.03M | -$239K | -$313K | -$1.49M | -$7.56M | -$10.6M |
| 747 | -$908K | -$729K | -$1.33M | -$1.26M | -$3.61M | -$7.83M |
| 746 | -$487K | -$158K | -$667K | -$476K | -$4.02M | -$5.81M |
| 745 | -$739K | $181K | $447K | -$870K | -$8.91M | -$9.89M |
| 744 | -$783K | -$97.5K | -$145K | -$409K | -$469K | -$1.90M |
| 743 | -$235K | -$25.1K | $168K | -$844K | -$1.36M | -$2.29M |
| Total | $352M | $270M | $170M | $134M | $2.43B | $3.35B |