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 | AMG | 2019-03-15 | 120 | Call | 0.1 | 0.3 | 0.2616 | 0.051 | 0.0124 | -0.013 | 0.0339 | 0.0049 |
2019-02-09 | AMG | 2019-03-15 | 120 | Put | 14.5 | 17.6 | 0.2783 | -0.9529 | 0.0143 | -0.0085 | 0.0339 | -0.0356 |
2019-02-09 | AMGN | 2019-02-22 | 157.5 | Call | 27.5 | 30.3 | 0.381 | 0.999 | 0.0004 | -0.0135 | 0.0011 | 0.0213 |
2019-02-09 | AMGN | 2019-02-22 | 157.5 | Put | 0 | 0.14 | 0.2926 | -0.0025 | 0.0007 | -0.0029 | 0.0028 | -0.0002 |
2019-02-09 | AMGN | 2019-02-22 | 167.5 | Call | 17.55 | 19.85 | 0.381 | 0.963 | 0.0085 | -0.0686 | 0.0322 | 0.0256 |
2019-02-09 | AMGN | 2019-02-22 | 167.5 | Put | 0.14 | 0.22 | 0.2926 | -0.0411 | 0.0083 | -0.0328 | 0.0318 | -0.003 |
2019-02-09 | AMGN | 2019-02-22 | 172.5 | Call | 12.8 | 14.65 | 0.3028 | 0.9483 | 0.014 | -0.071 | 0.036 | 0.026 |
2019-02-09 | AMGN | 2019-02-22 | 172.5 | Put | 0.3 | 0.44 | 0.2592 | -0.0845 | 0.0165 | -0.0507 | 0.056 | -0.0061 |
2019-02-09 | AMGN | 2019-02-22 | 177.5 | Call | 8.4 | 8.95 | 0.202 | 0.945 | 0.023 | -0.0554 | 0.0413 | 0.0262 |
2019-02-09 | AMGN | 2019-02-22 | 177.5 | Put | 0.85 | 1.05 | 0.2412 | -0.1927 | 0.0316 | -0.0831 | 0.0991 | -0.0129 |
2019-02-09 | AMGN | 2019-02-22 | 182.5 | Call | 4.4 | 5 | 0.2209 | 0.6942 | 0.0582 | -0.1412 | 0.1231 | 0.03 |
2019-02-09 | AMGN | 2019-02-22 | 182.5 | Put | 2.16 | 2.36 | 0.2263 | -0.385 | 0.0471 | -0.1075 | 0.1383 | -0.0247 |
2019-02-09 | AMGN | 2019-02-22 | 185 | Call | 2.96 | 3.25 | 0.2139 | 0.5444 | 0.0635 | -0.1424 | 0.1361 | 0.0261 |
2019-02-09 | AMGN | 2019-02-22 | 185 | Put | 3.05 | 3.6 | 0.22 | -0.5073 | 0.0508 | -0.1078 | 0.1443 | -0.0313 |
2019-02-09 | AMGN | 2019-02-22 | 190 | Call | 1.02 | 1.24 | 0.2087 | 0.2602 | 0.0465 | -0.0977 | 0.1188 | 0.0161 |
2019-02-09 | AMGN | 2019-02-22 | 190 | Put | 6.1 | 6.85 | 0.2144 | -0.7471 | 0.0424 | -0.0809 | 0.1187 | -0.0403 |
2019-02-09 | AMGN | 2019-02-22 | 192.5 | Call | 0.56 | 0.8 | 0.2138 | 0.1695 | 0.0338 | -0.0743 | 0.0946 | 0.0114 |
2019-02-09 | AMGN | 2019-02-22 | 192.5 | Put | 8.3 | 8.95 | 0.2293 | -0.8205 | 0.0328 | -0.0692 | 0.0945 | -0.0414 |
2019-02-09 | AMGN | 2019-02-22 | 200 | Call | 0.03 | 0.16 | 0.3865 | 0.1557 | 0.0172 | -0.1219 | 0.0875 | 0.0106 |
2019-02-09 | AMGN | 2019-02-22 | 200 | Put | 15.15 | 17.65 | 0.3865 | -0.8479 | 0.0173 | -0.1086 | 0.0862 | -0.0449 |
2019-02-09 | AMGN | 2019-02-22 | 205 | Call | 0 | 0.06 | 0.433 | 0.1175 | 0.0126 | -0.112 | 0.0703 | 0.008 |
2019-02-09 | AMGN | 2019-02-22 | 205 | Put | 19.75 | 22.6 | 0.433 | -0.8859 | 0.0127 | -0.0985 | 0.0689 | -0.0452 |
2019-02-09 | AMGN | 2019-02-22 | 215 | Call | 0 | 0.04 | 0.5367 | 0.082 | 0.0078 | -0.106 | 0.0547 | 0.0055 |
2019-02-09 | AMGN | 2019-02-22 | 215 | Put | 29.45 | 32.55 | 0.5367 | -0.9214 | 0.0078 | -0.0914 | 0.0532 | -0.0459 |
2019-02-09 | AMGN | 2019-03-08 | 157.5 | Call | 26.1 | 30.25 | 0.27 | 1 | 0 | -0.011 | 0.0001 | 0.0206 |
2019-02-09 | AMGN | 2019-03-08 | 157.5 | Put | 0.05 | 0.52 | 0.27 | -0.0145 | 0.0027 | -0.0089 | 0.0188 | -0.0021 |
2019-02-09 | AMGN | 2019-03-08 | 167.5 | Call | 16.1 | 20.25 | 0.27 | 0.9756 | 0.0081 | -0.0389 | 0.0349 | 0.0348 |
2019-02-09 | AMGN | 2019-03-08 | 167.5 | Put | 0.4 | 2 | 0.27 | -0.0869 | 0.0115 | -0.0378 | 0.0808 | -0.0127 |
2019-02-09 | AMGN | 2019-03-08 | 172.5 | Call | 13 | 14.25 | 0.2101 | 0.9686 | 0.013 | -0.0383 | 0.0386 | 0.0348 |
2019-02-09 | AMGN | 2019-03-08 | 172.5 | Put | 0.9 | 1.66 | 0.2708 | -0.1677 | 0.0182 | -0.0601 | 0.1341 | -0.0226 |
2019-02-09 | AMGN | 2019-03-08 | 177.5 | Call | 9.1 | 9.95 | 0.24 | 0.7833 | 0.034 | -0.1007 | 0.1469 | 0.0681 |
2019-02-09 | AMGN | 2019-03-08 | 177.5 | Put | 1.89 | 2.73 | 0.2592 | -0.2734 | 0.0253 | -0.0757 | 0.1695 | -0.0362 |
2019-02-09 | AMGN | 2019-03-08 | 182.5 | Call | 5.5 | 6.5 | 0.2305 | 0.6051 | 0.0372 | -0.0995 | 0.1956 | 0.073 |
2019-02-09 | AMGN | 2019-03-08 | 182.5 | Put | 3.5 | 4.3 | 0.2463 | -0.4127 | 0.0313 | -0.083 | 0.1995 | -0.0526 |
2019-02-09 | AMGN | 2019-03-08 | 185 | Call | 4.3 | 4.7 | 0.2222 | 0.5132 | 0.0372 | -0.092 | 0.203 | 0.0667 |
2019-02-09 | AMGN | 2019-03-08 | 185 | Put | 4.45 | 4.9 | 0.2256 | -0.4941 | 0.0351 | -0.0767 | 0.2038 | -0.0608 |
2019-02-09 | AMGN | 2019-03-08 | 190 | Call | 2.17 | 2.97 | 0.2261 | 0.3437 | 0.032 | -0.0807 | 0.1894 | 0.0469 |
2019-02-09 | AMGN | 2019-03-08 | 190 | Put | 7.15 | 8.25 | 0.2263 | -0.6621 | 0.0325 | -0.0686 | 0.1878 | -0.0746 |
2019-02-09 | AMGN | 2019-03-08 | 192.5 | Call | 1.45 | 1.79 | 0.212 | 0.2556 | 0.0298 | -0.0657 | 0.167 | 0.0353 |
2019-02-09 | AMGN | 2019-03-08 | 192.5 | Put | 8.9 | 9.95 | 0.2219 | -0.7417 | 0.0298 | -0.0582 | 0.1688 | -0.0775 |
2019-02-09 | AMGN | 2019-03-08 | 200 | Call | 0.34 | 0.93 | 0.276 | 0.1612 | 0.0174 | -0.0637 | 0.1251 | 0.0221 |
2019-02-09 | AMGN | 2019-03-08 | 200 | Put | 15.25 | 17.4 | 0.276 | -0.8473 | 0.0179 | -0.0516 | 0.1207 | -0.0788 |
2019-02-09 | AMGN | 2019-03-08 | 205 | Call | 0.07 | 0.27 | 0.276 | 0.0949 | 0.012 | -0.0437 | 0.0863 | 0.013 |
2019-02-09 | AMGN | 2019-03-08 | 205 | Put | 18.75 | 23 | 0.276 | -0.9165 | 0.0124 | -0.0308 | 0.0809 | -0.0681 |
2019-02-09 | AMGN | 2019-03-08 | 215 | Call | 0 | 0.36 | 0.276 | 0.0265 | 0.0044 | -0.0158 | 0.0314 | 0.0036 |
2019-02-09 | AMGN | 2019-03-08 | 215 | Put | 28.6 | 32.8 | 0.276 | -0.9851 | 0.0037 | 0 | 0.0215 | -0.04 |
2019-02-09 | AMGN | 2019-03-29 | 157.5 | Call | 26.1 | 30.35 | 0.2446 | 0.9993 | 0.0004 | -0.0122 | 0.0023 | 0.0229 |
2019-02-09 | AMGN | 2019-03-29 | 157.5 | Put | 0.27 | 1.93 | 0.267 | -0.044 | 0.0052 | -0.0166 | 0.0629 | -0.0113 |
2019-02-09 | AMGN | 2019-03-29 | 167.5 | Call | 18.25 | 19.4 | 0.2446 | 0.9193 | 0.0167 | -0.0573 | 0.1028 | 0.1108 |
2019-02-09 | AMGN | 2019-03-29 | 167.5 | Put | 1.14 | 3.05 | 0.267 | -0.1412 | 0.0125 | -0.0396 | 0.1577 | -0.0335 |
2019-02-09 | AMGN | 2019-03-29 | 172.5 | Call | 14.25 | 15.3 | 0.2523 | 0.8032 | 0.02 | -0.0689 | 0.1802 | 0.1585 |
2019-02-09 | AMGN | 2019-03-29 | 172.5 | Put | 2 | 2.83 | 0.2682 | -0.2211 | 0.0165 | -0.0524 | 0.2059 | -0.0518 |
2019-02-09 | AMGN | 2019-03-29 | 177.5 | Call | 10.35 | 11.3 | 0.2367 | 0.7047 | 0.0225 | -0.0674 | 0.2337 | 0.1581 |
2019-02-09 | AMGN | 2019-03-29 | 177.5 | Put | 2.77 | 4.15 | 0.249 | -0.3068 | 0.0211 | -0.0567 | 0.2353 | -0.0703 |
2019-02-09 | AMGN | 2019-03-29 | 182.5 | Call | 6.9 | 8.4 | 0.232 | 0.5852 | 0.025 | -0.0699 | 0.2631 | 0.1353 |
2019-02-09 | AMGN | 2019-03-29 | 182.5 | Put | 4.8 | 5.4 | 0.2359 | -0.4195 | 0.0249 | -0.0588 | 0.2633 | -0.0925 |
2019-02-09 | AMGN | 2019-03-29 | 185 | Call | 5.8 | 6.8 | 0.23 | 0.5217 | 0.0257 | -0.0699 | 0.2693 | 0.1215 |
2019-02-09 | AMGN | 2019-03-29 | 185 | Put | 5.9 | 7 | 0.2411 | -0.4823 | 0.0249 | -0.0608 | 0.269 | -0.1041 |
2019-02-09 | AMGN | 2019-03-29 | 190 | Call | 3.7 | 4.65 | 0.2298 | 0.3964 | 0.0249 | -0.0663 | 0.2602 | 0.0933 |
2019-02-09 | AMGN | 2019-03-29 | 190 | Put | 8.4 | 9.65 | 0.2292 | -0.6113 | 0.0256 | -0.054 | 0.2583 | -0.1226 |
2019-02-09 | AMGN | 2019-03-29 | 192.5 | Call | 2.31 | 3.8 | 0.2184 | 0.3284 | 0.0246 | -0.0588 | 0.2413 | 0.0779 |
2019-02-09 | AMGN | 2019-03-29 | 192.5 | Put | 9.95 | 11.25 | 0.2252 | -0.6752 | 0.0247 | -0.0489 | 0.244 | -0.1282 |
2019-02-09 | AMGN | 2019-03-29 | 200 | Call | 0.98 | 2.71 | 0.2152 | 0.1746 | 0.0177 | -0.0405 | 0.174 | 0.0414 |
2019-02-09 | AMGN | 2019-03-29 | 200 | Put | 15.65 | 16.9 | 0.2152 | -0.8428 | 0.0188 | -0.0284 | 0.165 | -0.1207 |
2019-02-09 | AMGN | 2019-03-29 | 205 | Call | 0.26 | 1.77 | 0.2335 | 0.1261 | 0.0131 | -0.035 | 0.1399 | 0.0299 |
2019-02-09 | AMGN | 2019-03-29 | 205 | Put | 20 | 21.9 | 0.2335 | -0.893 | 0.0141 | -0.0226 | 0.1266 | -0.1096 |
2019-02-09 | AMGN | 2019-03-29 | 215 | Call | 0.02 | 0.5 | 0.2901 | 0.0883 | 0.0082 | -0.0332 | 0.1082 | 0.0208 |
2019-02-09 | AMGN | 2019-03-29 | 215 | Put | 28.65 | 32.8 | 0.2901 | -0.9292 | 0.0087 | -0.0198 | 0.0921 | -0.101 |
2019-02-09 | AMP | 2019-02-15 | 105 | Call | 20 | 21.4 | 0.2639 | 1 | 0 | -0.0073 | 0 | 0.0143 |
2019-02-09 | AMP | 2019-02-15 | 105 | Put | 0 | 0.15 | 0.2925 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AMP | 2019-02-15 | 115 | Call | 10.1 | 10.9 | 0.2639 | 0.9975 | 0.002 | -0.0108 | 0.0014 | 0.0156 |
2019-02-09 | AMP | 2019-02-15 | 115 | Put | 0.1 | 0.2 | 0.2925 | -0.0214 | 0.0101 | -0.0183 | 0.0088 | -0.0005 |
2019-02-09 | AMP | 2019-02-15 | 120 | Call | 5.3 | 6.2 | 0.2639 | 0.9238 | 0.0361 | -0.0611 | 0.0244 | 0.0152 |
2019-02-09 | AMP | 2019-02-15 | 120 | Put | 0.4 | 0.5 | 0.2925 | -0.1646 | 0.0493 | -0.0883 | 0.0425 | -0.0038 |
2019-02-09 | AMP | 2019-02-15 | 125 | Call | 1.65 | 1.9 | 0.2351 | 0.5686 | 0.1092 | -0.1334 | 0.064 | 0.0101 |
2019-02-09 | AMP | 2019-02-15 | 125 | Put | 1.7 | 1.9 | 0.2405 | -0.5203 | 0.0967 | -0.1144 | 0.069 | -0.0113 |
2019-02-09 | AMP | 2019-02-15 | 130 | Call | 0.1 | 0.2 | 0.2419 | 0.1292 | 0.0545 | -0.069 | 0.0357 | 0.0026 |
2019-02-09 | AMP | 2019-02-15 | 130 | Put | 5 | 6 | 0.2419 | -0.8906 | 0.0454 | -0.0484 | 0.0324 | -0.0175 |
2019-02-09 | AMP | 2019-02-15 | 135 | Call | 0 | 0.15 | 0.4204 | 0.096 | 0.0243 | -0.0923 | 0.0298 | 0.0021 |
2019-02-09 | AMP | 2019-02-15 | 135 | Put | 9.3 | 12.4 | 0.4204 | -0.9098 | 0.0226 | -0.0764 | 0.0288 | -0.0186 |
2019-02-09 | AMP | 2019-02-15 | 140 | Call | 0 | 0.15 | 0.5989 | 0.0897 | 0.016 | -0.1231 | 0.0299 | 0.002 |
2019-02-09 | AMP | 2019-02-15 | 140 | Put | 14.3 | 17.9 | 0.5989 | -0.9132 | 0.0154 | -0.1087 | 0.0292 | -0.0195 |
2019-02-09 | AMP | 2019-02-15 | 145 | Call | 0 | 0.15 | 0.7773 | 0.0898 | 0.0123 | -0.1585 | 0.0293 | 0.002 |
2019-02-09 | AMP | 2019-02-15 | 145 | Put | 19.5 | 22.1 | 0.7773 | -0.912 | 0.012 | -0.1448 | 0.0288 | -0.0202 |
2019-02-09 | AMP | 2019-03-15 | 105 | Call | 20.1 | 21.2 | 0.3666 | 0.983 | 0.0059 | -0.0241 | 0.016 | 0.0234 |
2019-02-09 | AMP | 2019-03-15 | 105 | Put | 0.3 | 0.4 | 0.3666 | -0.0557 | 0.0079 | -0.0222 | 0.0433 | -0.007 |
2019-02-09 | AMP | 2019-03-15 | 115 | Call | 11 | 11.3 | 0.299 | 0.855 | 0.028 | -0.0599 | 0.0831 | 0.0603 |
2019-02-09 | AMP | 2019-03-15 | 115 | Put | 1.05 | 1.15 | 0.2972 | -0.1713 | 0.0223 | -0.0404 | 0.1005 | -0.0197 |
2019-02-09 | AMP | 2019-03-15 | 120 | Call | 6.9 | 7.5 | 0.282 | 0.6996 | 0.0347 | -0.0644 | 0.1331 | 0.0731 |
2019-02-09 | AMP | 2019-03-15 | 120 | Put | 2 | 2.15 | 0.2701 | -0.3002 | 0.0337 | -0.0495 | 0.1347 | -0.0335 |
2019-02-09 | AMP | 2019-03-15 | 125 | Call | 3.7 | 4 | 0.2506 | 0.5146 | 0.0415 | -0.0598 | 0.1539 | 0.058 |
2019-02-09 | AMP | 2019-03-15 | 125 | Put | 3.8 | 4.1 | 0.2543 | -0.4887 | 0.0413 | -0.0523 | 0.1538 | -0.0513 |
2019-02-09 | AMP | 2019-03-15 | 130 | Call | 1.65 | 1.8 | 0.2358 | 0.307 | 0.0388 | -0.0485 | 0.1374 | 0.0353 |
2019-02-09 | AMP | 2019-03-15 | 130 | Put | 6.6 | 7 | 0.2369 | -0.6993 | 0.0395 | -0.0406 | 0.1355 | -0.0644 |
2019-02-09 | AMP | 2019-03-15 | 135 | Call | 0.55 | 0.7 | 0.2268 | 0.1437 | 0.0259 | -0.0296 | 0.0874 | 0.0166 |
2019-02-09 | AMP | 2019-03-15 | 135 | Put | 10.5 | 11 | 0.2297 | -0.8668 | 0.0272 | -0.0222 | 0.0858 | -0.0597 |
2019-02-09 | AMP | 2019-03-15 | 140 | Call | 0.15 | 0.25 | 0.2253 | 0.0556 | 0.0129 | -0.0144 | 0.0433 | 0.0064 |
2019-02-09 | AMP | 2019-03-15 | 140 | Put | 14.7 | 16.4 | 0.2677 | -0.9224 | 0.0167 | -0.0163 | 0.0592 | -0.053 |
2019-02-09 | AMP | 2019-03-15 | 145 | Call | 0 | 0.15 | 0.3544 | 0.0968 | 0.0125 | -0.0343 | 0.0661 | 0.011 |
2019-02-09 | AMP | 2019-03-15 | 145 | Put | 20 | 21.4 | 0.3544 | -0.9137 | 0.013 | -0.0254 | 0.0627 | -0.0609 |
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