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
AMZN
2019-03-08
1,620
Call
34
39.7
0.2817
0.4247
0.0032
-0.9117
1.7232
0.4889
2019-02-09
AMZN
2019-03-08
1,620
Put
63.9
65.8
0.2761
-0.5811
0.0033
-0.7929
1.7222
-0.6067
2019-02-09
AMZN
2019-03-08
1,652.5
Call
22
27.85
0.2774
0.3254
0.003
-0.8192
1.5837
0.3772
2019-02-09
AMZN
2019-03-08
1,652.5
Put
82.85
89
0.2741
-0.6821
0.003
-0.7066
1.546
-0.6698
2019-02-09
AMZN
2019-03-08
1,700
Call
12
15.45
0.2783
0.2065
0.0023
-0.6458
1.2549
0.2409
2019-02-09
AMZN
2019-03-08
1,700
Put
120.25
122.85
0.267
-0.8124
0.0024
-0.4986
1.2028
-0.6859
2019-02-09
AMZN
2019-03-08
1,745
Call
6.15
9.25
0.2833
0.128
0.0017
-0.4796
0.9206
0.15
2019-02-09
AMZN
2019-03-08
1,745
Put
157.45
166.45
0.2814
-0.884
0.0017
-0.3673
0.8912
-0.6346
2019-02-09
AMZN
2019-03-08
1,830
Call
1.7
2.25
0.2827
0.0404
0.0007
-0.1974
0.3822
0.0477
2019-02-09
AMZN
2019-03-08
1,830
Put
238.8
248.8
0.3257
-0.9453
0.001
-0.2274
0.5015
-0.4994
2019-02-09
AMZN
2019-03-29
1,400
Call
200.95
209.95
0.3245
0.875
0.0011
-0.4815
1.1973
1.5881
2019-02-09
AMZN
2019-03-29
1,400
Put
10.25
14.5
0.3243
-0.1251
0.0011
-0.3837
1.2137
-0.2607
2019-02-09
AMZN
2019-03-29
1,430
Call
174.3
184.3
0.3144
0.8412
0.0013
-0.535
1.4083
1.5511
2019-02-09
AMZN
2019-03-29
1,430
Put
14.5
19.3
0.3198
-0.1628
0.0013
-0.4509
1.4907
-0.3364
2019-02-09
AMZN
2019-03-29
1,480
Call
134.15
144.15
0.3039
0.7646
0.0017
-0.6322
1.7889
1.4419
2019-02-09
AMZN
2019-03-29
1,480
Put
22.5
27.2
0.2979
-0.2327
0.0018
-0.5169
1.7754
-0.4738
2019-02-09
AMZN
2019-03-29
1,525
Call
103
111.55
0.2977
0.6769
0.0021
-0.7042
2.0881
1.2979
2019-02-09
AMZN
2019-03-29
1,525
Put
35.65
41.5
0.2958
-0.3242
0.0021
-0.5989
2.1103
-0.6462
2019-02-09
AMZN
2019-03-29
1,555
Call
85
91.35
0.2929
0.6115
0.0022
-0.7299
2.229
1.1842
2019-02-09
AMZN
2019-03-29
1,555
Put
46.6
54
0.2951
-0.3916
0.0023
-0.6343
2.2515
-0.7668
2019-02-09
AMZN
2019-03-29
1,590
Call
63.5
71.95
0.2842
0.5298
0.0024
-0.7269
2.3138
1.0376
2019-02-09
AMZN
2019-03-29
1,590
Put
61
68
0.2847
-0.4739
0.0024
-0.6264
2.3124
-0.9008
2019-02-09
AMZN
2019-03-29
1,620
Call
51
57.7
0.2848
0.4585
0.0024
-0.7196
2.3077
0.9036
2019-02-09
AMZN
2019-03-29
1,620
Put
79.35
80.75
0.2807
-0.5478
0.0025
-0.6072
2.3167
-1.0102
2019-02-09
AMZN
2019-03-29
1,652.5
Call
38
43.85
0.2799
0.3814
0.0023
-0.6742
2.217
0.7575
2019-02-09
AMZN
2019-03-29
1,652.5
Put
96.4
104
0.28
-0.6249
0.0024
-0.5715
2.2299
-1.1055
2019-02-09
AMZN
2019-03-29
1,700
Call
23.6
29.35
0.2772
0.2793
0.0021
-0.5835
1.9555
0.5594
2019-02-09
AMZN
2019-03-29
1,700
Put
128
137.7
0.2742
-0.7324
0.0022
-0.4705
1.9426
-1.179
2019-02-09
AMZN
2019-03-29
1,745
Call
14.4
19
0.2744
0.1972
0.0017
-0.4738
1.6144
0.3976
2019-02-09
AMZN
2019-03-29
1,745
Put
166.65
169.35
0.2683
-0.8215
0.0018
-0.3492
1.5234
-1.1447
2019-02-09
AMZN
2019-03-29
1,830
Call
4.5
8.8
0.2748
0.0929
0.001
-0.2815
0.9669
0.1889
2019-02-09
AMZN
2019-03-29
1,830
Put
239.8
249.8
0.2753
-0.9254
0.0011
-0.1744
0.8575
-0.8422
2019-02-09
ANET
2019-02-22
192.5
Call
35.3
36.9
0.7514
0.8812
0.006
-0.2478
0.088
0.0626
2019-02-09
ANET
2019-02-22
192.5
Put
1.85
2.5
0.7629
-0.1216
0.006
-0.2428
0.0929
-0.0107
2019-02-09
ANET
2019-02-22
202.5
Call
26.9
28.6
0.7257
0.8055
0.0086
-0.3272
0.122
0.0592
2019-02-09
ANET
2019-02-22
202.5
Put
3.4
3.7
0.7123
-0.1908
0.0086
-0.3037
0.1206
-0.0179
2019-02-09
ANET
2019-02-22
210
Call
20
23.1
0.6714
0.74
0.0109
-0.3551
0.1437
0.0559
2019-02-09
ANET
2019-02-22
210
Put
4.7
5.6
0.6806
-0.2624
0.0109
-0.3483
0.1455
-0.0227
2019-02-09
ANET
2019-02-22
217.5
Call
16.4
17.4
0.6832
0.6451
0.0123
-0.4118
0.165
0.0495
2019-02-09
ANET
2019-02-22
217.5
Put
7.5
8.1
0.6799
-0.3547
0.0124
-0.397
0.1674
-0.0304
2019-02-09
ANET
2019-02-22
222.5
Call
13.5
14.3
0.6717
0.5806
0.0131
-0.4239
0.1732
0.045
2019-02-09
ANET
2019-02-22
222.5
Put
9.5
10.2
0.6709
-0.4199
0.0132
-0.4103
0.1729
-0.0358
2019-02-09
ANET
2019-02-22
227.5
Call
10.9
11.9
0.6701
0.5136
0.0134
-0.4305
0.1767
0.0402
2019-02-09
ANET
2019-02-22
227.5
Put
11.9
12.6
0.6636
-0.4874
0.0136
-0.413
0.1768
-0.041
2019-02-09
ANET
2019-02-22
230
Call
9.7
10.2
0.6509
0.4783
0.0138
-0.4175
0.1765
0.0377
2019-02-09
ANET
2019-02-22
230
Put
12.9
14.1
0.656
-0.5219
0.0138
-0.4074
0.1761
-0.0435
2019-02-09
ANET
2019-02-22
235
Call
7.5
8.5
0.6523
0.412
0.0135
-0.408
0.1725
0.0327
2019-02-09
ANET
2019-02-22
235
Put
15.9
16.8
0.6464
-0.5904
0.0137
-0.3906
0.1745
-0.0484
2019-02-09
ANET
2019-02-22
242.5
Call
5
5.4
0.6259
0.3108
0.0127
-0.3546
0.1565
0.025
2019-02-09
ANET
2019-02-22
242.5
Put
20.7
21.7
0.6284
-0.6898
0.0128
-0.3422
0.1574
-0.0545
2019-02-09
ANET
2019-02-22
250
Call
2.8
3.4
0.5973
0.2167
0.0111
-0.2809
0.1301
0.0176
2019-02-09
ANET
2019-02-22
250
Put
25.9
27.3
0.6002
-0.7841
0.0112
-0.2681
0.1295
-0.0582
2019-02-09
ANET
2019-02-22
260
Call
1.15
2.05
0.5904
0.1286
0.008
-0.1982
0.093
0.0105
2019-02-09
ANET
2019-02-22
260
Put
34.7
36.8
0.659
-0.8444
0.0083
-0.2383
0.1086
-0.0602
2019-02-09
ANET
2019-03-08
192.5
Call
36.5
37.6
0.5913
0.8605
0.006
-0.158
0.1391
0.121
2019-02-09
ANET
2019-03-08
192.5
Put
2.3
3.4
0.5923
-0.1396
0.006
-0.1456
0.1445
-0.0246
2019-02-09
ANET
2019-03-08
202.5
Call
28.4
29.5
0.5722
0.7864
0.0081
-0.1969
0.1825
0.1143
2019-02-09
ANET
2019-03-08
202.5
Put
4.3
5.7
0.5871
-0.2184
0.0081
-0.1911
0.1893
-0.0383
2019-02-09
ANET
2019-03-08
210
Call
22.9
24.3
0.5664
0.7152
0.0096
-0.2249
0.2127
0.106
2019-02-09
ANET
2019-03-08
210
Put
5.9
7
0.5469
-0.2801
0.0099
-0.2026
0.2158
-0.0484
2019-02-09
ANET
2019-03-08
217.5
Call
18.1
19.1
0.5503
0.637
0.0109
-0.2399
0.2352
0.0963
2019-02-09
ANET
2019-03-08
217.5
Put
8.6
9.6
0.539
-0.3622
0.0112
-0.2213
0.2362
-0.062
2019-02-09
ANET
2019-03-08
222.5
Call
15.1
15.8
0.5335
0.5804
0.0117
-0.2416
0.245
0.0889
2019-02-09
ANET
2019-03-08
222.5
Put
11
12.9
0.564
-0.4216
0.0112
-0.2415
0.2442
-0.0719
2019-02-09
ANET
2019-03-08
227.5
Call
12.5
13.4
0.5317
0.5208
0.012
-0.2445
0.2497
0.0805
2019-02-09
ANET
2019-03-08
227.5
Put
13.4
14.1
0.5334
-0.4804
0.012
-0.2313
0.2498
-0.0805
2019-02-09
ANET
2019-03-08
230
Call
11.3
12.5
0.5344
0.4915
0.0119
-0.2456
0.25
0.0762
2019-02-09
ANET
2019-03-08
230
Put
14.7
15.5
0.5325
-0.5102
0.0121
-0.2309
0.2489
-0.0847
2019-02-09
ANET
2019-03-08
235
Call
9.1
9.8
0.5168
0.4297
0.0121
-0.2334
0.2462
0.0673
2019-02-09
ANET
2019-03-08
235
Put
17.3
18.3
0.5207
-0.5712
0.0122
-0.2209
0.2469
-0.0932
2019-02-09
ANET
2019-03-08
242.5
Call
5.8
7
0.4928
0.3362
0.0118
-0.2062
0.2287
0.0535
2019-02-09
ANET
2019-03-08
242.5
Put
21.9
23
0.5061
-0.6611
0.0117
-0.1984
0.2339
-0.1037
2019-02-09
ANET
2019-03-08
250
Call
3.8
4.8
0.482
0.2535
0.0106
-0.1765
0.2007
0.0407
2019-02-09
ANET
2019-03-08
250
Put
27.3
30.2
0.5399
-0.721
0.0101
-0.1932
0.2127
-0.1111
2019-02-09
ANET
2019-03-08
260
Call
2.05
3.2
0.4854
0.1712
0.0084
-0.1407
0.1593
0.0277
2019-02-09
ANET
2019-03-08
260
Put
35.2
36.5
0.4822
-0.8355
0.0085
-0.1231
0.1534
-0.1119
2019-02-09
ANET
2019-03-29
192.5
Call
37.8
39.2
0.5094
0.8365
0.0058
-0.1172
0.2045
0.2023
2019-02-09
ANET
2019-03-29
192.5
Put
3.6
4.7
0.5164
-0.1664
0.0059
-0.1067
0.2081
-0.0516
2019-02-09
ANET
2019-03-29
202.5
Call
30.2
31.7
0.504
0.7625
0.0074
-0.142
0.2562
0.1899
2019-02-09
ANET
2019-03-29
202.5
Put
5.7
7.1
0.5033
-0.2377
0.0075
-0.1284
0.2603
-0.0729
2019-02-09
ANET
2019-03-29
210
Call
24.9
26
0.4859
0.7018
0.0086
-0.1522
0.2874
0.1789
2019-02-09
ANET
2019-03-29
210
Put
7.5
9.6
0.4909
-0.3003
0.0086
-0.1402
0.2846
-0.0913
2019-02-09
ANET
2019-03-29
217.5
Call
20.2
21.1
0.4757
0.6315
0.0096
-0.1606
0.3125
0.164
2019-02-09
ANET
2019-03-29
217.5
Put
10.6
12.4
0.4886
-0.3714
0.0094
-0.1509
0.3116
-0.1117
2019-02-09
ANET
2019-03-29
222.5
Call
17
18.7
0.4721
0.5815
0.01
-0.1642
0.3238
0.1526
2019-02-09
ANET
2019-03-29
222.5
Put
12.7
14.8
0.4866
-0.4206
0.0098
-0.155
0.3254
-0.1249
2019-02-09
ANET
2019-03-29
227.5
Call
13.5
16.4
0.4578
0.5296
0.0105
-0.1617
0.3298
0.1407
2019-02-09
ANET
2019-03-29
227.5
Put
15.1
16.4
0.4688
-0.4717
0.0104
-0.151
0.3297
-0.138
2019-02-09
ANET
2019-03-29
230
Call
12.6
15.3
0.4614
0.5041
0.0104
-0.163
0.3307
0.1343
2019-02-09
ANET
2019-03-29
230
Put
16.3
17.2
0.4578
-0.4989
0.0107
-0.1474
0.3317
-0.1442
2019-02-09
ANET
2019-03-29
235
Call
10.2
12.5
0.4448
0.4492
0.0107
-0.1555
0.328
0.1211
2019-02-09
ANET
2019-03-29
235
Put
18.5
20
0.4438
-0.5541
0.0109
-0.1404
0.3263
-0.1568
2019-02-09
ANET
2019-03-29
242.5
Call
8.4
9.7
0.4547
0.3783
0.0101
-0.1518
0.3152
0.1027
2019-02-09
ANET
2019-03-29
242.5
Put
23.3
24.9
0.4426
-0.6306
0.0105
-0.1323
0.3096
-0.1728
2019-02-09
ANET
2019-03-29
250
Call
6.1
6.7
0.4368
0.3016
0.0096
-0.1333
0.2889
0.083
2019-02-09
ANET
2019-03-29
250
Put
28.6
29.9
0.4339
-0.7052
0.0099
-0.1168
0.2816
-0.1841
2019-02-09
ANET
2019-03-29
260
Call
3.8
4.3
0.427
0.2159
0.0083
-0.1091
0.2428
0.0601
2019-02-09
ANET
2019-03-29
260
Put
36.2
37.7
0.4247
-0.7929
0.0085
-0.0923
0.2445
-0.1886
2019-02-09
ANSS
2019-02-15
145
Call
24
29
0.237
1
0
-0.0101
0
0.0278
2019-02-09
ANSS
2019-02-15
145
Put
0
0.25
0.245
0
0
0
0
0