Strike    Bid       Ask       Volume    Open Int  Imp Vol   Delta
 PUTS  XSP at $627.94                                                           
618       31.21     32.18     0         0         17.89%    -0.3701
619       31.49     32.46     0         1         17.83%    -0.3733
620       31.9      32.58     0         4         17.77%    -0.3764
621       32.06     33.04     0         0         17.71%    -0.3797
622       32.35     33.33     0         0         17.65%    -0.3829
623       32.64     33.63     0         82        17.60%    -0.3862
624       32.93     33.92     0         0         17.54%    -0.3894
625       33.37     34.05     0         0         17.48%    -0.3927
626       33.52     34.53     0         0         17.42%    -0.3961
627       33.82     34.83     0         0         17.36%    -0.3993  This and above are OTM
628       34.13     35.14     0         0         17.30%    -0.4027  This and below are ITM
629       34.44     35.45     0         0         17.25%    -0.4062
630       34.87     35.59     0         0         17.18%    -0.4096
635       36.5      37.21     0         0         16.89%    -0.4271
640       38.16     38.91     0         0         16.60%    -0.4453
650       41.8      42.63     0         0         16.05%    -0.4835
660       45.86     46.68     0         0         15.51%    -0.5239
670       50.37     51.23     0         1         15.02%    -0.566
680       55.37     56.27     0         0         14.56%    -0.6093
690       58.55     59.1      0         0         --        -0.6534