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 | ALGN | 2019-03-08 | 217.5 | Call | 24.5 | 26.9 | 0.3474 | 0.8741 | 0.0089 | -0.0987 | 0.1382 | 0.142 |
2019-02-09 | ALGN | 2019-03-08 | 217.5 | Put | 1.45 | 2.4 | 0.3757 | -0.1428 | 0.009 | -0.0991 | 0.1578 | -0.0258 |
2019-02-09 | ALGN | 2019-03-08 | 225 | Call | 18.7 | 20.6 | 0.347 | 0.7865 | 0.0126 | -0.1324 | 0.1944 | 0.1305 |
2019-02-09 | ALGN | 2019-03-08 | 225 | Put | 3.2 | 3.8 | 0.374 | -0.2288 | 0.0122 | -0.1318 | 0.2056 | -0.041 |
2019-02-09 | ALGN | 2019-03-08 | 232.5 | Call | 14 | 15 | 0.3507 | 0.6735 | 0.0154 | -0.1613 | 0.2409 | 0.1135 |
2019-02-09 | ALGN | 2019-03-08 | 232.5 | Put | 4.8 | 5.5 | 0.3443 | -0.3252 | 0.0158 | -0.1433 | 0.244 | -0.0568 |
2019-02-09 | ALGN | 2019-03-08 | 237.5 | Call | 10.7 | 12.2 | 0.3477 | 0.5916 | 0.0167 | -0.1704 | 0.2595 | 0.1007 |
2019-02-09 | ALGN | 2019-03-08 | 237.5 | Put | 6.8 | 7.8 | 0.3494 | -0.4102 | 0.0168 | -0.1561 | 0.2604 | -0.0707 |
2019-02-09 | ALGN | 2019-03-08 | 242.5 | Call | 8.2 | 8.7 | 0.3308 | 0.5045 | 0.0181 | -0.1654 | 0.2665 | 0.0869 |
2019-02-09 | ALGN | 2019-03-08 | 242.5 | Put | 8.8 | 9.4 | 0.3248 | -0.4985 | 0.0186 | -0.1474 | 0.2668 | -0.0833 |
2019-02-09 | ALGN | 2019-03-08 | 245 | Call | 7 | 7.5 | 0.3275 | 0.4591 | 0.0181 | -0.1623 | 0.2651 | 0.0794 |
2019-02-09 | ALGN | 2019-03-08 | 245 | Put | 10.1 | 10.8 | 0.3234 | -0.5447 | 0.0186 | -0.1452 | 0.2659 | -0.0895 |
2019-02-09 | ALGN | 2019-03-08 | 250 | Call | 4.9 | 5.5 | 0.3215 | 0.3695 | 0.0176 | -0.1506 | 0.2521 | 0.0644 |
2019-02-09 | ALGN | 2019-03-08 | 250 | Put | 13.2 | 14.7 | 0.3388 | -0.6258 | 0.017 | -0.1444 | 0.2558 | -0.0999 |
2019-02-09 | ALGN | 2019-03-08 | 257.5 | Call | 2.85 | 3.2 | 0.3173 | 0.2498 | 0.015 | -0.1243 | 0.2122 | 0.0439 |
2019-02-09 | ALGN | 2019-03-08 | 257.5 | Put | 18 | 20.3 | 0.3315 | -0.7451 | 0.0149 | -0.117 | 0.218 | -0.1088 |
2019-02-09 | ALGN | 2019-03-08 | 265 | Call | 1.35 | 1.85 | 0.3115 | 0.1534 | 0.0114 | -0.0904 | 0.1581 | 0.0271 |
2019-02-09 | ALGN | 2019-03-08 | 265 | Put | 24.2 | 26.9 | 0.3477 | -0.8242 | 0.0117 | -0.0967 | 0.1765 | -0.1104 |
2019-02-09 | ALGN | 2019-03-08 | 277.5 | Call | 0.4 | 0.6 | 0.3092 | 0.0583 | 0.0056 | -0.0439 | 0.0778 | 0.0104 |
2019-02-09 | ALGN | 2019-03-08 | 277.5 | Put | 35.3 | 38.8 | 0.3766 | -0.9064 | 0.0073 | -0.0649 | 0.1104 | -0.0999 |
2019-02-09 | ALGN | 2019-03-29 | 207.5 | Call | 35.1 | 37.8 | 0.3726 | 0.8847 | 0.0059 | -0.0781 | 0.1719 | 0.2373 |
2019-02-09 | ALGN | 2019-03-29 | 207.5 | Put | 1.6 | 2.8 | 0.3854 | -0.1225 | 0.006 | -0.0687 | 0.1827 | -0.0394 |
2019-02-09 | ALGN | 2019-03-29 | 217.5 | Call | 27 | 29.4 | 0.366 | 0.8069 | 0.0085 | -0.1024 | 0.2421 | 0.2233 |
2019-02-09 | ALGN | 2019-03-29 | 217.5 | Put | 3.1 | 4.4 | 0.3681 | -0.1948 | 0.0085 | -0.0885 | 0.247 | -0.0618 |
2019-02-09 | ALGN | 2019-03-29 | 225 | Call | 22.3 | 23.6 | 0.3722 | 0.7276 | 0.0101 | -0.1225 | 0.2934 | 0.2046 |
2019-02-09 | ALGN | 2019-03-29 | 225 | Put | 5.4 | 6.1 | 0.3661 | -0.2708 | 0.0103 | -0.1052 | 0.2885 | -0.0849 |
2019-02-09 | ALGN | 2019-03-29 | 232.5 | Call | 17 | 17.9 | 0.3495 | 0.6481 | 0.012 | -0.127 | 0.3279 | 0.1863 |
2019-02-09 | ALGN | 2019-03-29 | 232.5 | Put | 7.4 | 8.6 | 0.352 | -0.3543 | 0.0121 | -0.1127 | 0.3321 | -0.1088 |
2019-02-09 | ALGN | 2019-03-29 | 237.5 | Call | 13.8 | 14.7 | 0.3386 | 0.5858 | 0.013 | -0.1282 | 0.3443 | 0.1704 |
2019-02-09 | ALGN | 2019-03-29 | 237.5 | Put | 9.5 | 11.4 | 0.36 | -0.4185 | 0.0124 | -0.1205 | 0.3438 | -0.1271 |
2019-02-09 | ALGN | 2019-03-29 | 242.5 | Call | 11.5 | 12.2 | 0.3417 | 0.5198 | 0.0132 | -0.131 | 0.352 | 0.1523 |
2019-02-09 | ALGN | 2019-03-29 | 242.5 | Put | 11.5 | 12.8 | 0.3369 | -0.4839 | 0.0136 | -0.1138 | 0.3521 | -0.1429 |
2019-02-09 | ALGN | 2019-03-29 | 245 | Call | 9.9 | 11 | 0.334 | 0.4856 | 0.0135 | -0.1278 | 0.3522 | 0.1431 |
2019-02-09 | ALGN | 2019-03-29 | 245 | Put | 13.2 | 14 | 0.3393 | -0.517 | 0.0135 | -0.1142 | 0.3509 | -0.151 |
2019-02-09 | ALGN | 2019-03-29 | 250 | Call | 7.6 | 8.6 | 0.3244 | 0.4165 | 0.0136 | -0.1208 | 0.3447 | 0.1239 |
2019-02-09 | ALGN | 2019-03-29 | 250 | Put | 15.5 | 17.2 | 0.3327 | -0.5849 | 0.0136 | -0.1084 | 0.3478 | -0.1655 |
2019-02-09 | ALGN | 2019-03-29 | 257.5 | Call | 5.1 | 5.8 | 0.3174 | 0.3184 | 0.0127 | -0.1073 | 0.3153 | 0.0957 |
2019-02-09 | ALGN | 2019-03-29 | 257.5 | Put | 20.8 | 22.5 | 0.3402 | -0.6734 | 0.0124 | -0.1009 | 0.314 | -0.1816 |
2019-02-09 | ALGN | 2019-03-29 | 265 | Call | 3.6 | 3.9 | 0.3205 | 0.2385 | 0.0109 | -0.0934 | 0.2737 | 0.0721 |
2019-02-09 | ALGN | 2019-03-29 | 265 | Put | 25.5 | 28 | 0.3203 | -0.7707 | 0.0113 | -0.0772 | 0.2757 | -0.1863 |
2019-02-09 | ALGN | 2019-03-29 | 277.5 | Call | 1.5 | 2.05 | 0.3174 | 0.1323 | 0.0076 | -0.0635 | 0.1892 | 0.0404 |
2019-02-09 | ALGN | 2019-03-29 | 277.5 | Put | 36.4 | 39.2 | 0.3409 | -0.8602 | 0.0081 | -0.0579 | 0.1995 | -0.1785 |
2019-02-09 | ALK | 2019-02-15 | 55 | Call | 9.9 | 10.5 | 0.4057 | 0.9995 | 0.0005 | -0.0043 | 0.0002 | 0.009 |
2019-02-09 | ALK | 2019-02-15 | 55 | Put | 0 | 0.15 | 0.4057 | -0.0014 | 0.0013 | -0.0012 | 0.0004 | 0 |
2019-02-09 | ALK | 2019-02-15 | 57.5 | Call | 7.6 | 7.9 | 0.4057 | 0.9925 | 0.006 | -0.0097 | 0.002 | 0.0093 |
2019-02-09 | ALK | 2019-02-15 | 57.5 | Put | 0 | 0.1 | 0.4057 | -0.014 | 0.0098 | -0.0092 | 0.0032 | -0.0002 |
2019-02-09 | ALK | 2019-02-15 | 60 | Call | 5.1 | 5.5 | 0.4057 | 0.9472 | 0.0313 | -0.0336 | 0.0106 | 0.0093 |
2019-02-09 | ALK | 2019-02-15 | 60 | Put | 0.1 | 0.15 | 0.4057 | -0.0749 | 0.0388 | -0.0365 | 0.0127 | -0.001 |
2019-02-09 | ALK | 2019-02-15 | 62.5 | Call | 2.8 | 3 | 0.2625 | 0.9026 | 0.0776 | -0.0348 | 0.0156 | 0.0092 |
2019-02-09 | ALK | 2019-02-15 | 62.5 | Put | 0.2 | 0.3 | 0.2987 | -0.1705 | 0.0949 | -0.0481 | 0.0233 | -0.0021 |
2019-02-09 | ALK | 2019-02-15 | 65 | Call | 0.95 | 1.1 | 0.2551 | 0.5597 | 0.182 | -0.0708 | 0.0344 | 0.0059 |
2019-02-09 | ALK | 2019-02-15 | 65 | Put | 0.9 | 1.1 | 0.2715 | -0.501 | 0.1644 | -0.0676 | 0.0359 | -0.0059 |
2019-02-09 | ALK | 2019-02-15 | 67.5 | Call | 0.15 | 0.2 | 0.2485 | 0.1573 | 0.1129 | -0.0409 | 0.0213 | 0.0017 |
2019-02-09 | ALK | 2019-02-15 | 67.5 | Put | 2.65 | 2.9 | 0.2839 | -0.8326 | 0.0988 | -0.042 | 0.0235 | -0.0097 |
2019-02-09 | ALK | 2019-02-15 | 70 | Call | 0 | 0.05 | 0.3449 | 0.0665 | 0.0429 | -0.0298 | 0.0123 | 0.0007 |
2019-02-09 | ALK | 2019-02-15 | 70 | Put | 4.7 | 5.6 | 0.3686 | -0.9263 | 0.0424 | -0.0287 | 0.0131 | -0.011 |
2019-02-09 | ALK | 2019-02-15 | 75 | Call | 0 | 0.05 | 0.5378 | 0.0297 | 0.0141 | -0.0237 | 0.0061 | 0.0003 |
2019-02-09 | ALK | 2019-02-15 | 75 | Put | 9.8 | 10.4 | 0.5378 | -0.9717 | 0.0135 | -0.0174 | 0.0059 | -0.0122 |
2019-02-09 | ALK | 2019-03-15 | 55 | Call | 10 | 10.6 | 0.2307 | 1 | 0.0001 | -0.0039 | 0.0001 | 0.009 |
2019-02-09 | ALK | 2019-03-15 | 55 | Put | 0.1 | 0.25 | 0.3257 | -0.0427 | 0.0139 | -0.0083 | 0.0183 | -0.0028 |
2019-02-09 | ALK | 2019-03-15 | 57.5 | Call | 7.6 | 8 | 0.2307 | 0.9927 | 0.0084 | -0.0066 | 0.0048 | 0.012 |
2019-02-09 | ALK | 2019-03-15 | 57.5 | Put | 0.25 | 0.4 | 0.3257 | -0.1004 | 0.0269 | -0.016 | 0.0354 | -0.0066 |
2019-02-09 | ALK | 2019-03-15 | 60 | Call | 5.4 | 5.8 | 0.2805 | 0.8532 | 0.0512 | -0.0267 | 0.0459 | 0.0355 |
2019-02-09 | ALK | 2019-03-15 | 60 | Put | 0.55 | 0.65 | 0.298 | -0.1773 | 0.0437 | -0.0215 | 0.0525 | -0.0106 |
2019-02-09 | ALK | 2019-03-15 | 62.5 | Call | 3.6 | 3.8 | 0.2764 | 0.6993 | 0.0653 | -0.0318 | 0.0698 | 0.0388 |
2019-02-09 | ALK | 2019-03-15 | 62.5 | Put | 1.05 | 1.2 | 0.2759 | -0.3042 | 0.0637 | -0.0265 | 0.0702 | -0.0177 |
2019-02-09 | ALK | 2019-03-15 | 65 | Call | 2.1 | 2.2 | 0.2633 | 0.5223 | 0.0758 | -0.0326 | 0.08 | 0.0305 |
2019-02-09 | ALK | 2019-03-15 | 65 | Put | 2 | 2.15 | 0.2626 | -0.4811 | 0.0767 | -0.0282 | 0.08 | -0.0265 |
2019-02-09 | ALK | 2019-03-15 | 67.5 | Call | 1 | 1.1 | 0.2492 | 0.3318 | 0.0725 | -0.0274 | 0.0729 | 0.0196 |
2019-02-09 | ALK | 2019-03-15 | 67.5 | Put | 3.4 | 3.7 | 0.2577 | -0.6684 | 0.0722 | -0.0244 | 0.0741 | -0.0334 |
2019-02-09 | ALK | 2019-03-15 | 70 | Call | 0.4 | 0.5 | 0.2436 | 0.1764 | 0.0529 | -0.0189 | 0.052 | 0.0105 |
2019-02-09 | ALK | 2019-03-15 | 70 | Put | 5.3 | 5.7 | 0.2623 | -0.8142 | 0.0542 | -0.0174 | 0.0539 | -0.0344 |
2019-02-09 | ALK | 2019-03-15 | 72.5 | Call | 0.1 | 0.25 | 0.2599 | 0.0964 | 0.0327 | -0.0132 | 0.0343 | 0.0058 |
2019-02-09 | ALK | 2019-03-15 | 72.5 | Put | 7.3 | 8.1 | 0.2599 | -0.9176 | 0.034 | -0.0085 | 0.0314 | -0.0285 |
2019-02-09 | ALK | 2019-03-15 | 75 | Call | 0 | 0.4 | 0.2973 | 0.0673 | 0.0218 | -0.0114 | 0.0262 | 0.004 |
2019-02-09 | ALK | 2019-03-15 | 75 | Put | 9.9 | 10.4 | 0.2973 | -0.9459 | 0.0223 | -0.0064 | 0.0227 | -0.026 |
2019-02-09 | ALK | 2019-04-18 | 55 | Call | 10.5 | 10.8 | 0.3264 | 0.9003 | 0.0192 | -0.0153 | 0.0491 | 0.089 |
2019-02-09 | ALK | 2019-04-18 | 55 | Put | 0.4 | 0.55 | 0.3294 | -0.1017 | 0.0194 | -0.0116 | 0.0508 | -0.0122 |
2019-02-09 | ALK | 2019-04-18 | 57.5 | Call | 8.2 | 8.6 | 0.3012 | 0.8504 | 0.0277 | -0.0179 | 0.0645 | 0.0873 |
2019-02-09 | ALK | 2019-04-18 | 57.5 | Put | 0.7 | 0.85 | 0.3128 | -0.1583 | 0.0278 | -0.0149 | 0.0707 | -0.0186 |
2019-02-09 | ALK | 2019-04-18 | 60 | Call | 6.3 | 6.6 | 0.2972 | 0.7636 | 0.0372 | -0.0221 | 0.086 | 0.0805 |
2019-02-09 | ALK | 2019-04-18 | 60 | Put | 1.15 | 1.3 | 0.2954 | -0.2369 | 0.0377 | -0.0178 | 0.0857 | -0.0274 |
2019-02-09 | ALK | 2019-04-18 | 62.5 | Call | 4.5 | 4.8 | 0.2831 | 0.6602 | 0.0464 | -0.0243 | 0.1018 | 0.0714 |
2019-02-09 | ALK | 2019-04-18 | 62.5 | Put | 1.85 | 2.05 | 0.2847 | -0.3433 | 0.0468 | -0.0201 | 0.1028 | -0.0386 |
2019-02-09 | ALK | 2019-04-18 | 65 | Call | 3.1 | 3.3 | 0.276 | 0.5361 | 0.0516 | -0.025 | 0.1113 | 0.0592 |
2019-02-09 | ALK | 2019-04-18 | 65 | Put | 2.9 | 3.1 | 0.2776 | -0.4687 | 0.0522 | -0.0208 | 0.1112 | -0.0504 |
2019-02-09 | ALK | 2019-04-18 | 67.5 | Call | 2 | 2.1 | 0.2675 | 0.4062 | 0.052 | -0.0232 | 0.1082 | 0.0456 |
2019-02-09 | ALK | 2019-04-18 | 67.5 | Put | 4.2 | 4.5 | 0.2688 | -0.601 | 0.0531 | -0.019 | 0.1075 | -0.0603 |
2019-02-09 | ALK | 2019-04-18 | 70 | Call | 1.15 | 1.25 | 0.2582 | 0.282 | 0.0469 | -0.0193 | 0.0963 | 0.0322 |
2019-02-09 | ALK | 2019-04-18 | 70 | Put | 5.9 | 6.2 | 0.2635 | -0.7251 | 0.0481 | -0.0154 | 0.0938 | -0.065 |
2019-02-09 | ALK | 2019-04-18 | 72.5 | Call | 0.6 | 0.75 | 0.2546 | 0.1827 | 0.0371 | -0.0147 | 0.0742 | 0.0208 |
2019-02-09 | ALK | 2019-04-18 | 72.5 | Put | 7.9 | 8.1 | 0.2545 | -0.8359 | 0.0397 | -0.0103 | 0.071 | -0.0603 |
2019-02-09 | ALK | 2019-04-18 | 75 | Call | 0.3 | 0.45 | 0.2552 | 0.1131 | 0.0268 | -0.0106 | 0.0537 | 0.013 |
2019-02-09 | ALK | 2019-04-18 | 75 | Put | 10 | 10.5 | 0.2581 | -0.9078 | 0.0296 | -0.0063 | 0.0482 | -0.0488 |
2019-02-09 | ALL | 2019-02-15 | 77.5 | Call | 13.4 | 15.8 | 0.2374 | 1 | 0 | -0.0054 | 0 | 0.0148 |
2019-02-09 | ALL | 2019-02-15 | 77.5 | Put | 0.01 | 0.02 | 0.2374 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ALL | 2019-02-15 | 82.5 | Call | 8.8 | 10.7 | 0.2374 | 0.9998 | 0.0003 | -0.006 | 0.0001 | 0.0158 |
2019-02-09 | ALL | 2019-02-15 | 82.5 | Put | 0 | 0.05 | 0.2374 | -0.0002 | 0.0003 | -0.0002 | 0.0001 | 0 |
2019-02-09 | ALL | 2019-02-15 | 85 | Call | 7.45 | 7.7 | 0.2374 | 0.9952 | 0.0046 | -0.0089 | 0.0018 | 0.0162 |
2019-02-09 | ALL | 2019-02-15 | 85 | Put | 0 | 0.1 | 0.2374 | -0.0048 | 0.0046 | -0.003 | 0.0018 | -0.0001 |
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