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 | AMD | 2019-02-22 | 23.5 | Call | 0.75 | 0.78 | 0.5306 | 0.4503 | 0.1653 | -0.0345 | 0.0179 | 0.0037 |
2019-02-09 | AMD | 2019-02-22 | 23.5 | Put | 1.18 | 1.2 | 0.5282 | -0.5512 | 0.1673 | -0.033 | 0.018 | -0.0045 |
2019-02-09 | AMD | 2019-02-22 | 24 | Call | 0.57 | 0.58 | 0.5277 | 0.3708 | 0.1587 | -0.0327 | 0.017 | 0.0031 |
2019-02-09 | AMD | 2019-02-22 | 24 | Put | 1.48 | 1.51 | 0.5225 | -0.6324 | 0.1614 | -0.0309 | 0.0173 | -0.0051 |
2019-02-09 | AMD | 2019-02-22 | 25 | Call | 0.3 | 0.32 | 0.5276 | 0.2342 | 0.1288 | -0.0265 | 0.0138 | 0.0019 |
2019-02-09 | AMD | 2019-02-22 | 25 | Put | 2.22 | 2.24 | 0.5208 | -0.7717 | 0.1307 | -0.0244 | 0.0141 | -0.0057 |
2019-02-09 | AMD | 2019-02-22 | 25.5 | Call | 0.21 | 0.23 | 0.5266 | 0.1791 | 0.1101 | -0.0225 | 0.0118 | 0.0015 |
2019-02-09 | AMD | 2019-02-22 | 25.5 | Put | 2.63 | 2.66 | 0.5224 | -0.826 | 0.1113 | -0.0206 | 0.012 | -0.0058 |
2019-02-09 | AMD | 2019-02-22 | 26.5 | Call | 0.1 | 0.12 | 0.5323 | 0.1008 | 0.0735 | -0.0153 | 0.008 | 0.0008 |
2019-02-09 | AMD | 2019-02-22 | 26.5 | Put | 3.5 | 3.6 | 0.5433 | -0.898 | 0.0755 | -0.0145 | 0.0084 | -0.0056 |
2019-02-09 | AMD | 2019-03-08 | 19.5 | Call | 3.75 | 3.95 | 0.585 | 0.8698 | 0.0567 | -0.0153 | 0.0135 | 0.0124 |
2019-02-09 | AMD | 2019-03-08 | 19.5 | Put | 0.23 | 0.27 | 0.5756 | -0.1268 | 0.0568 | -0.0135 | 0.0133 | -0.0023 |
2019-02-09 | AMD | 2019-03-08 | 20.5 | Call | 3 | 3.05 | 0.5645 | 0.7997 | 0.0778 | -0.0191 | 0.0179 | 0.0118 |
2019-02-09 | AMD | 2019-03-08 | 20.5 | Put | 0.41 | 0.44 | 0.5582 | -0.1982 | 0.0785 | -0.0175 | 0.0179 | -0.0035 |
2019-02-09 | AMD | 2019-03-08 | 21.5 | Call | 2.28 | 2.32 | 0.5532 | 0.7067 | 0.0975 | -0.0227 | 0.022 | 0.0107 |
2019-02-09 | AMD | 2019-03-08 | 21.5 | Put | 0.69 | 0.73 | 0.553 | -0.2937 | 0.0981 | -0.0213 | 0.022 | -0.0052 |
2019-02-09 | AMD | 2019-03-08 | 22 | Call | 1.96 | 2 | 0.5495 | 0.6537 | 0.1052 | -0.024 | 0.0236 | 0.01 |
2019-02-09 | AMD | 2019-03-08 | 22 | Put | 0.87 | 0.89 | 0.5457 | -0.3463 | 0.1067 | -0.0225 | 0.0233 | -0.0061 |
2019-02-09 | AMD | 2019-03-08 | 22.5 | Call | 1.68 | 1.72 | 0.5507 | 0.5977 | 0.1101 | -0.0251 | 0.0247 | 0.0093 |
2019-02-09 | AMD | 2019-03-08 | 22.5 | Put | 1.08 | 1.11 | 0.5447 | -0.4028 | 0.1121 | -0.0235 | 0.0248 | -0.007 |
2019-02-09 | AMD | 2019-03-08 | 23 | Call | 1.42 | 1.45 | 0.5463 | 0.541 | 0.1138 | -0.0255 | 0.0253 | 0.0085 |
2019-02-09 | AMD | 2019-03-08 | 23 | Put | 1.32 | 1.34 | 0.541 | -0.4604 | 0.1159 | -0.0239 | 0.0253 | -0.0079 |
2019-02-09 | AMD | 2019-03-08 | 23.5 | Call | 1.19 | 1.22 | 0.5447 | 0.4841 | 0.1147 | -0.0255 | 0.0254 | 0.0076 |
2019-02-09 | AMD | 2019-03-08 | 23.5 | Put | 1.58 | 1.61 | 0.5373 | -0.5184 | 0.1172 | -0.0237 | 0.0254 | -0.0088 |
2019-02-09 | AMD | 2019-03-08 | 24 | Call | 0.99 | 1.02 | 0.544 | 0.4286 | 0.1131 | -0.025 | 0.0251 | 0.0068 |
2019-02-09 | AMD | 2019-03-08 | 24 | Put | 1.88 | 1.91 | 0.5365 | -0.575 | 0.1156 | -0.0232 | 0.0252 | -0.0096 |
2019-02-09 | AMD | 2019-03-08 | 24.5 | Call | 0.8 | 0.84 | 0.5387 | 0.374 | 0.1102 | -0.0238 | 0.0242 | 0.006 |
2019-02-09 | AMD | 2019-03-08 | 24.5 | Put | 2.2 | 2.23 | 0.5333 | -0.6301 | 0.1123 | -0.0221 | 0.0237 | -0.0103 |
2019-02-09 | AMD | 2019-03-08 | 25 | Call | 0.66 | 0.68 | 0.5375 | 0.3235 | 0.1047 | -0.0225 | 0.0229 | 0.0052 |
2019-02-09 | AMD | 2019-03-08 | 25 | Put | 2.55 | 2.58 | 0.5316 | -0.6816 | 0.1067 | -0.0207 | 0.0228 | -0.0109 |
2019-02-09 | AMD | 2019-03-08 | 26.5 | Call | 0.33 | 0.36 | 0.5332 | 0.1956 | 0.0812 | -0.0171 | 0.0176 | 0.0032 |
2019-02-09 | AMD | 2019-03-08 | 26.5 | Put | 3.7 | 3.8 | 0.5306 | -0.8099 | 0.0825 | -0.0153 | 0.0173 | -0.0117 |
2019-02-09 | AMD | 2019-03-29 | 19.5 | Call | 4.05 | 4.25 | 0.5787 | 0.819 | 0.0539 | -0.0142 | 0.0222 | 0.0198 |
2019-02-09 | AMD | 2019-03-29 | 19.5 | Put | 0.52 | 0.58 | 0.5861 | -0.1835 | 0.054 | -0.0132 | 0.0229 | -0.0059 |
2019-02-09 | AMD | 2019-03-29 | 20.5 | Call | 3.3 | 3.5 | 0.5661 | 0.7537 | 0.066 | -0.0164 | 0.0266 | 0.0187 |
2019-02-09 | AMD | 2019-03-29 | 20.5 | Put | 0.74 | 0.84 | 0.5693 | -0.2477 | 0.0662 | -0.0152 | 0.0269 | -0.0079 |
2019-02-09 | AMD | 2019-03-29 | 21.5 | Call | 2.7 | 2.85 | 0.5708 | 0.6752 | 0.0747 | -0.0186 | 0.0304 | 0.0171 |
2019-02-09 | AMD | 2019-03-29 | 21.5 | Put | 1.07 | 1.2 | 0.5643 | -0.3247 | 0.0761 | -0.017 | 0.0303 | -0.0102 |
2019-02-09 | AMD | 2019-03-29 | 22 | Call | 2.41 | 2.56 | 0.5697 | 0.6348 | 0.0782 | -0.0193 | 0.0317 | 0.0163 |
2019-02-09 | AMD | 2019-03-29 | 22 | Put | 1.27 | 1.38 | 0.5576 | -0.3652 | 0.0805 | -0.0175 | 0.0316 | -0.0114 |
2019-02-09 | AMD | 2019-03-29 | 22.5 | Call | 2.12 | 2.29 | 0.5652 | 0.5937 | 0.0813 | -0.0197 | 0.0327 | 0.0154 |
2019-02-09 | AMD | 2019-03-29 | 22.5 | Put | 1.48 | 1.63 | 0.557 | -0.4075 | 0.0833 | -0.018 | 0.0327 | -0.0127 |
2019-02-09 | AMD | 2019-03-29 | 23 | Call | 1.87 | 2 | 0.5576 | 0.5517 | 0.084 | -0.0198 | 0.0334 | 0.0145 |
2019-02-09 | AMD | 2019-03-29 | 23 | Put | 1.72 | 1.88 | 0.5544 | -0.4502 | 0.0855 | -0.0182 | 0.0334 | -0.0139 |
2019-02-09 | AMD | 2019-03-29 | 23.5 | Call | 1.59 | 1.79 | 0.5513 | 0.509 | 0.0857 | -0.0197 | 0.0337 | 0.0135 |
2019-02-09 | AMD | 2019-03-29 | 23.5 | Put | 1.99 | 2.15 | 0.553 | -0.4929 | 0.0865 | -0.0183 | 0.0338 | -0.0151 |
2019-02-09 | AMD | 2019-03-29 | 24 | Call | 1.42 | 1.56 | 0.5524 | 0.4676 | 0.0853 | -0.0196 | 0.0336 | 0.0125 |
2019-02-09 | AMD | 2019-03-29 | 24 | Put | 2.26 | 2.47 | 0.5528 | -0.5347 | 0.0863 | -0.0181 | 0.0338 | -0.0161 |
2019-02-09 | AMD | 2019-03-29 | 24.5 | Call | 1.24 | 1.37 | 0.552 | 0.4272 | 0.0842 | -0.0193 | 0.0331 | 0.0115 |
2019-02-09 | AMD | 2019-03-29 | 24.5 | Put | 2.62 | 2.78 | 0.5586 | -0.5738 | 0.0844 | -0.018 | 0.0335 | -0.0172 |
2019-02-09 | AMD | 2019-03-29 | 25.5 | Call | 0.94 | 1.01 | 0.5466 | 0.3493 | 0.0802 | -0.018 | 0.0312 | 0.0095 |
2019-02-09 | AMD | 2019-03-29 | 25.5 | Put | 3.25 | 3.45 | 0.5473 | -0.6542 | 0.0814 | -0.0164 | 0.0316 | -0.0189 |
2019-02-09 | AMD | 2019-03-29 | 26.5 | Call | 0.67 | 0.75 | 0.5401 | 0.278 | 0.0736 | -0.016 | 0.0283 | 0.0076 |
2019-02-09 | AMD | 2019-03-29 | 26.5 | Put | 4.05 | 4.2 | 0.5546 | -0.7195 | 0.0738 | -0.015 | 0.0291 | -0.0202 |
2019-02-09 | AME | 2019-02-15 | 65 | Call | 10.2 | 11.7 | 0.2153 | 1 | 0 | -0.0045 | 0 | 0.0124 |
2019-02-09 | AME | 2019-02-15 | 65 | Put | 0 | 0.1 | 0.2075 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AME | 2019-02-15 | 70 | Call | 5.3 | 6.2 | 0.2153 | 0.9964 | 0.0048 | -0.0066 | 0.0011 | 0.0133 |
2019-02-09 | AME | 2019-02-15 | 70 | Put | 0 | 0.15 | 0.2075 | -0.0027 | 0.0038 | -0.0013 | 0.0009 | 0 |
2019-02-09 | AME | 2019-02-15 | 75 | Call | 1.25 | 1.45 | 0.2153 | 0.6442 | 0.165 | -0.0635 | 0.0391 | 0.0091 |
2019-02-09 | AME | 2019-02-15 | 75 | Put | 0.45 | 0.6 | 0.2075 | -0.352 | 0.1717 | -0.0562 | 0.039 | -0.0047 |
2019-02-09 | AME | 2019-02-15 | 80 | Call | 0 | 0.25 | 0.2153 | 0.0362 | 0.0352 | -0.013 | 0.0083 | 0.0005 |
2019-02-09 | AME | 2019-02-15 | 80 | Put | 3.4 | 4.8 | 0.2075 | -0.9784 | 0.0344 | -0.0062 | 0.0061 | -0.0037 |
2019-02-09 | AME | 2019-02-15 | 85 | Call | 0 | 0.55 | 0.2153 | 0.0001 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | AME | 2019-02-15 | 85 | Put | 8.2 | 10.5 | 0.2075 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AME | 2019-03-15 | 65 | Call | 10.5 | 11.4 | 0.2108 | 0.9943 | 0.0036 | -0.0058 | 0.0045 | 0.0441 |
2019-02-09 | AME | 2019-03-15 | 65 | Put | 0.1 | 0.2 | 0.2465 | -0.02 | 0.0084 | -0.0039 | 0.0113 | -0.0015 |
2019-02-09 | AME | 2019-03-15 | 70 | Call | 5.8 | 6.4 | 0.2108 | 0.9037 | 0.0362 | -0.017 | 0.0416 | 0.0463 |
2019-02-09 | AME | 2019-03-15 | 70 | Put | 0.35 | 0.5 | 0.2465 | -0.1397 | 0.0388 | -0.0177 | 0.0538 | -0.0097 |
2019-02-09 | AME | 2019-03-15 | 75 | Call | 2.15 | 2.5 | 0.2024 | 0.5853 | 0.0841 | -0.0299 | 0.0909 | 0.0357 |
2019-02-09 | AME | 2019-03-15 | 75 | Put | 1.4 | 1.75 | 0.209 | -0.4244 | 0.0809 | -0.0253 | 0.0914 | -0.0281 |
2019-02-09 | AME | 2019-03-15 | 80 | Call | 0.3 | 0.45 | 0.1784 | 0.1717 | 0.0615 | -0.0162 | 0.0616 | 0.0119 |
2019-02-09 | AME | 2019-03-15 | 80 | Put | 4.2 | 5.1 | 0.1883 | -0.8205 | 0.0607 | -0.0122 | 0.0623 | -0.05 |
2019-02-09 | AME | 2019-03-15 | 85 | Call | 0 | 0.6 | 0.1784 | 0.0204 | 0.0118 | -0.003 | 0.0115 | 0.0014 |
2019-02-09 | AME | 2019-03-15 | 85 | Put | 8.2 | 11.1 | 0.1883 | -0.9769 | 0.0129 | 0 | 0.0143 | -0.0285 |
2019-02-09 | AMG | 2019-02-15 | 90 | Call | 13.5 | 15.8 | 0.299 | 1 | 0 | -0.0063 | 0 | 0.0098 |
2019-02-09 | AMG | 2019-02-15 | 90 | Put | 0 | 0.3 | 0.3494 | -0.0009 | 0.0006 | -0.0011 | 0.0004 | 0 |
2019-02-09 | AMG | 2019-02-15 | 95 | Call | 8.2 | 11.6 | 0.299 | 0.9973 | 0.0023 | -0.0097 | 0.0013 | 0.0104 |
2019-02-09 | AMG | 2019-02-15 | 95 | Put | 0.1 | 0.2 | 0.3494 | -0.0223 | 0.0105 | -0.019 | 0.0077 | -0.0005 |
2019-02-09 | AMG | 2019-02-15 | 100 | Call | 4.8 | 5.3 | 0.299 | 0.8982 | 0.0475 | -0.0697 | 0.0257 | 0.0108 |
2019-02-09 | AMG | 2019-02-15 | 100 | Put | 0.35 | 0.6 | 0.3494 | -0.1713 | 0.0505 | -0.091 | 0.0378 | -0.0033 |
2019-02-09 | AMG | 2019-02-15 | 105 | Call | 1.3 | 1.6 | 0.2804 | 0.4831 | 0.105 | -0.127 | 0.0567 | 0.0078 |
2019-02-09 | AMG | 2019-02-15 | 105 | Put | 1.8 | 2.15 | 0.3023 | -0.5318 | 0.0916 | -0.1213 | 0.0573 | -0.0095 |
2019-02-09 | AMG | 2019-02-15 | 110 | Call | 0.1 | 0.25 | 0.2804 | 0.0995 | 0.0431 | -0.0514 | 0.0253 | 0.002 |
2019-02-09 | AMG | 2019-02-15 | 110 | Put | 4.7 | 6.8 | 0.3023 | -0.8854 | 0.045 | -0.0547 | 0.0286 | -0.0135 |
2019-02-09 | AMG | 2019-02-15 | 115 | Call | 0 | 0.05 | 0.2804 | 0.0076 | 0.0051 | -0.0061 | 0.003 | 0.0002 |
2019-02-09 | AMG | 2019-02-15 | 115 | Put | 8.8 | 13 | 0.3023 | -0.9894 | 0.0067 | -0.0012 | 0.0044 | -0.0131 |
2019-02-09 | AMG | 2019-02-15 | 120 | Call | 0 | 0.2 | 0.2804 | 0.0002 | 0.0002 | -0.0002 | 0.0001 | 0 |
2019-02-09 | AMG | 2019-02-15 | 120 | Put | 13.3 | 17.8 | 0.3023 | -0.9997 | 0.0003 | 0 | 0.0002 | -0.0131 |
2019-02-09 | AMG | 2019-03-15 | 90 | Call | 13.9 | 16.6 | 0.4057 | 0.8986 | 0.0135 | -0.0388 | 0.0573 | 0.0752 |
2019-02-09 | AMG | 2019-03-15 | 90 | Put | 0.45 | 0.9 | 0.3935 | -0.0951 | 0.0133 | -0.0302 | 0.0539 | -0.0095 |
2019-02-09 | AMG | 2019-03-15 | 95 | Call | 10.4 | 10.9 | 0.3277 | 0.8458 | 0.0226 | -0.0418 | 0.0763 | 0.0744 |
2019-02-09 | AMG | 2019-03-15 | 95 | Put | 0.9 | 1.3 | 0.3528 | -0.1709 | 0.0224 | -0.0403 | 0.0839 | -0.0167 |
2019-02-09 | AMG | 2019-03-15 | 100 | Call | 6.5 | 7.2 | 0.3192 | 0.6992 | 0.0338 | -0.0562 | 0.1126 | 0.0636 |
2019-02-09 | AMG | 2019-03-15 | 100 | Put | 1.8 | 2.15 | 0.3088 | -0.2972 | 0.0349 | -0.0475 | 0.1127 | -0.0281 |
2019-02-09 | AMG | 2019-03-15 | 105 | Call | 3.3 | 3.7 | 0.2792 | 0.5074 | 0.0443 | -0.0552 | 0.1292 | 0.0476 |
2019-02-09 | AMG | 2019-03-15 | 105 | Put | 3.6 | 4 | 0.2838 | -0.4953 | 0.0441 | -0.0492 | 0.1291 | -0.0441 |
2019-02-09 | AMG | 2019-03-15 | 110 | Call | 1.35 | 1.65 | 0.2651 | 0.2902 | 0.0401 | -0.0442 | 0.1089 | 0.0278 |
2019-02-09 | AMG | 2019-03-15 | 110 | Put | 6.5 | 7.1 | 0.2694 | -0.713 | 0.0405 | -0.0383 | 0.11 | -0.0555 |
2019-02-09 | AMG | 2019-03-15 | 115 | Call | 0.45 | 0.65 | 0.2616 | 0.1336 | 0.0255 | -0.027 | 0.0697 | 0.0128 |
2019-02-09 | AMG | 2019-03-15 | 115 | Put | 10.5 | 11.4 | 0.2783 | -0.8616 | 0.0269 | -0.0241 | 0.0745 | -0.0533 |
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