date stringdate 2019-02-09 00:00:00 2023-01-09 00:00:00 | act_symbol stringlengths 1 5 | expiration stringdate 2019-02-15 00:00:00 2023-03-17 00:00:00 | strike float64 0.5 4.85k | call_put stringclasses 2
values | bid float64 0 2.67k | ask float64 0 2.68k | vol float64 -1 6 | delta float64 -1 1 | gamma float64 0 9.89 | theta float64 -9.99 0.1 | vega float64 -0.43 6.2 | rho float64 -4.66 4.79 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019-02-09 | AGN | 2019-02-22 | 132 | Call | 2.6 | 2.88 | 0.2885 | 0.4953 | 0.0584 | -0.1192 | 0.1019 | 0.0211 |
2019-02-09 | AGN | 2019-02-22 | 132 | Put | 2.97 | 3.25 | 0.2756 | -0.5205 | 0.0568 | -0.097 | 0.1028 | -0.0232 |
2019-02-09 | AGN | 2019-02-22 | 135 | Call | 1.39 | 1.62 | 0.2817 | 0.3286 | 0.0516 | -0.0997 | 0.0948 | 0.0154 |
2019-02-09 | AGN | 2019-02-22 | 135 | Put | 4.85 | 5.1 | 0.2754 | -0.6818 | 0.0513 | -0.0853 | 0.0927 | -0.0282 |
2019-02-09 | AGN | 2019-02-22 | 137 | Call | 0.87 | 1.06 | 0.2799 | 0.2354 | 0.0434 | -0.0824 | 0.0802 | 0.0113 |
2019-02-09 | AGN | 2019-02-22 | 137 | Put | 6.2 | 6.75 | 0.2765 | -0.7725 | 0.0435 | -0.071 | 0.0792 | -0.03 |
2019-02-09 | AGN | 2019-02-22 | 141 | Call | 0.28 | 0.55 | 0.2918 | 0.1156 | 0.0261 | -0.0535 | 0.0495 | 0.0057 |
2019-02-09 | AGN | 2019-02-22 | 141 | Put | 9.45 | 10.15 | 0.2531 | -0.9238 | 0.0235 | -0.0264 | 0.038 | -0.0277 |
2019-02-09 | AGN | 2019-02-22 | 145 | Call | 0.06 | 0.16 | 0.4489 | 0.1424 | 0.0195 | -0.0941 | 0.0579 | 0.0069 |
2019-02-09 | AGN | 2019-02-22 | 145 | Put | 13.2 | 15.5 | 0.4489 | -0.8612 | 0.0197 | -0.0848 | 0.0566 | -0.0327 |
2019-02-09 | AGN | 2019-02-22 | 152.5 | Call | 0 | 0.05 | 0.4971 | 0.0701 | 0.0105 | -0.062 | 0.0345 | 0.0034 |
2019-02-09 | AGN | 2019-02-22 | 152.5 | Put | 18.9 | 23.25 | 0.5639 | -0.9044 | 0.0121 | -0.0809 | 0.0438 | -0.0335 |
2019-02-09 | AGN | 2019-03-08 | 110 | Call | 20.1 | 24.55 | 0.3515 | 0.9955 | 0.002 | -0.0134 | 0.0051 | 0.0167 |
2019-02-09 | AGN | 2019-03-08 | 110 | Put | 0.16 | 0.75 | 0.3558 | -0.0308 | 0.0054 | -0.0158 | 0.0253 | -0.0032 |
2019-02-09 | AGN | 2019-03-08 | 120 | Call | 12.25 | 13.3 | 0.3515 | 0.8598 | 0.0224 | -0.0723 | 0.0777 | 0.0534 |
2019-02-09 | AGN | 2019-03-08 | 120 | Put | 0.83 | 1.49 | 0.3558 | -0.162 | 0.0191 | -0.0555 | 0.0909 | -0.0159 |
2019-02-09 | AGN | 2019-03-08 | 124 | Call | 8.95 | 9.8 | 0.3259 | 0.7679 | 0.029 | -0.0793 | 0.1089 | 0.0625 |
2019-02-09 | AGN | 2019-03-08 | 124 | Put | 1.48 | 1.96 | 0.3218 | -0.2387 | 0.0266 | -0.0629 | 0.1125 | -0.023 |
2019-02-09 | AGN | 2019-03-08 | 127 | Call | 6.65 | 7.4 | 0.3044 | 0.6823 | 0.0339 | -0.0801 | 0.1323 | 0.0614 |
2019-02-09 | AGN | 2019-03-08 | 127 | Put | 2.18 | 2.52 | 0.2983 | -0.3193 | 0.0332 | -0.0668 | 0.1302 | -0.0301 |
2019-02-09 | AGN | 2019-03-08 | 129 | Call | 5.45 | 6.05 | 0.3008 | 0.6121 | 0.0358 | -0.0817 | 0.1382 | 0.0566 |
2019-02-09 | AGN | 2019-03-08 | 129 | Put | 2.93 | 3.5 | 0.305 | -0.3917 | 0.035 | -0.0731 | 0.1387 | -0.0364 |
2019-02-09 | AGN | 2019-03-08 | 132 | Call | 3.8 | 4.3 | 0.2917 | 0.5015 | 0.0378 | -0.0804 | 0.1454 | 0.0475 |
2019-02-09 | AGN | 2019-03-08 | 132 | Put | 4.15 | 4.7 | 0.2893 | -0.5016 | 0.0384 | -0.071 | 0.1453 | -0.045 |
2019-02-09 | AGN | 2019-03-08 | 135 | Call | 2.55 | 3.1 | 0.2929 | 0.3922 | 0.0362 | -0.0768 | 0.1393 | 0.0375 |
2019-02-09 | AGN | 2019-03-08 | 135 | Put | 5.95 | 6.3 | 0.2847 | -0.6156 | 0.0376 | -0.066 | 0.1389 | -0.0525 |
2019-02-09 | AGN | 2019-03-08 | 137 | Call | 1.9 | 2.46 | 0.2939 | 0.3251 | 0.0338 | -0.0719 | 0.1296 | 0.0313 |
2019-02-09 | AGN | 2019-03-08 | 137 | Put | 6.95 | 7.6 | 0.2686 | -0.698 | 0.0367 | -0.0557 | 0.1279 | -0.0559 |
2019-02-09 | AGN | 2019-03-08 | 141 | Call | 0.91 | 1.26 | 0.2805 | 0.1981 | 0.0273 | -0.0525 | 0.1012 | 0.0191 |
2019-02-09 | AGN | 2019-03-08 | 141 | Put | 10.05 | 10.7 | 0.2652 | -0.825 | 0.0284 | -0.0389 | 0.0949 | -0.0565 |
2019-02-09 | AGN | 2019-03-08 | 145 | Call | 0.42 | 0.88 | 0.2718 | 0.1057 | 0.0185 | -0.0332 | 0.0664 | 0.0103 |
2019-02-09 | AGN | 2019-03-08 | 145 | Put | 13.55 | 14.35 | 0.2718 | -0.9056 | 0.0192 | -0.0242 | 0.0645 | -0.05 |
2019-02-09 | AGN | 2019-03-08 | 152.5 | Call | 0.05 | 0.47 | 0.2276 | 0.0105 | 0.0034 | -0.0042 | 0.0102 | 0.001 |
2019-02-09 | AGN | 2019-03-08 | 152.5 | Put | 19.05 | 23.3 | 0.2276 | -0.9975 | 0.0015 | 0 | 0.0036 | -0.0215 |
2019-02-09 | AGN | 2019-03-29 | 124 | Call | 10.2 | 11.1 | 0.3207 | 0.7188 | 0.022 | -0.0594 | 0.1656 | 0.1127 |
2019-02-09 | AGN | 2019-03-29 | 124 | Put | 2.49 | 3.2 | 0.3186 | -0.2816 | 0.0222 | -0.0505 | 0.1658 | -0.0472 |
2019-02-09 | AGN | 2019-03-29 | 127 | Call | 7.95 | 8.9 | 0.3033 | 0.6519 | 0.0255 | -0.0609 | 0.1798 | 0.1039 |
2019-02-09 | AGN | 2019-03-29 | 127 | Put | 2.82 | 3.8 | 0.284 | -0.3433 | 0.0272 | -0.0485 | 0.1755 | -0.0562 |
2019-02-09 | AGN | 2019-03-29 | 129 | Call | 7 | 7.55 | 0.3036 | 0.5985 | 0.0266 | -0.063 | 0.1866 | 0.0961 |
2019-02-09 | AGN | 2019-03-29 | 129 | Put | 4.1 | 4.9 | 0.3037 | -0.4042 | 0.0268 | -0.0544 | 0.1867 | -0.0656 |
2019-02-09 | AGN | 2019-03-29 | 132 | Call | 5.45 | 5.8 | 0.2976 | 0.5164 | 0.028 | -0.063 | 0.1919 | 0.0838 |
2019-02-09 | AGN | 2019-03-29 | 132 | Put | 5.5 | 6 | 0.2925 | -0.4878 | 0.0288 | -0.0533 | 0.1917 | -0.0768 |
2019-02-09 | AGN | 2019-03-29 | 135 | Call | 4.05 | 4.4 | 0.2919 | 0.4323 | 0.0281 | -0.0604 | 0.1896 | 0.0709 |
2019-02-09 | AGN | 2019-03-29 | 135 | Put | 6.95 | 7.5 | 0.28 | -0.5776 | 0.0298 | -0.0492 | 0.1889 | -0.0869 |
2019-02-09 | AGN | 2019-03-29 | 137 | Call | 3.2 | 3.55 | 0.2855 | 0.3756 | 0.0276 | -0.0565 | 0.1825 | 0.0616 |
2019-02-09 | AGN | 2019-03-29 | 137 | Put | 8.2 | 8.7 | 0.2767 | -0.6362 | 0.0291 | -0.0461 | 0.1779 | -0.0921 |
2019-02-09 | AGN | 2019-03-29 | 141 | Call | 2.03 | 2.37 | 0.2838 | 0.2751 | 0.0245 | -0.0491 | 0.1641 | 0.0459 |
2019-02-09 | AGN | 2019-03-29 | 141 | Put | 10.15 | 12.65 | 0.2809 | -0.7362 | 0.0254 | -0.0396 | 0.1606 | -0.0982 |
2019-02-09 | AGN | 2019-03-29 | 145 | Call | 0.67 | 1.82 | 0.2484 | 0.158 | 0.0202 | -0.0309 | 0.1161 | 0.0266 |
2019-02-09 | AGN | 2019-03-29 | 145 | Put | 13.45 | 15.05 | 0.2484 | -0.8577 | 0.0214 | -0.0222 | 0.1115 | -0.0878 |
2019-02-09 | AGN | 2019-03-29 | 152.5 | Call | 0.11 | 1.22 | 0.2539 | 0.0641 | 0.0103 | -0.0162 | 0.0603 | 0.0108 |
2019-02-09 | AGN | 2019-03-29 | 152.5 | Put | 20.65 | 21.8 | 0.2539 | -0.9577 | 0.0107 | -0.0058 | 0.0463 | -0.0527 |
2019-02-09 | AIG | 2019-02-22 | 36 | Call | 6.5 | 6.7 | 0.5525 | 0.9437 | 0.0247 | -0.0209 | 0.0094 | 0.0128 |
2019-02-09 | AIG | 2019-02-22 | 36 | Put | 0.15 | 0.21 | 0.6139 | -0.075 | 0.0277 | -0.0256 | 0.0118 | -0.0013 |
2019-02-09 | AIG | 2019-02-22 | 38 | Call | 4.6 | 4.85 | 0.4936 | 0.8858 | 0.0471 | -0.0306 | 0.0161 | 0.0126 |
2019-02-09 | AIG | 2019-02-22 | 38 | Put | 0.27 | 0.31 | 0.5246 | -0.1271 | 0.0479 | -0.0322 | 0.0178 | -0.002 |
2019-02-09 | AIG | 2019-02-22 | 39 | Call | 3.7 | 3.95 | 0.4615 | 0.8399 | 0.0635 | -0.0356 | 0.0202 | 0.0122 |
2019-02-09 | AIG | 2019-02-22 | 39 | Put | 0.37 | 0.47 | 0.5006 | -0.1778 | 0.0628 | -0.0383 | 0.0219 | -0.0028 |
2019-02-09 | AIG | 2019-02-22 | 41 | Call | 2.17 | 2.37 | 0.4302 | 0.6795 | 0.1001 | -0.0476 | 0.0297 | 0.0102 |
2019-02-09 | AIG | 2019-02-22 | 41 | Put | 0.79 | 0.9 | 0.4514 | -0.3273 | 0.0968 | -0.0477 | 0.0305 | -0.0051 |
2019-02-09 | AIG | 2019-02-22 | 42 | Call | 1.54 | 1.76 | 0.422 | 0.5723 | 0.1119 | -0.0508 | 0.0326 | 0.0087 |
2019-02-09 | AIG | 2019-02-22 | 42 | Put | 1.18 | 1.29 | 0.4444 | -0.4305 | 0.1071 | -0.0508 | 0.0326 | -0.0066 |
2019-02-09 | AIG | 2019-02-22 | 43 | Call | 1.01 | 1.23 | 0.4075 | 0.4565 | 0.1171 | -0.0493 | 0.033 | 0.007 |
2019-02-09 | AIG | 2019-02-22 | 43 | Put | 1.58 | 1.7 | 0.4098 | -0.5444 | 0.1174 | -0.0469 | 0.033 | -0.0081 |
2019-02-09 | AIG | 2019-02-22 | 44 | Call | 0.65 | 0.81 | 0.4008 | 0.3426 | 0.1103 | -0.0447 | 0.0305 | 0.0053 |
2019-02-09 | AIG | 2019-02-22 | 44 | Put | 2.2 | 2.35 | 0.4112 | -0.6548 | 0.109 | -0.0434 | 0.0306 | -0.0093 |
2019-02-09 | AIG | 2019-02-22 | 45 | Call | 0.42 | 0.53 | 0.4048 | 0.247 | 0.0938 | -0.0387 | 0.0262 | 0.0038 |
2019-02-09 | AIG | 2019-02-22 | 45 | Put | 2.95 | 3.1 | 0.419 | -0.7476 | 0.0933 | -0.038 | 0.0268 | -0.01 |
2019-02-09 | AIG | 2019-02-22 | 47 | Call | 0.17 | 0.25 | 0.429 | 0.1233 | 0.0572 | -0.0263 | 0.0169 | 0.0019 |
2019-02-09 | AIG | 2019-02-22 | 47 | Put | 4.65 | 4.9 | 0.4571 | -0.8641 | 0.0593 | -0.0277 | 0.0179 | -0.0103 |
2019-02-09 | AIG | 2019-02-22 | 49 | Call | 0.07 | 0.13 | 0.4606 | 0.0624 | 0.0321 | -0.017 | 0.0102 | 0.001 |
2019-02-09 | AIG | 2019-02-22 | 49 | Put | 6.55 | 6.8 | 0.5103 | -0.9198 | 0.0371 | -0.0206 | 0.0121 | -0.0097 |
2019-02-09 | AIG | 2019-03-08 | 36 | Call | 6.5 | 7.1 | 0.49 | 0.9026 | 0.0299 | -0.0199 | 0.0202 | 0.0242 |
2019-02-09 | AIG | 2019-03-08 | 36 | Put | 0.14 | 0.29 | 0.49 | -0.0974 | 0.0299 | -0.0174 | 0.0202 | -0.0034 |
2019-02-09 | AIG | 2019-03-08 | 38 | Call | 4.8 | 5.15 | 0.4338 | 0.8409 | 0.0475 | -0.0242 | 0.0285 | 0.0236 |
2019-02-09 | AIG | 2019-03-08 | 38 | Put | 0.42 | 0.48 | 0.4333 | -0.1588 | 0.0478 | -0.0216 | 0.0282 | -0.0051 |
2019-02-09 | AIG | 2019-03-08 | 39 | Call | 3.95 | 4.15 | 0.3898 | 0.8044 | 0.0603 | -0.0247 | 0.0325 | 0.0231 |
2019-02-09 | AIG | 2019-03-08 | 39 | Put | 0.5 | 0.62 | 0.4002 | -0.2013 | 0.0601 | -0.0231 | 0.0334 | -0.0064 |
2019-02-09 | AIG | 2019-03-08 | 41 | Call | 2.41 | 2.62 | 0.3557 | 0.6634 | 0.0873 | -0.0291 | 0.0429 | 0.0197 |
2019-02-09 | AIG | 2019-03-08 | 41 | Put | 0.95 | 1.13 | 0.3675 | -0.3414 | 0.0856 | -0.0274 | 0.043 | -0.0106 |
2019-02-09 | AIG | 2019-03-08 | 42 | Call | 1.78 | 1.97 | 0.3423 | 0.5716 | 0.0975 | -0.0298 | 0.0461 | 0.0172 |
2019-02-09 | AIG | 2019-03-08 | 42 | Put | 1.37 | 1.54 | 0.3656 | -0.4321 | 0.0924 | -0.0291 | 0.046 | -0.0131 |
2019-02-09 | AIG | 2019-03-08 | 43 | Call | 1.18 | 1.49 | 0.3303 | 0.4706 | 0.1025 | -0.0289 | 0.0468 | 0.0143 |
2019-02-09 | AIG | 2019-03-08 | 43 | Put | 1.82 | 2.03 | 0.3551 | -0.527 | 0.0965 | -0.0283 | 0.0467 | -0.0155 |
2019-02-09 | AIG | 2019-03-08 | 44 | Call | 0.88 | 1.02 | 0.3303 | 0.3726 | 0.0975 | -0.0273 | 0.0445 | 0.0114 |
2019-02-09 | AIG | 2019-03-08 | 44 | Put | 2.39 | 2.62 | 0.3483 | -0.6225 | 0.0943 | -0.0262 | 0.045 | -0.0176 |
2019-02-09 | AIG | 2019-03-08 | 45 | Call | 0.53 | 0.71 | 0.3213 | 0.2779 | 0.0888 | -0.0234 | 0.0394 | 0.0086 |
2019-02-09 | AIG | 2019-03-08 | 45 | Put | 3.05 | 3.35 | 0.3475 | -0.7092 | 0.0859 | -0.0233 | 0.0406 | -0.0189 |
2019-02-09 | AIG | 2019-03-08 | 47 | Call | 0.24 | 0.31 | 0.3268 | 0.145 | 0.0593 | -0.016 | 0.0268 | 0.0045 |
2019-02-09 | AIG | 2019-03-08 | 47 | Put | 4.6 | 5 | 0.3423 | -0.8501 | 0.0614 | -0.0149 | 0.028 | -0.019 |
2019-02-09 | AIG | 2019-03-08 | 49 | Call | 0.09 | 0.19 | 0.4626 | 0.149 | 0.0427 | -0.023 | 0.0273 | 0.0045 |
2019-02-09 | AIG | 2019-03-08 | 49 | Put | 6.55 | 7.2 | 0.4626 | -0.8567 | 0.0436 | -0.02 | 0.0267 | -0.0205 |
2019-02-09 | AIG | 2019-03-29 | 37 | Call | 5.7 | 6 | 0.3713 | 0.8762 | 0.0399 | -0.0156 | 0.0314 | 0.0287 |
2019-02-09 | AIG | 2019-03-29 | 37 | Put | 0.41 | 0.52 | 0.3715 | -0.1475 | 0.0404 | -0.0131 | 0.0357 | -0.0083 |
2019-02-09 | AIG | 2019-03-29 | 38 | Call | 4.8 | 5.05 | 0.3422 | 0.8444 | 0.0503 | -0.0165 | 0.0357 | 0.0289 |
2019-02-09 | AIG | 2019-03-29 | 38 | Put | 0.56 | 0.79 | 0.3717 | -0.1978 | 0.0488 | -0.0157 | 0.0432 | -0.011 |
2019-02-09 | AIG | 2019-03-29 | 39 | Call | 4 | 4.25 | 0.3371 | 0.7861 | 0.0614 | -0.019 | 0.0438 | 0.0287 |
2019-02-09 | AIG | 2019-03-29 | 39 | Put | 0.77 | 0.84 | 0.3436 | -0.2415 | 0.0593 | -0.0162 | 0.0479 | -0.0133 |
2019-02-09 | AIG | 2019-03-29 | 41 | Call | 2.47 | 2.77 | 0.3078 | 0.6471 | 0.0839 | -0.0211 | 0.0568 | 0.0268 |
2019-02-09 | AIG | 2019-03-29 | 41 | Put | 1.26 | 1.44 | 0.3155 | -0.3753 | 0.0787 | -0.0178 | 0.0584 | -0.02 |
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