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 | AMT | 2019-02-22 | 147 | Call | 23.7 | 26.7 | 0.1756 | 1 | 0 | -0.0103 | 0 | 0.0563 |
2019-02-09 | AMT | 2019-02-22 | 147 | Put | 0 | 0.15 | 0.1783 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AMT | 2019-02-22 | 155 | Call | 16 | 18.1 | 0.1756 | 0.9992 | 0.0005 | -0.0114 | 0.001 | 0.0593 |
2019-02-09 | AMT | 2019-02-22 | 155 | Put | 0 | 0.15 | 0.1783 | -0.001 | 0.0005 | -0.0007 | 0.0011 | -0.0001 |
2019-02-09 | AMT | 2019-02-22 | 160 | Call | 12.3 | 12.9 | 0.1756 | 0.9868 | 0.0057 | -0.0182 | 0.0114 | 0.0604 |
2019-02-09 | AMT | 2019-02-22 | 160 | Put | 0.05 | 0.15 | 0.1783 | -0.0143 | 0.006 | -0.0077 | 0.0123 | -0.001 |
2019-02-09 | AMT | 2019-02-22 | 165 | Call | 7.6 | 8.1 | 0.1756 | 0.9077 | 0.0279 | -0.0455 | 0.0559 | 0.057 |
2019-02-09 | AMT | 2019-02-22 | 165 | Put | 0.2 | 0.35 | 0.1783 | -0.0956 | 0.0283 | -0.0355 | 0.059 | -0.006 |
2019-02-09 | AMT | 2019-02-22 | 170 | Call | 3.3 | 3.7 | 0.1444 | 0.709 | 0.0703 | -0.068 | 0.1157 | 0.0455 |
2019-02-09 | AMT | 2019-02-22 | 170 | Put | 0.85 | 1.1 | 0.1501 | -0.2993 | 0.0692 | -0.0598 | 0.1192 | -0.0178 |
2019-02-09 | AMT | 2019-02-22 | 172.5 | Call | 1.75 | 2.05 | 0.1374 | 0.5138 | 0.0859 | -0.0722 | 0.1346 | 0.0332 |
2019-02-09 | AMT | 2019-02-22 | 172.5 | Put | 1.7 | 2 | 0.1401 | -0.4901 | 0.0858 | -0.0625 | 0.1345 | -0.0272 |
2019-02-09 | AMT | 2019-02-22 | 175 | Call | 0.75 | 0.9 | 0.1307 | 0.299 | 0.0787 | -0.0583 | 0.1172 | 0.0194 |
2019-02-09 | AMT | 2019-02-22 | 175 | Put | 2.95 | 3.5 | 0.1284 | -0.7133 | 0.0821 | -0.0463 | 0.1171 | -0.0339 |
2019-02-09 | AMT | 2019-02-22 | 180 | Call | 0 | 0.15 | 0.1259 | 0.0454 | 0.0225 | -0.015 | 0.0322 | 0.003 |
2019-02-09 | AMT | 2019-02-22 | 180 | Put | 7.1 | 7.9 | 0.1121 | -1 | 0.0059 | 0 | 0.0039 | 0 |
2019-02-09 | AMT | 2019-02-22 | 185 | Call | 0 | 0.15 | 0.1259 | 0.0025 | 0.0018 | -0.0012 | 0.0026 | 0.0002 |
2019-02-09 | AMT | 2019-02-22 | 185 | Put | 12 | 13.6 | 0.1121 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AMT | 2019-02-22 | 190 | Call | 0 | 0.15 | 0.1259 | 0.0001 | 0 | 0 | 0.0001 | 0 |
2019-02-09 | AMT | 2019-02-22 | 190 | Put | 16.1 | 19.8 | 0.1121 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AMT | 2019-02-22 | 197.5 | Call | 0 | 0.4 | 0.1259 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AMT | 2019-02-22 | 197.5 | Put | 24.5 | 26.7 | 0.1121 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AMT | 2019-03-08 | 147 | Call | 23.3 | 27.5 | 0.2576 | 0.9893 | 0.0023 | -0.0163 | 0.0135 | 0.1111 |
2019-02-09 | AMT | 2019-03-08 | 147 | Put | 0 | 0.75 | 0.2576 | -0.0107 | 0.0023 | -0.0061 | 0.0135 | -0.0015 |
2019-02-09 | AMT | 2019-03-08 | 155 | Call | 15.8 | 18.3 | 0.2576 | 0.9403 | 0.0097 | -0.0361 | 0.0567 | 0.1105 |
2019-02-09 | AMT | 2019-03-08 | 155 | Put | 0.25 | 0.4 | 0.2576 | -0.0597 | 0.0097 | -0.0253 | 0.0567 | -0.0081 |
2019-02-09 | AMT | 2019-03-08 | 160 | Call | 12.7 | 13.7 | 0.2147 | 0.9067 | 0.0163 | -0.0405 | 0.0796 | 0.1098 |
2019-02-09 | AMT | 2019-03-08 | 160 | Put | 0.5 | 0.7 | 0.2313 | -0.1093 | 0.017 | -0.0358 | 0.0914 | -0.0138 |
2019-02-09 | AMT | 2019-03-08 | 165 | Call | 8.5 | 9.2 | 0.2027 | 0.8017 | 0.0288 | -0.0572 | 0.133 | 0.0992 |
2019-02-09 | AMT | 2019-03-08 | 165 | Put | 1.15 | 1.4 | 0.2152 | -0.2123 | 0.0284 | -0.051 | 0.1377 | -0.0262 |
2019-02-09 | AMT | 2019-03-08 | 170 | Call | 4.7 | 5.3 | 0.1823 | 0.635 | 0.0432 | -0.0657 | 0.1795 | 0.0801 |
2019-02-09 | AMT | 2019-03-08 | 170 | Put | 2.25 | 2.7 | 0.1944 | -0.3746 | 0.0413 | -0.059 | 0.1817 | -0.0441 |
2019-02-09 | AMT | 2019-03-08 | 172.5 | Call | 3.3 | 3.8 | 0.1794 | 0.5223 | 0.0465 | -0.067 | 0.1902 | 0.0663 |
2019-02-09 | AMT | 2019-03-08 | 172.5 | Put | 3.2 | 3.8 | 0.1896 | -0.4819 | 0.0448 | -0.0596 | 0.19 | -0.0544 |
2019-02-09 | AMT | 2019-03-08 | 175 | Call | 2.15 | 2.5 | 0.1732 | 0.4037 | 0.0468 | -0.0619 | 0.1849 | 0.0516 |
2019-02-09 | AMT | 2019-03-08 | 175 | Put | 4.5 | 5 | 0.1819 | -0.5973 | 0.0458 | -0.0542 | 0.1866 | -0.0635 |
2019-02-09 | AMT | 2019-03-08 | 180 | Call | 0.7 | 1 | 0.168 | 0.1953 | 0.0344 | -0.0418 | 0.1318 | 0.0252 |
2019-02-09 | AMT | 2019-03-08 | 180 | Put | 7.9 | 8.8 | 0.1827 | -0.7957 | 0.035 | -0.0374 | 0.1351 | -0.0688 |
2019-02-09 | AMT | 2019-03-08 | 185 | Call | 0.15 | 0.3 | 0.1671 | 0.0728 | 0.0173 | -0.0206 | 0.0661 | 0.0094 |
2019-02-09 | AMT | 2019-03-08 | 185 | Put | 11.2 | 15 | 0.1816 | -0.9291 | 0.0206 | -0.0156 | 0.069 | -0.047 |
2019-02-09 | AMT | 2019-03-08 | 190 | Call | 0 | 0.75 | 0.1671 | 0.0211 | 0.0063 | -0.0075 | 0.0242 | 0.0027 |
2019-02-09 | AMT | 2019-03-08 | 190 | Put | 15.6 | 20 | 0.1816 | -0.9968 | 0.0062 | 0 | 0.0088 | 0 |
2019-02-09 | AMT | 2019-03-08 | 197.5 | Call | 0 | 2.15 | 0.1671 | 0.0021 | 0.0008 | -0.001 | 0.0031 | 0.0003 |
2019-02-09 | AMT | 2019-03-08 | 197.5 | Put | 23.5 | 27.6 | 0.1816 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AMT | 2019-03-29 | 147 | Call | 23.7 | 28 | 0.2492 | 0.9703 | 0.0044 | -0.0211 | 0.0455 | 0.1725 |
2019-02-09 | AMT | 2019-03-29 | 147 | Put | 0.15 | 0.45 | 0.2492 | -0.0376 | 0.0052 | -0.0126 | 0.0515 | -0.009 |
2019-02-09 | AMT | 2019-03-29 | 155 | Call | 17.8 | 19.6 | 0.2514 | 0.8981 | 0.0116 | -0.0392 | 0.1167 | 0.167 |
2019-02-09 | AMT | 2019-03-29 | 155 | Put | 0.55 | 0.8 | 0.2281 | -0.0965 | 0.012 | -0.0239 | 0.1124 | -0.022 |
2019-02-09 | AMT | 2019-03-29 | 160 | Call | 13.4 | 14.4 | 0.211 | 0.8592 | 0.0174 | -0.0407 | 0.1456 | 0.165 |
2019-02-09 | AMT | 2019-03-29 | 160 | Put | 1.05 | 1.3 | 0.2112 | -0.1617 | 0.0186 | -0.0313 | 0.1618 | -0.0366 |
2019-02-09 | AMT | 2019-03-29 | 165 | Call | 9.4 | 10.4 | 0.2062 | 0.7513 | 0.0252 | -0.0516 | 0.1993 | 0.1479 |
2019-02-09 | AMT | 2019-03-29 | 165 | Put | 1.85 | 2.15 | 0.1929 | -0.2623 | 0.027 | -0.0372 | 0.2056 | -0.0593 |
2019-02-09 | AMT | 2019-03-29 | 170 | Call | 5.9 | 6.4 | 0.1855 | 0.6157 | 0.0337 | -0.0539 | 0.2372 | 0.124 |
2019-02-09 | AMT | 2019-03-29 | 170 | Put | 3 | 3.6 | 0.1721 | -0.4088 | 0.0361 | -0.0379 | 0.2443 | -0.0922 |
2019-02-09 | AMT | 2019-03-29 | 172.5 | Call | 4.5 | 4.9 | 0.182 | 0.5291 | 0.0358 | -0.0539 | 0.2483 | 0.1076 |
2019-02-09 | AMT | 2019-03-29 | 172.5 | Put | 4.1 | 4.7 | 0.1684 | -0.5013 | 0.038 | -0.0369 | 0.2515 | -0.1131 |
2019-02-09 | AMT | 2019-03-29 | 175 | Call | 3.2 | 3.6 | 0.1757 | 0.4378 | 0.0367 | -0.0508 | 0.2471 | 0.0904 |
2019-02-09 | AMT | 2019-03-29 | 175 | Put | 5.4 | 6 | 0.1632 | -0.5974 | 0.038 | -0.0331 | 0.2418 | -0.1348 |
2019-02-09 | AMT | 2019-03-29 | 180 | Call | 1.45 | 1.85 | 0.1704 | 0.2653 | 0.0313 | -0.0398 | 0.2067 | 0.0557 |
2019-02-09 | AMT | 2019-03-29 | 180 | Put | 7.8 | 9.2 | 0.1231 | -0.8347 | 0.0323 | -0.0089 | 0.1614 | -0.1874 |
2019-02-09 | AMT | 2019-03-29 | 185 | Call | 0.55 | 0.7 | 0.162 | 0.1277 | 0.021 | -0.0237 | 0.134 | 0.0273 |
2019-02-09 | AMT | 2019-03-29 | 185 | Put | 12 | 13.4 | 0.162 | -0.8831 | 0.0194 | -0.0087 | 0.1273 | -0.2035 |
2019-02-09 | AMT | 2019-03-29 | 190 | Call | 0.15 | 0.3 | 0.1611 | 0.0537 | 0.011 | -0.0121 | 0.0752 | 0.0117 |
2019-02-09 | AMT | 2019-03-29 | 190 | Put | 15.6 | 19.9 | 0.1611 | -0.9511 | 0.0101 | 0 | 0.0703 | -0.2227 |
2019-02-09 | AMT | 2019-03-29 | 197.5 | Call | 0 | 0.5 | 0.1611 | 0.0111 | 0.0029 | -0.0032 | 0.0223 | 0.0025 |
2019-02-09 | AMT | 2019-03-29 | 197.5 | Put | 23 | 27.3 | 0.1611 | -0.9899 | 0.0027 | 0 | 0.0206 | -0.2392 |
2019-02-09 | AMZN | 2019-02-22 | 1,350 | Call | 234.25 | 244.25 | 0.3941 | 0.9845 | 0.0003 | -0.2629 | 0.121 | 0.5072 |
2019-02-09 | AMZN | 2019-02-22 | 1,350 | Put | 0.49 | 0.99 | 0.3941 | -0.0155 | 0.0003 | -0.1687 | 0.121 | -0.0097 |
2019-02-09 | AMZN | 2019-02-22 | 1,430 | Call | 156.95 | 166.95 | 0.3386 | 0.9485 | 0.001 | -0.4912 | 0.3281 | 0.5153 |
2019-02-09 | AMZN | 2019-02-22 | 1,430 | Put | 1.92 | 2.47 | 0.3344 | -0.0494 | 0.001 | -0.3739 | 0.3175 | -0.0309 |
2019-02-09 | AMZN | 2019-02-22 | 1,475 | Call | 114 | 123 | 0.291 | 0.9105 | 0.0018 | -0.6158 | 0.5028 | 0.5088 |
2019-02-09 | AMZN | 2019-02-22 | 1,475 | Put | 2.95 | 7.5 | 0.291 | -0.0895 | 0.0018 | -0.5128 | 0.5028 | -0.0559 |
2019-02-09 | AMZN | 2019-02-22 | 1,525 | Call | 72 | 79.75 | 0.2817 | 0.7829 | 0.0034 | -1.0016 | 0.9137 | 0.4474 |
2019-02-09 | AMZN | 2019-02-22 | 1,525 | Put | 11.6 | 12.5 | 0.291 | -0.2242 | 0.0033 | -0.9483 | 0.9485 | -0.1294 |
2019-02-09 | AMZN | 2019-02-22 | 1,557.5 | Call | 48 | 53.4 | 0.2609 | 0.6653 | 0.0045 | -1.1263 | 1.1323 | 0.3855 |
2019-02-09 | AMZN | 2019-02-22 | 1,557.5 | Put | 20 | 21.5 | 0.2803 | -0.3451 | 0.0043 | -1.1159 | 1.1488 | -0.1943 |
2019-02-09 | AMZN | 2019-02-22 | 1,587.5 | Call | 33.7 | 35.15 | 0.2685 | 0.5213 | 0.0048 | -1.2442 | 1.2386 | 0.3041 |
2019-02-09 | AMZN | 2019-02-22 | 1,587.5 | Put | 31.9 | 33.55 | 0.2723 | -0.4804 | 0.0048 | -1.1624 | 1.2383 | -0.261 |
2019-02-09 | AMZN | 2019-02-22 | 1,620 | Call | 19.8 | 20.8 | 0.2655 | 0.3683 | 0.0046 | -1.1518 | 1.1721 | 0.2164 |
2019-02-09 | AMZN | 2019-02-22 | 1,620 | Put | 47.95 | 55.75 | 0.2754 | -0.6292 | 0.0045 | -1.0994 | 1.1824 | -0.3233 |
2019-02-09 | AMZN | 2019-02-22 | 1,652.5 | Call | 8.95 | 13.45 | 0.2661 | 0.2368 | 0.0037 | -0.938 | 0.9594 | 0.1398 |
2019-02-09 | AMZN | 2019-02-22 | 1,652.5 | Put | 71.8 | 78 | 0.2738 | -0.7608 | 0.0037 | -0.879 | 0.9582 | -0.3558 |
2019-02-09 | AMZN | 2019-02-22 | 1,700 | Call | 3.9 | 4.1 | 0.266 | 0.1036 | 0.0022 | -0.5437 | 0.56 | 0.0615 |
2019-02-09 | AMZN | 2019-02-22 | 1,700 | Put | 110.3 | 118 | 0.2562 | -0.9133 | 0.0022 | -0.3875 | 0.4968 | -0.304 |
2019-02-09 | AMZN | 2019-02-22 | 1,745 | Call | 1.45 | 5 | 0.2911 | 0.0541 | 0.0012 | -0.3611 | 0.3414 | 0.0322 |
2019-02-09 | AMZN | 2019-02-22 | 1,745 | Put | 155.15 | 165.15 | 0.3207 | -0.934 | 0.0014 | -0.3958 | 0.4271 | -0.297 |
2019-02-09 | AMZN | 2019-02-22 | 1,830 | Call | 0 | 0.81 | 0.314 | 0.012 | 0.0003 | -0.11 | 0.0968 | 0.0071 |
2019-02-09 | AMZN | 2019-02-22 | 1,830 | Put | 238.9 | 248.9 | 0.4194 | -0.9591 | 0.0008 | -0.3501 | 0.2869 | -0.2704 |
2019-02-09 | AMZN | 2019-03-08 | 1,350 | Call | 238.15 | 248.15 | 0.3389 | 0.964 | 0.0005 | -0.3005 | 0.3477 | 0.9876 |
2019-02-09 | AMZN | 2019-03-08 | 1,350 | Put | 1.23 | 5 | 0.3508 | -0.0408 | 0.0006 | -0.2365 | 0.3849 | -0.0517 |
2019-02-09 | AMZN | 2019-03-08 | 1,430 | Call | 163.4 | 173.05 | 0.3179 | 0.8959 | 0.0013 | -0.539 | 0.7948 | 0.9621 |
2019-02-09 | AMZN | 2019-03-08 | 1,430 | Put | 5.1 | 9.2 | 0.3171 | -0.1036 | 0.0013 | -0.4366 | 0.7919 | -0.1316 |
2019-02-09 | AMZN | 2019-03-08 | 1,480 | Call | 120.2 | 130.2 | 0.3058 | 0.8156 | 0.002 | -0.7217 | 1.1715 | 0.8973 |
2019-02-09 | AMZN | 2019-03-08 | 1,480 | Put | 12.05 | 16.1 | 0.3051 | -0.1843 | 0.002 | -0.6205 | 1.158 | -0.2157 |
2019-02-09 | AMZN | 2019-03-08 | 1,525 | Call | 87 | 93.7 | 0.2941 | 0.7135 | 0.0026 | -0.8592 | 1.4969 | 0.7996 |
2019-02-09 | AMZN | 2019-03-08 | 1,525 | Put | 22.3 | 26.85 | 0.2963 | -0.2887 | 0.0026 | -0.7679 | 1.5356 | -0.3301 |
2019-02-09 | AMZN | 2019-03-08 | 1,555 | Call | 69.4 | 74.1 | 0.2976 | 0.626 | 0.0029 | -0.9504 | 1.6662 | 0.7074 |
2019-02-09 | AMZN | 2019-03-08 | 1,555 | Put | 31 | 36.5 | 0.2861 | -0.3719 | 0.003 | -0.8143 | 1.6715 | -0.4175 |
2019-02-09 | AMZN | 2019-03-08 | 1,590 | Call | 47 | 53.9 | 0.2839 | 0.5199 | 0.0032 | -0.943 | 1.7523 | 0.5945 |
2019-02-09 | AMZN | 2019-03-08 | 1,590 | Put | 46.2 | 53 | 0.2853 | -0.4826 | 0.0032 | -0.8479 | 1.7516 | -0.5248 |
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