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 | ALXN | 2019-03-08 | 125 | Call | 1.95 | 2.75 | 0.3155 | 0.3491 | 0.0353 | -0.0722 | 0.1231 | 0.0304 |
2019-02-09 | ALXN | 2019-03-08 | 125 | Put | 6.6 | 7.6 | 0.3237 | -0.6503 | 0.035 | -0.0666 | 0.1228 | -0.0507 |
2019-02-09 | ALXN | 2019-03-08 | 129 | Call | 1.3 | 1.55 | 0.3255 | 0.2349 | 0.0284 | -0.0613 | 0.1022 | 0.0206 |
2019-02-09 | ALXN | 2019-03-08 | 129 | Put | 9.8 | 11.1 | 0.3611 | -0.7445 | 0.0275 | -0.0639 | 0.108 | -0.0551 |
2019-02-09 | ALXN | 2019-03-08 | 132 | Call | 0.75 | 0.95 | 0.3189 | 0.1587 | 0.0228 | -0.0471 | 0.0805 | 0.014 |
2019-02-09 | ALXN | 2019-03-08 | 132 | Put | 12 | 12.9 | 0.3099 | -0.8573 | 0.0234 | -0.0364 | 0.0785 | -0.0518 |
2019-02-09 | ALXN | 2019-03-08 | 140 | Call | 0.15 | 0.25 | 0.3177 | 0.0472 | 0.0093 | -0.019 | 0.0328 | 0.0042 |
2019-02-09 | ALXN | 2019-03-08 | 140 | Put | 18.2 | 22.3 | 0.3998 | -0.9129 | 0.0132 | -0.0326 | 0.0548 | -0.0497 |
2019-02-09 | ALXN | 2019-03-29 | 108 | Call | 14.1 | 15.4 | 0.4044 | 0.793 | 0.0161 | -0.0577 | 0.1257 | 0.108 |
2019-02-09 | ALXN | 2019-03-29 | 108 | Put | 1.95 | 2.15 | 0.3889 | -0.2 | 0.0165 | -0.0474 | 0.123 | -0.0318 |
2019-02-09 | ALXN | 2019-03-29 | 112 | Call | 10.8 | 13 | 0.4022 | 0.7169 | 0.0191 | -0.0665 | 0.1489 | 0.0995 |
2019-02-09 | ALXN | 2019-03-29 | 112 | Put | 2.75 | 3.1 | 0.3713 | -0.272 | 0.0205 | -0.0533 | 0.1441 | -0.0425 |
2019-02-09 | ALXN | 2019-03-29 | 115 | Call | 8.8 | 10 | 0.3644 | 0.663 | 0.0228 | -0.0648 | 0.1607 | 0.0942 |
2019-02-09 | ALXN | 2019-03-29 | 115 | Put | 3.7 | 4 | 0.3626 | -0.3381 | 0.0231 | -0.057 | 0.1598 | -0.0521 |
2019-02-09 | ALXN | 2019-03-29 | 118 | Call | 6.6 | 7.6 | 0.3304 | 0.594 | 0.0267 | -0.0622 | 0.1706 | 0.0862 |
2019-02-09 | ALXN | 2019-03-29 | 118 | Put | 4.8 | 5.1 | 0.3523 | -0.411 | 0.0254 | -0.0584 | 0.1709 | -0.0621 |
2019-02-09 | ALXN | 2019-03-29 | 120 | Call | 5.4 | 6.5 | 0.3238 | 0.5393 | 0.0279 | -0.062 | 0.1747 | 0.0789 |
2019-02-09 | ALXN | 2019-03-29 | 120 | Put | 5.6 | 6 | 0.3455 | -0.4631 | 0.0265 | -0.0582 | 0.1746 | -0.0688 |
2019-02-09 | ALXN | 2019-03-29 | 123 | Call | 4.6 | 5 | 0.335 | 0.4594 | 0.0269 | -0.0634 | 0.1746 | 0.0676 |
2019-02-09 | ALXN | 2019-03-29 | 123 | Put | 6.7 | 8.3 | 0.3481 | -0.5411 | 0.0264 | -0.058 | 0.1755 | -0.0783 |
2019-02-09 | ALXN | 2019-03-29 | 125 | Call | 2.8 | 4.1 | 0.3009 | 0.3924 | 0.029 | -0.0551 | 0.1691 | 0.0586 |
2019-02-09 | ALXN | 2019-03-29 | 125 | Put | 8.3 | 8.8 | 0.3376 | -0.596 | 0.0266 | -0.0543 | 0.1688 | -0.0837 |
2019-02-09 | ALXN | 2019-03-29 | 129 | Call | 2 | 3.1 | 0.3203 | 0.3022 | 0.0248 | -0.0526 | 0.1535 | 0.0453 |
2019-02-09 | ALXN | 2019-03-29 | 129 | Put | 9.9 | 11.7 | 0.3045 | -0.7169 | 0.0263 | -0.0413 | 0.1476 | -0.0908 |
2019-02-09 | ALXN | 2019-03-29 | 132 | Call | 1.7 | 2.6 | 0.3414 | 0.2538 | 0.0213 | -0.0512 | 0.1409 | 0.038 |
2019-02-09 | ALXN | 2019-03-29 | 132 | Put | 12 | 15 | 0.3312 | -0.7622 | 0.0223 | -0.0408 | 0.1383 | -0.0937 |
2019-02-09 | ALXN | 2019-03-29 | 136 | Call | 0.95 | 1.8 | 0.3374 | 0.1805 | 0.0177 | -0.0413 | 0.1156 | 0.0272 |
2019-02-09 | ALXN | 2019-03-29 | 136 | Put | 15.3 | 18.1 | 0.32 | -0.8453 | 0.0185 | -0.029 | 0.1052 | -0.0891 |
2019-02-09 | AMAT | 2019-02-22 | 34 | Call | 5.8 | 6.15 | 0.6201 | 0.9215 | 0.0322 | -0.0287 | 0.0111 | 0.0094 |
2019-02-09 | AMAT | 2019-02-22 | 34 | Put | 0.11 | 0.17 | 0.5516 | -0.0708 | 0.0317 | -0.0205 | 0.0105 | -0.0011 |
2019-02-09 | AMAT | 2019-02-22 | 36 | Call | 4 | 4.2 | 0.5245 | 0.8578 | 0.0584 | -0.0366 | 0.0167 | 0.0093 |
2019-02-09 | AMAT | 2019-02-22 | 36 | Put | 0.31 | 0.38 | 0.513 | -0.1576 | 0.0608 | -0.0339 | 0.0186 | -0.0024 |
2019-02-09 | AMAT | 2019-02-22 | 37 | Call | 3.15 | 3.3 | 0.4876 | 0.8004 | 0.078 | -0.0418 | 0.0216 | 0.009 |
2019-02-09 | AMAT | 2019-02-22 | 37 | Put | 0.52 | 0.56 | 0.5013 | -0.2279 | 0.0781 | -0.0415 | 0.024 | -0.0034 |
2019-02-09 | AMAT | 2019-02-22 | 38 | Call | 2.49 | 2.6 | 0.504 | 0.7027 | 0.0928 | -0.0524 | 0.0261 | 0.0081 |
2019-02-09 | AMAT | 2019-02-22 | 38 | Put | 0.76 | 0.83 | 0.4828 | -0.3129 | 0.0951 | -0.0467 | 0.0272 | -0.0047 |
2019-02-09 | AMAT | 2019-02-22 | 39 | Call | 1.85 | 1.93 | 0.4903 | 0.6032 | 0.1057 | -0.056 | 0.0296 | 0.0072 |
2019-02-09 | AMAT | 2019-02-22 | 39 | Put | 1.17 | 1.23 | 0.4845 | -0.416 | 0.1044 | -0.0514 | 0.0303 | -0.0062 |
2019-02-09 | AMAT | 2019-02-22 | 40 | Call | 1.32 | 1.39 | 0.4828 | 0.4942 | 0.1106 | -0.0566 | 0.0306 | 0.0061 |
2019-02-09 | AMAT | 2019-02-22 | 40 | Put | 1.64 | 1.73 | 0.4779 | -0.5229 | 0.1082 | -0.0515 | 0.0307 | -0.0077 |
2019-02-09 | AMAT | 2019-02-22 | 41 | Call | 0.89 | 0.93 | 0.4687 | 0.3835 | 0.1085 | -0.0521 | 0.0298 | 0.0049 |
2019-02-09 | AMAT | 2019-02-22 | 41 | Put | 2.22 | 2.38 | 0.4792 | -0.6259 | 0.1026 | -0.0487 | 0.0297 | -0.0092 |
2019-02-09 | AMAT | 2019-02-22 | 43 | Call | 0.35 | 0.42 | 0.4653 | 0.2013 | 0.0797 | -0.0376 | 0.0223 | 0.0027 |
2019-02-09 | AMAT | 2019-02-22 | 43 | Put | 3.5 | 3.85 | 0.424 | -0.8294 | 0.0778 | -0.0275 | 0.0206 | -0.0118 |
2019-02-09 | AMAT | 2019-02-22 | 44 | Call | 0.21 | 0.25 | 0.46 | 0.1338 | 0.0616 | -0.0283 | 0.0172 | 0.0018 |
2019-02-09 | AMAT | 2019-02-22 | 44 | Put | 4.5 | 4.7 | 0.4546 | -0.8732 | 0.0595 | -0.0236 | 0.0169 | -0.0125 |
2019-02-09 | AMAT | 2019-02-22 | 46 | Call | 0.07 | 0.12 | 0.4794 | 0.0614 | 0.033 | -0.0165 | 0.0101 | 0.0009 |
2019-02-09 | AMAT | 2019-02-22 | 46 | Put | 6.2 | 6.6 | 0.3538 | -0.9841 | 0.0147 | -0.0008 | 0.0032 | -0.0138 |
2019-02-09 | AMAT | 2019-03-08 | 34 | Call | 5.55 | 6.1 | 0.3257 | 0.9806 | 0.0175 | -0.0063 | 0.0055 | 0.0112 |
2019-02-09 | AMAT | 2019-03-08 | 34 | Put | 0.21 | 0.29 | 0.4563 | -0.1001 | 0.0351 | -0.0154 | 0.0192 | -0.0032 |
2019-02-09 | AMAT | 2019-03-08 | 36 | Call | 4.15 | 4.3 | 0.4351 | 0.8203 | 0.0611 | -0.0268 | 0.0292 | 0.0161 |
2019-02-09 | AMAT | 2019-03-08 | 36 | Put | 0.48 | 0.68 | 0.4468 | -0.1996 | 0.0574 | -0.024 | 0.031 | -0.006 |
2019-02-09 | AMAT | 2019-03-08 | 37 | Call | 3.35 | 3.6 | 0.4339 | 0.7479 | 0.0722 | -0.031 | 0.0348 | 0.0163 |
2019-02-09 | AMAT | 2019-03-08 | 37 | Put | 0.75 | 0.92 | 0.4419 | -0.2655 | 0.0681 | -0.0277 | 0.036 | -0.0079 |
2019-02-09 | AMAT | 2019-03-08 | 38 | Call | 2.75 | 2.85 | 0.4312 | 0.6678 | 0.0805 | -0.0338 | 0.0396 | 0.0162 |
2019-02-09 | AMAT | 2019-03-08 | 38 | Put | 1.03 | 1.12 | 0.4153 | -0.3349 | 0.0806 | -0.0288 | 0.04 | -0.0098 |
2019-02-09 | AMAT | 2019-03-08 | 39 | Call | 1.97 | 2.23 | 0.4027 | 0.5853 | 0.0912 | -0.0332 | 0.0426 | 0.0151 |
2019-02-09 | AMAT | 2019-03-08 | 39 | Put | 1.4 | 1.6 | 0.4162 | -0.421 | 0.0864 | -0.0309 | 0.0428 | -0.0121 |
2019-02-09 | AMAT | 2019-03-08 | 40 | Call | 1.52 | 1.72 | 0.4062 | 0.4937 | 0.0913 | -0.0336 | 0.0439 | 0.0132 |
2019-02-09 | AMAT | 2019-03-08 | 40 | Put | 1.89 | 2.08 | 0.4108 | -0.5094 | 0.0895 | -0.0309 | 0.0439 | -0.0143 |
2019-02-09 | AMAT | 2019-03-08 | 41 | Call | 1.13 | 1.28 | 0.4038 | 0.405 | 0.0886 | -0.032 | 0.042 | 0.0112 |
2019-02-09 | AMAT | 2019-03-08 | 41 | Put | 2.46 | 2.71 | 0.4117 | -0.5955 | 0.087 | -0.0298 | 0.0419 | -0.0163 |
2019-02-09 | AMAT | 2019-03-08 | 43 | Call | 0.57 | 0.63 | 0.3943 | 0.246 | 0.0732 | -0.0251 | 0.0348 | 0.007 |
2019-02-09 | AMAT | 2019-03-08 | 43 | Put | 3.85 | 4.15 | 0.4088 | -0.7489 | 0.0727 | -0.0237 | 0.0345 | -0.019 |
2019-02-09 | AMAT | 2019-03-08 | 44 | Call | 0.37 | 0.44 | 0.3908 | 0.1825 | 0.0618 | -0.0207 | 0.029 | 0.0052 |
2019-02-09 | AMAT | 2019-03-08 | 44 | Put | 4.7 | 4.9 | 0.4052 | -0.8127 | 0.0624 | -0.0194 | 0.0293 | -0.0195 |
2019-02-09 | AMAT | 2019-03-08 | 46 | Call | 0.16 | 0.21 | 0.3934 | 0.0956 | 0.0394 | -0.0133 | 0.0186 | 0.0028 |
2019-02-09 | AMAT | 2019-03-08 | 46 | Put | 6.3 | 6.85 | 0.4105 | -0.9 | 0.041 | -0.0119 | 0.0197 | -0.0193 |
2019-02-09 | AMAT | 2019-03-29 | 34 | Call | 5.7 | 6.3 | 0.361 | 0.9025 | 0.0386 | -0.0129 | 0.0253 | 0.0307 |
2019-02-09 | AMAT | 2019-03-29 | 34 | Put | 0.37 | 0.52 | 0.4155 | -0.1361 | 0.0365 | -0.0131 | 0.0332 | -0.0072 |
2019-02-09 | AMAT | 2019-03-29 | 36 | Call | 4.35 | 4.65 | 0.3918 | 0.777 | 0.054 | -0.0196 | 0.0435 | 0.0341 |
2019-02-09 | AMAT | 2019-03-29 | 36 | Put | 0.77 | 0.94 | 0.4054 | -0.2315 | 0.0522 | -0.0177 | 0.0439 | -0.0121 |
2019-02-09 | AMAT | 2019-03-29 | 37 | Call | 3.65 | 3.9 | 0.3859 | 0.7171 | 0.0613 | -0.0213 | 0.0496 | 0.0327 |
2019-02-09 | AMAT | 2019-03-29 | 37 | Put | 0.95 | 1.24 | 0.3911 | -0.2866 | 0.0605 | -0.019 | 0.0498 | -0.0148 |
2019-02-09 | AMAT | 2019-03-29 | 38 | Call | 2.96 | 3.25 | 0.3786 | 0.6514 | 0.0679 | -0.0225 | 0.0543 | 0.0304 |
2019-02-09 | AMAT | 2019-03-29 | 38 | Put | 1.35 | 1.56 | 0.3891 | -0.3529 | 0.0665 | -0.0205 | 0.0544 | -0.018 |
2019-02-09 | AMAT | 2019-03-29 | 39 | Call | 2.4 | 2.65 | 0.375 | 0.58 | 0.0723 | -0.0233 | 0.0564 | 0.0275 |
2019-02-09 | AMAT | 2019-03-29 | 39 | Put | 1.78 | 1.93 | 0.3819 | -0.4228 | 0.0716 | -0.0211 | 0.0565 | -0.0212 |
2019-02-09 | AMAT | 2019-03-29 | 40 | Call | 1.93 | 2.13 | 0.3734 | 0.5066 | 0.074 | -0.0234 | 0.058 | 0.0243 |
2019-02-09 | AMAT | 2019-03-29 | 40 | Put | 2.18 | 2.49 | 0.3759 | -0.496 | 0.0743 | -0.021 | 0.0579 | -0.0244 |
2019-02-09 | AMAT | 2019-03-29 | 41 | Call | 1.5 | 1.71 | 0.3716 | 0.4343 | 0.0733 | -0.0228 | 0.0572 | 0.021 |
2019-02-09 | AMAT | 2019-03-29 | 41 | Put | 2.81 | 2.99 | 0.3724 | -0.5692 | 0.0741 | -0.0202 | 0.0571 | -0.0272 |
2019-02-09 | AMAT | 2019-03-29 | 43 | Call | 0.86 | 1.07 | 0.3705 | 0.3022 | 0.0652 | -0.02 | 0.0504 | 0.0148 |
2019-02-09 | AMAT | 2019-03-29 | 43 | Put | 4.15 | 4.35 | 0.3687 | -0.7048 | 0.0667 | -0.0172 | 0.0492 | -0.0311 |
2019-02-09 | AMAT | 2019-03-29 | 44 | Call | 0.66 | 0.73 | 0.3617 | 0.2399 | 0.0593 | -0.0173 | 0.0451 | 0.0118 |
2019-02-09 | AMAT | 2019-03-29 | 44 | Put | 4.6 | 5.15 | 0.3342 | -0.7898 | 0.0628 | -0.0125 | 0.0422 | -0.0312 |
2019-02-09 | AMAT | 2019-03-29 | 46 | Call | 0.34 | 0.41 | 0.3601 | 0.1475 | 0.0442 | -0.0127 | 0.0334 | 0.0073 |
2019-02-09 | AMAT | 2019-03-29 | 46 | Put | 6.5 | 6.95 | 0.3735 | -0.8526 | 0.0459 | -0.0108 | 0.0349 | -0.0312 |
2019-02-09 | AMD | 2019-02-22 | 19.5 | Call | 3.55 | 3.7 | 0.5461 | 0.9481 | 0.0431 | -0.0106 | 0.0048 | 0.007 |
2019-02-09 | AMD | 2019-02-22 | 19.5 | Put | 0.06 | 0.08 | 0.5737 | -0.0601 | 0.0461 | -0.0109 | 0.0054 | -0.0006 |
2019-02-09 | AMD | 2019-02-22 | 20.5 | Call | 2.73 | 2.76 | 0.5648 | 0.8696 | 0.0832 | -0.0205 | 0.0096 | 0.0066 |
2019-02-09 | AMD | 2019-02-22 | 20.5 | Put | 0.16 | 0.18 | 0.5592 | -0.1281 | 0.0833 | -0.0187 | 0.0097 | -0.0011 |
2019-02-09 | AMD | 2019-02-22 | 21.5 | Call | 1.9 | 1.95 | 0.5396 | 0.7646 | 0.1263 | -0.0279 | 0.0139 | 0.006 |
2019-02-09 | AMD | 2019-02-22 | 21.5 | Put | 0.35 | 0.38 | 0.5467 | -0.238 | 0.126 | -0.027 | 0.014 | -0.0021 |
2019-02-09 | AMD | 2019-02-22 | 22 | Call | 1.57 | 1.6 | 0.5436 | 0.6916 | 0.1435 | -0.0319 | 0.0159 | 0.0055 |
2019-02-09 | AMD | 2019-02-22 | 22 | Put | 0.5 | 0.52 | 0.5404 | -0.3079 | 0.1449 | -0.0303 | 0.0158 | -0.0027 |
2019-02-09 | AMD | 2019-02-22 | 22.5 | Call | 1.26 | 1.27 | 0.5356 | 0.6149 | 0.1582 | -0.0339 | 0.0172 | 0.0049 |
2019-02-09 | AMD | 2019-02-22 | 22.5 | Put | 0.68 | 0.72 | 0.5387 | -0.386 | 0.1583 | -0.0328 | 0.0172 | -0.0033 |
2019-02-09 | AMD | 2019-02-22 | 23 | Call | 0.98 | 1 | 0.5306 | 0.5328 | 0.166 | -0.0348 | 0.0179 | 0.0043 |
2019-02-09 | AMD | 2019-02-22 | 23 | Put | 0.91 | 0.94 | 0.5337 | -0.4679 | 0.1662 | -0.0336 | 0.0179 | -0.0039 |
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