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 | ALL | 2019-02-15 | 90 | Call | 2.64 | 2.82 | 0.204 | 0.8381 | 0.0939 | -0.051 | 0.0314 | 0.0143 |
2019-02-09 | ALL | 2019-02-15 | 90 | Put | 0.16 | 0.2 | 0.1886 | -0.1435 | 0.0942 | -0.0383 | 0.0296 | -0.0024 |
2019-02-09 | ALL | 2019-02-15 | 95 | Call | 0.07 | 0.08 | 0.1422 | 0.0897 | 0.089 | -0.0216 | 0.0207 | 0.0016 |
2019-02-09 | ALL | 2019-02-15 | 95 | Put | 1.21 | 3.85 | 0.1422 | -0.9208 | 0.0931 | -0.0159 | 0.0202 | -0.0078 |
2019-02-09 | ALL | 2019-02-15 | 100 | Call | 0 | 2.13 | 0.1422 | 0 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | ALL | 2019-02-15 | 100 | Put | 6.85 | 9.1 | 0.1422 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ALL | 2019-02-15 | 105 | Call | 0 | 2.13 | 0.1422 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ALL | 2019-02-15 | 105 | Put | 11.95 | 13.95 | 0.1422 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ALL | 2019-03-15 | 77.5 | Call | 12.6 | 17.05 | 0.2116 | 0.9994 | 0.0005 | -0.0056 | 0.0008 | 0.0421 |
2019-02-09 | ALL | 2019-03-15 | 77.5 | Put | 0.05 | 0.26 | 0.2116 | -0.0036 | 0.0018 | -0.0009 | 0.003 | -0.0003 |
2019-02-09 | ALL | 2019-03-15 | 82.5 | Call | 9.55 | 11.15 | 0.2116 | 0.9776 | 0.0105 | -0.0111 | 0.0159 | 0.0454 |
2019-02-09 | ALL | 2019-03-15 | 82.5 | Put | 0.12 | 0.24 | 0.2116 | -0.0413 | 0.0147 | -0.0074 | 0.0252 | -0.0037 |
2019-02-09 | ALL | 2019-03-15 | 85 | Call | 6.3 | 7.9 | 0.2116 | 0.9281 | 0.0264 | -0.0191 | 0.0406 | 0.0468 |
2019-02-09 | ALL | 2019-03-15 | 85 | Put | 0.21 | 0.38 | 0.2116 | -0.1004 | 0.0294 | -0.0146 | 0.053 | -0.0084 |
2019-02-09 | ALL | 2019-03-15 | 90 | Call | 2.9 | 3.3 | 0.144 | 0.7584 | 0.0866 | -0.0255 | 0.0882 | 0.0442 |
2019-02-09 | ALL | 2019-03-15 | 90 | Put | 0.9 | 1.03 | 0.1658 | -0.3105 | 0.0757 | -0.0221 | 0.0998 | -0.0246 |
2019-02-09 | ALL | 2019-03-15 | 92.5 | Call | 1.55 | 1.62 | 0.1467 | 0.5063 | 0.1036 | -0.029 | 0.1113 | 0.0352 |
2019-02-09 | ALL | 2019-03-15 | 92.5 | Put | 1.89 | 2.17 | 0.1646 | -0.5187 | 0.0867 | -0.0238 | 0.1128 | -0.0388 |
2019-02-09 | ALL | 2019-03-15 | 95 | Call | 0.59 | 0.64 | 0.1411 | 0.2628 | 0.0847 | -0.0212 | 0.0936 | 0.0208 |
2019-02-09 | ALL | 2019-03-15 | 95 | Put | 3.35 | 3.9 | 0.1642 | -0.7203 | 0.0743 | -0.0183 | 0.0952 | -0.05 |
2019-02-09 | ALL | 2019-03-15 | 100 | Call | 0 | 0.15 | 0.3285 | 0.2286 | 0.0327 | -0.0423 | 0.0852 | 0.0186 |
2019-02-09 | ALL | 2019-03-15 | 100 | Put | 7.55 | 10.4 | 0.3285 | -0.7769 | 0.0326 | -0.0352 | 0.0839 | -0.0575 |
2019-02-09 | ALL | 2019-03-15 | 105 | Call | 0 | 0.23 | 0.3823 | 0.1498 | 0.0214 | -0.0372 | 0.0663 | 0.0124 |
2019-02-09 | ALL | 2019-03-15 | 105 | Put | 10.95 | 15.4 | 0.3823 | -0.8551 | 0.0215 | -0.0299 | 0.0665 | -0.0625 |
2019-02-09 | ALL | 2019-04-18 | 77.5 | Call | 14.4 | 15.25 | 0.1748 | 0.9984 | 0.0011 | -0.006 | 0.0028 | 0.0444 |
2019-02-09 | ALL | 2019-04-18 | 77.5 | Put | 0.03 | 0.49 | 0.2186 | -0.0275 | 0.0073 | -0.0039 | 0.0252 | -0.0049 |
2019-02-09 | ALL | 2019-04-18 | 82.5 | Call | 9.75 | 10.6 | 0.1748 | 0.9558 | 0.0173 | -0.0118 | 0.0395 | 0.0804 |
2019-02-09 | ALL | 2019-04-18 | 82.5 | Put | 0.35 | 0.56 | 0.2186 | -0.1052 | 0.0211 | -0.011 | 0.0732 | -0.0172 |
2019-02-09 | ALL | 2019-04-18 | 85 | Call | 7.5 | 8.05 | 0.1565 | 0.9153 | 0.0302 | -0.0141 | 0.0624 | 0.0971 |
2019-02-09 | ALL | 2019-04-18 | 85 | Put | 0.55 | 0.69 | 0.1945 | -0.1495 | 0.0304 | -0.0123 | 0.0937 | -0.024 |
2019-02-09 | ALL | 2019-04-18 | 90 | Call | 3.75 | 4 | 0.1573 | 0.6685 | 0.0595 | -0.0213 | 0.1431 | 0.1054 |
2019-02-09 | ALL | 2019-04-18 | 90 | Put | 1.52 | 1.79 | 0.1717 | -0.3496 | 0.0555 | -0.0165 | 0.1487 | -0.0522 |
2019-02-09 | ALL | 2019-04-18 | 92.5 | Call | 2.42 | 2.53 | 0.1575 | 0.5109 | 0.0643 | -0.0217 | 0.1588 | 0.0836 |
2019-02-09 | ALL | 2019-04-18 | 92.5 | Put | 2.49 | 2.9 | 0.1662 | -0.4981 | 0.0627 | -0.0166 | 0.1581 | -0.0694 |
2019-02-09 | ALL | 2019-04-18 | 95 | Call | 1.17 | 1.37 | 0.1444 | 0.3427 | 0.0644 | -0.0178 | 0.1478 | 0.0573 |
2019-02-09 | ALL | 2019-04-18 | 95 | Put | 3.8 | 4.35 | 0.158 | -0.6592 | 0.0627 | -0.0134 | 0.1459 | -0.081 |
2019-02-09 | ALL | 2019-04-18 | 100 | Call | 0.22 | 0.34 | 0.1422 | 0.1062 | 0.0325 | -0.0083 | 0.0728 | 0.0177 |
2019-02-09 | ALL | 2019-04-18 | 100 | Put | 7.9 | 8.6 | 0.1775 | -0.8621 | 0.0361 | -0.0068 | 0.09 | -0.082 |
2019-02-09 | ALL | 2019-04-18 | 105 | Call | 0 | 0.5 | 0.2243 | 0.1028 | 0.0201 | -0.0124 | 0.0711 | 0.0168 |
2019-02-09 | ALL | 2019-04-18 | 105 | Put | 11.75 | 14.4 | 0.2419 | -0.8971 | 0.0215 | -0.0076 | 0.0723 | -0.0856 |
2019-02-09 | ALLE | 2019-02-15 | 80 | Call | 10.6 | 11.8 | 0.1935 | 1 | 0 | -0.0056 | 0 | 0.0153 |
2019-02-09 | ALLE | 2019-02-15 | 80 | Put | 0 | 0.5 | 0.2187 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ALLE | 2019-02-15 | 85 | Call | 5.7 | 6.7 | 0.1935 | 0.9969 | 0.0038 | -0.0076 | 0.0012 | 0.0162 |
2019-02-09 | ALLE | 2019-02-15 | 85 | Put | 0 | 0.15 | 0.2187 | -0.0076 | 0.0076 | -0.0041 | 0.0027 | -0.0001 |
2019-02-09 | ALLE | 2019-02-15 | 90 | Call | 1.75 | 1.95 | 0.1935 | 0.727 | 0.1358 | -0.0627 | 0.0421 | 0.0124 |
2019-02-09 | ALLE | 2019-02-15 | 90 | Put | 0.4 | 0.65 | 0.2187 | -0.2958 | 0.1257 | -0.0669 | 0.0446 | -0.0048 |
2019-02-09 | ALLE | 2019-02-15 | 95 | Call | 0 | 0.5 | 0.1935 | 0.0786 | 0.0599 | -0.0262 | 0.0186 | 0.0014 |
2019-02-09 | ALLE | 2019-02-15 | 95 | Put | 3.3 | 4.4 | 0.2187 | -0.9 | 0.0677 | -0.031 | 0.0231 | -0.0094 |
2019-02-09 | ALLE | 2019-02-15 | 100 | Call | 0 | 0.5 | 0.1935 | 0.0004 | 0.0006 | -0.0003 | 0.0002 | 0 |
2019-02-09 | ALLE | 2019-02-15 | 100 | Put | 7.9 | 9.5 | 0.2187 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ALLE | 2019-02-15 | 105 | Call | 0 | 0.5 | 0.1935 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ALLE | 2019-02-15 | 105 | Put | 13 | 15.9 | 0.2187 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ALLE | 2019-03-15 | 80 | Call | 10.4 | 13.5 | 0.3348 | 0.9159 | 0.0166 | -0.0262 | 0.0442 | 0.0648 |
2019-02-09 | ALLE | 2019-03-15 | 80 | Put | 0.25 | 0.35 | 0.3071 | -0.0745 | 0.0163 | -0.017 | 0.0397 | -0.0068 |
2019-02-09 | ALLE | 2019-03-15 | 85 | Call | 6.8 | 7.5 | 0.248 | 0.8482 | 0.0342 | -0.0289 | 0.068 | 0.0636 |
2019-02-09 | ALLE | 2019-03-15 | 85 | Put | 0.4 | 0.95 | 0.248 | -0.1643 | 0.0356 | -0.0238 | 0.0733 | -0.0143 |
2019-02-09 | ALLE | 2019-03-15 | 90 | Call | 3.2 | 3.7 | 0.2333 | 0.6112 | 0.0592 | -0.0403 | 0.1077 | 0.0477 |
2019-02-09 | ALLE | 2019-03-15 | 90 | Put | 2.05 | 2.45 | 0.2565 | -0.4111 | 0.054 | -0.0376 | 0.1099 | -0.0363 |
2019-02-09 | ALLE | 2019-03-15 | 95 | Call | 1.05 | 1.35 | 0.2245 | 0.3088 | 0.0565 | -0.0343 | 0.1012 | 0.0248 |
2019-02-09 | ALLE | 2019-03-15 | 95 | Put | 4.7 | 5.3 | 0.2438 | -0.6862 | 0.0518 | -0.0303 | 0.1003 | -0.0614 |
2019-02-09 | ALLE | 2019-03-15 | 100 | Call | 0.15 | 0.35 | 0.2245 | 0.1059 | 0.0292 | -0.0174 | 0.0541 | 0.0087 |
2019-02-09 | ALLE | 2019-03-15 | 100 | Put | 8.6 | 11.5 | 0.2438 | -0.8785 | 0.0295 | -0.0137 | 0.0579 | -0.0807 |
2019-02-09 | ALLE | 2019-03-15 | 105 | Call | 0 | 0.5 | 0.2245 | 0.0248 | 0.0092 | -0.0055 | 0.0179 | 0.0021 |
2019-02-09 | ALLE | 2019-03-15 | 105 | Put | 13 | 16.9 | 0.2438 | -0.9656 | 0.0111 | -0.0004 | 0.0228 | -0.087 |
2019-02-09 | ALXN | 2019-02-22 | 102 | Call | 16.3 | 20.5 | 0.4768 | 0.9649 | 0.0069 | -0.0379 | 0.0182 | 0.0374 |
2019-02-09 | ALXN | 2019-02-22 | 102 | Put | 0 | 0.45 | 0.5046 | -0.0431 | 0.0077 | -0.0384 | 0.0215 | -0.0021 |
2019-02-09 | ALXN | 2019-02-22 | 108 | Call | 12.3 | 13.9 | 0.5176 | 0.8668 | 0.0177 | -0.1 | 0.0506 | 0.0349 |
2019-02-09 | ALXN | 2019-02-22 | 108 | Put | 0.1 | 0.65 | 0.5176 | -0.1331 | 0.0177 | -0.0927 | 0.0506 | -0.0061 |
2019-02-09 | ALXN | 2019-02-22 | 112 | Call | 9 | 9.8 | 0.4406 | 0.8072 | 0.0264 | -0.1075 | 0.0644 | 0.0336 |
2019-02-09 | ALXN | 2019-02-22 | 112 | Put | 0.5 | 1.15 | 0.4406 | -0.1927 | 0.0265 | -0.1002 | 0.0641 | -0.0087 |
2019-02-09 | ALXN | 2019-02-22 | 115 | Call | 6.6 | 7.4 | 0.4155 | 0.7225 | 0.0343 | -0.1226 | 0.0788 | 0.0306 |
2019-02-09 | ALXN | 2019-02-22 | 115 | Put | 1.6 | 1.85 | 0.4119 | -0.2764 | 0.0347 | -0.114 | 0.0784 | -0.0122 |
2019-02-09 | ALXN | 2019-02-22 | 118 | Call | 4.6 | 5.2 | 0.3941 | 0.6119 | 0.0413 | -0.1317 | 0.0901 | 0.0263 |
2019-02-09 | ALXN | 2019-02-22 | 118 | Put | 2 | 2.9 | 0.3715 | -0.3841 | 0.044 | -0.1166 | 0.0899 | -0.0166 |
2019-02-09 | ALXN | 2019-02-22 | 120 | Call | 3.5 | 3.9 | 0.3809 | 0.5263 | 0.0444 | -0.1316 | 0.0936 | 0.0228 |
2019-02-09 | ALXN | 2019-02-22 | 120 | Put | 3.4 | 3.8 | 0.3968 | -0.4746 | 0.043 | -0.1296 | 0.0936 | -0.0202 |
2019-02-09 | ALXN | 2019-02-22 | 123 | Call | 2.05 | 2.5 | 0.3662 | 0.3902 | 0.0446 | -0.1212 | 0.0903 | 0.0171 |
2019-02-09 | ALXN | 2019-02-22 | 123 | Put | 4.9 | 5.4 | 0.3797 | -0.6068 | 0.0435 | -0.1186 | 0.0895 | -0.0246 |
2019-02-09 | ALXN | 2019-02-22 | 125 | Call | 1.35 | 1.85 | 0.3623 | 0.3051 | 0.0411 | -0.1091 | 0.0824 | 0.0134 |
2019-02-09 | ALXN | 2019-02-22 | 125 | Put | 6.2 | 6.7 | 0.3737 | -0.6911 | 0.0406 | -0.1059 | 0.0826 | -0.0269 |
2019-02-09 | ALXN | 2019-02-22 | 129 | Call | 0.55 | 0.95 | 0.3623 | 0.1701 | 0.0297 | -0.0785 | 0.0595 | 0.0075 |
2019-02-09 | ALXN | 2019-02-22 | 129 | Put | 9.3 | 9.8 | 0.3689 | -0.8294 | 0.0301 | -0.0734 | 0.0617 | -0.0284 |
2019-02-09 | ALXN | 2019-02-22 | 132 | Call | 0.3 | 0.45 | 0.3574 | 0.0974 | 0.0205 | -0.0525 | 0.0405 | 0.0043 |
2019-02-09 | ALXN | 2019-02-22 | 132 | Put | 11.6 | 13.2 | 0.4144 | -0.8701 | 0.0225 | -0.0682 | 0.0503 | -0.0284 |
2019-02-09 | ALXN | 2019-02-22 | 140 | Call | 0 | 0.25 | 0.351 | 0.0147 | 0.0045 | -0.0111 | 0.0088 | 0.0007 |
2019-02-09 | ALXN | 2019-02-22 | 140 | Put | 18.4 | 22.4 | 0.4672 | -0.9523 | 0.0101 | -0.0342 | 0.0242 | -0.0228 |
2019-02-09 | ALXN | 2019-03-08 | 102 | Call | 18.1 | 19.6 | 0.434 | 0.9248 | 0.0098 | -0.043 | 0.0472 | 0.0708 |
2019-02-09 | ALXN | 2019-03-08 | 102 | Put | 0.5 | 0.65 | 0.4473 | -0.0809 | 0.0101 | -0.0391 | 0.0499 | -0.0079 |
2019-02-09 | ALXN | 2019-03-08 | 108 | Call | 12.6 | 14.2 | 0.3945 | 0.8526 | 0.0176 | -0.0603 | 0.0767 | 0.0683 |
2019-02-09 | ALXN | 2019-03-08 | 108 | Put | 0.6 | 1.25 | 0.3945 | -0.1474 | 0.0176 | -0.053 | 0.0786 | -0.0133 |
2019-02-09 | ALXN | 2019-03-08 | 112 | Call | 9.8 | 10.6 | 0.3856 | 0.7669 | 0.0238 | -0.0758 | 0.1018 | 0.0628 |
2019-02-09 | ALXN | 2019-03-08 | 112 | Put | 1.75 | 2 | 0.3881 | -0.2348 | 0.0239 | -0.0691 | 0.1024 | -0.021 |
2019-02-09 | ALXN | 2019-03-08 | 115 | Call | 7.3 | 8.6 | 0.37 | 0.6904 | 0.0286 | -0.0828 | 0.1173 | 0.0575 |
2019-02-09 | ALXN | 2019-03-08 | 115 | Put | 2.4 | 2.85 | 0.3725 | -0.3114 | 0.0287 | -0.076 | 0.1164 | -0.0274 |
2019-02-09 | ALXN | 2019-03-08 | 118 | Call | 5.7 | 6.2 | 0.3555 | 0.5994 | 0.0327 | -0.0863 | 0.1286 | 0.0507 |
2019-02-09 | ALXN | 2019-03-08 | 118 | Put | 2.95 | 3.9 | 0.3424 | -0.3999 | 0.0342 | -0.0758 | 0.1295 | -0.0342 |
2019-02-09 | ALXN | 2019-03-08 | 120 | Call | 4.4 | 5 | 0.3405 | 0.532 | 0.0351 | -0.0846 | 0.1323 | 0.0454 |
2019-02-09 | ALXN | 2019-03-08 | 120 | Put | 4.4 | 4.8 | 0.36 | -0.4696 | 0.0336 | -0.0817 | 0.1323 | -0.0398 |
2019-02-09 | ALXN | 2019-03-08 | 123 | Call | 3.1 | 3.6 | 0.3385 | 0.4273 | 0.0348 | -0.0823 | 0.1305 | 0.0368 |
2019-02-09 | ALXN | 2019-03-08 | 123 | Put | 5.4 | 6.4 | 0.3311 | -0.5781 | 0.036 | -0.0728 | 0.1304 | -0.0468 |
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