| Time | CE Vega | PE Vega
9:15 Market open vega - current vega (sum of Delta 0.55 to 0.05 all strikes), This indicates how many points vega decrease from market open.
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Strength
Calculate Net Strength. (current - 9:15)
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Sentiment | CE Theta | PE Theta | Strength | Sentiment | OI Sentiment |
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OptionLab