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 | AAPL | 2019-03-29 | 177.5 | Call | 3 | 3.15 | 0.2263 | 0.3416 | 0.026 | -0.0569 | 0.2291 | 0.0739 |
2019-02-09 | AAPL | 2019-03-29 | 177.5 | Put | 9.4 | 9.6 | 0.2203 | -0.6733 | 0.0275 | -0.0442 | 0.228 | -0.1175 |
2019-02-09 | AAPL | 2019-03-29 | 182.5 | Call | 1.68 | 1.78 | 0.2226 | 0.2244 | 0.0216 | -0.0451 | 0.1869 | 0.049 |
2019-02-09 | AAPL | 2019-03-29 | 182.5 | Put | 13.05 | 13.3 | 0.2136 | -0.8012 | 0.0231 | -0.0311 | 0.1769 | -0.1168 |
2019-02-09 | AAPL | 2019-03-29 | 187.5 | Call | 0.88 | 0.96 | 0.2211 | 0.1364 | 0.0158 | -0.0324 | 0.1364 | 0.0299 |
2019-02-09 | AAPL | 2019-03-29 | 187.5 | Put | 17.3 | 17.6 | 0.2091 | -0.8999 | 0.017 | -0.0174 | 0.1105 | -0.0922 |
2019-02-09 | AAPL | 2019-03-29 | 195 | Call | 0.34 | 0.39 | 0.2265 | 0.0616 | 0.0086 | -0.0183 | 0.0759 | 0.0136 |
2019-02-09 | AAPL | 2019-03-29 | 195 | Put | 24.4 | 24.7 | 0.2265 | -0.966 | 0.0101 | -0.007 | 0.0506 | -0.0445 |
2019-02-09 | ABBV | 2019-02-22 | 70 | Call | 9.35 | 10.1 | 0.3255 | 0.9811 | 0.0091 | -0.0131 | 0.0072 | 0.0262 |
2019-02-09 | ABBV | 2019-02-22 | 70 | Put | 0.03 | 0.07 | 0.3178 | -0.0167 | 0.0084 | -0.0073 | 0.0065 | -0.0005 |
2019-02-09 | ABBV | 2019-02-22 | 71.5 | Call | 8.05 | 8.6 | 0.3255 | 0.9595 | 0.0171 | -0.0206 | 0.0136 | 0.0261 |
2019-02-09 | ABBV | 2019-02-22 | 71.5 | Put | 0.06 | 0.09 | 0.3178 | -0.0371 | 0.0163 | -0.0141 | 0.0126 | -0.0012 |
2019-02-09 | ABBV | 2019-02-22 | 74 | Call | 5.4 | 6.1 | 0.1625 | 0.991 | 0.0096 | -0.0073 | 0.0038 | 0.0281 |
2019-02-09 | ABBV | 2019-02-22 | 74 | Put | 0.14 | 0.17 | 0.275 | -0.0783 | 0.0341 | -0.022 | 0.0228 | -0.0025 |
2019-02-09 | ABBV | 2019-02-22 | 76.5 | Call | 3.5 | 3.7 | 0.2343 | 0.8236 | 0.0709 | -0.0382 | 0.0404 | 0.0238 |
2019-02-09 | ABBV | 2019-02-22 | 76.5 | Put | 0.36 | 0.4 | 0.24 | -0.1821 | 0.071 | -0.0345 | 0.0418 | -0.0053 |
2019-02-09 | ABBV | 2019-02-22 | 78 | Call | 2.39 | 2.48 | 0.226 | 0.6995 | 0.0987 | -0.0476 | 0.0543 | 0.0204 |
2019-02-09 | ABBV | 2019-02-22 | 78 | Put | 0.66 | 0.72 | 0.2257 | -0.3012 | 0.0996 | -0.0424 | 0.0551 | -0.0085 |
2019-02-09 | ABBV | 2019-02-22 | 79.5 | Call | 1.4 | 1.49 | 0.2121 | 0.5381 | 0.1201 | -0.0498 | 0.0619 | 0.0159 |
2019-02-09 | ABBV | 2019-02-22 | 79.5 | Put | 1.18 | 1.25 | 0.214 | -0.4642 | 0.1203 | -0.0452 | 0.062 | -0.0125 |
2019-02-09 | ABBV | 2019-02-22 | 81.5 | Call | 0.56 | 0.63 | 0.2043 | 0.3004 | 0.1092 | -0.0412 | 0.0543 | 0.0089 |
2019-02-09 | ABBV | 2019-02-22 | 81.5 | Put | 2.31 | 2.42 | 0.2057 | -0.7032 | 0.1106 | -0.0366 | 0.0544 | -0.0167 |
2019-02-09 | ABBV | 2019-02-22 | 83 | Call | 0.24 | 0.29 | 0.2027 | 0.1617 | 0.0775 | -0.0286 | 0.0382 | 0.0048 |
2019-02-09 | ABBV | 2019-02-22 | 83 | Put | 3.45 | 3.65 | 0.2069 | -0.8409 | 0.0797 | -0.0247 | 0.0391 | -0.0167 |
2019-02-09 | ABBV | 2019-02-22 | 85 | Call | 0.07 | 0.09 | 0.2057 | 0.059 | 0.0366 | -0.0138 | 0.0183 | 0.0018 |
2019-02-09 | ABBV | 2019-02-22 | 85 | Put | 5.25 | 5.55 | 0.2254 | -0.9328 | 0.0432 | -0.0135 | 0.0209 | -0.0133 |
2019-02-09 | ABBV | 2019-02-22 | 87.5 | Call | 0 | 0.04 | 0.2146 | 0.0144 | 0.0109 | -0.0044 | 0.0057 | 0.0004 |
2019-02-09 | ABBV | 2019-02-22 | 87.5 | Put | 7.6 | 8.35 | 0.2218 | -0.9981 | 0.0089 | 0 | 0.0018 | 0 |
2019-02-09 | ABBV | 2019-02-22 | 91.5 | Call | 0 | 0.03 | 0.2146 | 0.0006 | 0.0006 | -0.0002 | 0.0003 | 0 |
2019-02-09 | ABBV | 2019-02-22 | 91.5 | Put | 11.6 | 12.1 | 0.2218 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ABBV | 2019-03-08 | 70 | Call | 9 | 10.55 | 0.3152 | 0.9393 | 0.0173 | -0.0195 | 0.0265 | 0.0497 |
2019-02-09 | ABBV | 2019-03-08 | 70 | Put | 0.15 | 0.33 | 0.3152 | -0.0607 | 0.0173 | -0.0146 | 0.0265 | -0.0039 |
2019-02-09 | ABBV | 2019-03-08 | 71.5 | Call | 7.7 | 8.9 | 0.3152 | 0.9042 | 0.0245 | -0.0256 | 0.0375 | 0.0486 |
2019-02-09 | ABBV | 2019-03-08 | 71.5 | Put | 0.21 | 0.46 | 0.3152 | -0.0958 | 0.0245 | -0.0206 | 0.0371 | -0.0057 |
2019-02-09 | ABBV | 2019-03-08 | 74 | Call | 5.9 | 6.4 | 0.2429 | 0.8771 | 0.038 | -0.0239 | 0.0449 | 0.0489 |
2019-02-09 | ABBV | 2019-03-08 | 74 | Put | 0.39 | 0.54 | 0.2697 | -0.1465 | 0.0388 | -0.0237 | 0.0526 | -0.0086 |
2019-02-09 | ABBV | 2019-03-08 | 76.5 | Call | 4.1 | 4.6 | 0.2696 | 0.7282 | 0.0558 | -0.039 | 0.0732 | 0.0412 |
2019-02-09 | ABBV | 2019-03-08 | 76.5 | Put | 0.8 | 1.14 | 0.2606 | -0.2668 | 0.0576 | -0.0325 | 0.0731 | -0.0152 |
2019-02-09 | ABBV | 2019-03-08 | 78 | Call | 3 | 3.2 | 0.237 | 0.65 | 0.0708 | -0.038 | 0.0817 | 0.0373 |
2019-02-09 | ABBV | 2019-03-08 | 78 | Put | 1.26 | 1.45 | 0.2457 | -0.3559 | 0.0695 | -0.0344 | 0.0819 | -0.0199 |
2019-02-09 | ABBV | 2019-03-08 | 80 | Call | 1.84 | 2.04 | 0.2299 | 0.4991 | 0.0786 | -0.0388 | 0.088 | 0.029 |
2019-02-09 | ABBV | 2019-03-08 | 80 | Put | 2.07 | 2.34 | 0.2388 | -0.5033 | 0.0769 | -0.0352 | 0.0881 | -0.0268 |
2019-02-09 | ABBV | 2019-03-08 | 81.5 | Call | 1.17 | 1.46 | 0.2297 | 0.3842 | 0.0754 | -0.0366 | 0.0843 | 0.0225 |
2019-02-09 | ABBV | 2019-03-08 | 81.5 | Put | 2.9 | 3.2 | 0.235 | -0.6177 | 0.0753 | -0.0325 | 0.0841 | -0.0311 |
2019-02-09 | ABBV | 2019-03-08 | 83 | Call | 0.7 | 0.81 | 0.2164 | 0.2673 | 0.0689 | -0.0295 | 0.0726 | 0.0158 |
2019-02-09 | ABBV | 2019-03-08 | 83 | Put | 3.85 | 4.3 | 0.2332 | -0.7232 | 0.0675 | -0.0276 | 0.0731 | -0.0335 |
2019-02-09 | ABBV | 2019-03-08 | 85 | Call | 0.31 | 0.48 | 0.2203 | 0.1589 | 0.0498 | -0.0219 | 0.0534 | 0.0094 |
2019-02-09 | ABBV | 2019-03-08 | 85 | Put | 5.2 | 6.15 | 0.2337 | -0.8364 | 0.0517 | -0.0195 | 0.0566 | -0.0326 |
2019-02-09 | ABBV | 2019-03-08 | 87.5 | Call | 0.11 | 0.24 | 0.2206 | 0.0705 | 0.0277 | -0.0121 | 0.0298 | 0.0042 |
2019-02-09 | ABBV | 2019-03-08 | 87.5 | Put | 7.5 | 8.95 | 0.3092 | -0.8567 | 0.0355 | -0.0242 | 0.0521 | -0.0344 |
2019-02-09 | ABBV | 2019-03-08 | 91.5 | Call | 0 | 1.48 | 0.2244 | 0.0152 | 0.0077 | -0.0035 | 0.0084 | 0.0009 |
2019-02-09 | ABBV | 2019-03-08 | 91.5 | Put | 9.85 | 14 | 0.317 | -0.9465 | 0.0194 | -0.0108 | 0.0249 | -0.0244 |
2019-02-09 | ABBV | 2019-03-29 | 72 | Call | 8.15 | 8.6 | 0.2533 | 0.8801 | 0.0271 | -0.0195 | 0.0583 | 0.0828 |
2019-02-09 | ABBV | 2019-03-29 | 72 | Put | 0.57 | 0.69 | 0.2812 | -0.143 | 0.0277 | -0.0182 | 0.068 | -0.0147 |
2019-02-09 | ABBV | 2019-03-29 | 74 | Call | 6.1 | 7.1 | 0.236 | 0.8258 | 0.0373 | -0.0223 | 0.075 | 0.0794 |
2019-02-09 | ABBV | 2019-03-29 | 74 | Put | 0.86 | 1.2 | 0.2802 | -0.2114 | 0.0357 | -0.0231 | 0.0851 | -0.0215 |
2019-02-09 | ABBV | 2019-03-29 | 76.5 | Call | 4.75 | 5 | 0.2487 | 0.7019 | 0.0478 | -0.0293 | 0.1012 | 0.0684 |
2019-02-09 | ABBV | 2019-03-29 | 76.5 | Put | 1.44 | 1.86 | 0.2685 | -0.3113 | 0.0456 | -0.0267 | 0.1024 | -0.031 |
2019-02-09 | ABBV | 2019-03-29 | 78 | Call | 3.65 | 4.05 | 0.2411 | 0.6269 | 0.0538 | -0.0305 | 0.1105 | 0.0618 |
2019-02-09 | ABBV | 2019-03-29 | 78 | Put | 1.92 | 2.13 | 0.2503 | -0.3794 | 0.0528 | -0.0265 | 0.1106 | -0.0368 |
2019-02-09 | ABBV | 2019-03-29 | 79.5 | Call | 2.83 | 3.1 | 0.2358 | 0.5432 | 0.0577 | -0.0307 | 0.1157 | 0.0541 |
2019-02-09 | ABBV | 2019-03-29 | 79.5 | Put | 2.4 | 2.78 | 0.2402 | -0.4614 | 0.0577 | -0.0261 | 0.1157 | -0.0433 |
2019-02-09 | ABBV | 2019-03-29 | 81.5 | Call | 1.79 | 2.09 | 0.2248 | 0.4238 | 0.0597 | -0.0285 | 0.1143 | 0.0427 |
2019-02-09 | ABBV | 2019-03-29 | 81.5 | Put | 3.55 | 3.85 | 0.2407 | -0.5754 | 0.0573 | -0.0253 | 0.1144 | -0.0513 |
2019-02-09 | ABBV | 2019-03-29 | 83 | Call | 1.33 | 1.53 | 0.2261 | 0.3405 | 0.0556 | -0.0265 | 0.107 | 0.0345 |
2019-02-09 | ABBV | 2019-03-29 | 83 | Put | 4.45 | 4.8 | 0.2365 | -0.66 | 0.0552 | -0.0228 | 0.1077 | -0.0554 |
2019-02-09 | ABBV | 2019-03-29 | 85 | Call | 0.81 | 0.96 | 0.2236 | 0.2398 | 0.0476 | -0.022 | 0.0906 | 0.0244 |
2019-02-09 | ABBV | 2019-03-29 | 85 | Put | 5.85 | 6.4 | 0.2394 | -0.7552 | 0.0479 | -0.0192 | 0.0907 | -0.0574 |
2019-02-09 | ABBV | 2019-03-29 | 86 | Call | 0.62 | 0.91 | 0.2327 | 0.2079 | 0.0422 | -0.021 | 0.0836 | 0.0212 |
2019-02-09 | ABBV | 2019-03-29 | 86 | Put | 6.65 | 7.2 | 0.2394 | -0.7979 | 0.0438 | -0.0168 | 0.0833 | -0.0566 |
2019-02-09 | ABC | 2019-02-22 | 71.5 | Call | 10.9 | 14.4 | 0.3242 | 0.9996 | 0.0004 | -0.0054 | 0.0003 | 0.0116 |
2019-02-09 | ABC | 2019-02-22 | 71.5 | Put | 0 | 0.15 | 0.3242 | -0.0051 | 0.0028 | -0.0028 | 0.0024 | -0.0002 |
2019-02-09 | ABC | 2019-02-22 | 76 | Call | 8 | 9.8 | 0.3242 | 0.9747 | 0.0146 | -0.0199 | 0.0086 | 0.0129 |
2019-02-09 | ABC | 2019-02-22 | 76 | Put | 0 | 0.25 | 0.3242 | -0.054 | 0.0206 | -0.0206 | 0.018 | -0.0018 |
2019-02-09 | ABC | 2019-02-22 | 78.5 | Call | 4.7 | 7.7 | 0.3752 | 0.8627 | 0.0425 | -0.0624 | 0.0367 | 0.0158 |
2019-02-09 | ABC | 2019-02-22 | 78.5 | Put | 0.25 | 0.4 | 0.309 | -0.1255 | 0.0407 | -0.0367 | 0.0339 | -0.0042 |
2019-02-09 | ABC | 2019-02-22 | 81 | Call | 3 | 3.9 | 0.1886 | 0.9038 | 0.0721 | -0.0298 | 0.0253 | 0.0139 |
2019-02-09 | ABC | 2019-02-22 | 81 | Put | 0.55 | 0.8 | 0.2769 | -0.2436 | 0.0693 | -0.0497 | 0.0516 | -0.0074 |
2019-02-09 | ABC | 2019-02-22 | 82.5 | Call | 2.45 | 2.7 | 0.2552 | 0.6816 | 0.0981 | -0.0654 | 0.057 | 0.0151 |
2019-02-09 | ABC | 2019-02-22 | 82.5 | Put | 0.95 | 1.2 | 0.2639 | -0.3557 | 0.0866 | -0.056 | 0.0608 | -0.0105 |
2019-02-09 | ABC | 2019-02-22 | 85 | Call | 1 | 1.25 | 0.2369 | 0.4184 | 0.1073 | -0.0605 | 0.064 | 0.0115 |
2019-02-09 | ABC | 2019-02-22 | 85 | Put | 2 | 2.35 | 0.2446 | -0.5918 | 0.0979 | -0.0529 | 0.0641 | -0.0163 |
2019-02-09 | ABC | 2019-02-22 | 86 | Call | 0.65 | 0.85 | 0.2327 | 0.3151 | 0.0969 | -0.0524 | 0.0578 | 0.0091 |
2019-02-09 | ABC | 2019-02-22 | 86 | Put | 2.65 | 2.95 | 0.2395 | -0.6883 | 0.0915 | -0.0464 | 0.0574 | -0.018 |
2019-02-09 | ABC | 2019-02-22 | 87.5 | Call | 0.3 | 0.45 | 0.2283 | 0.1868 | 0.0728 | -0.0377 | 0.0442 | 0.0057 |
2019-02-09 | ABC | 2019-02-22 | 87.5 | Put | 3.7 | 4.1 | 0.2292 | -0.8186 | 0.0723 | -0.0315 | 0.0436 | -0.0192 |
2019-02-09 | ABC | 2019-02-22 | 90 | Call | 0 | 0.15 | 0.245 | 0.0784 | 0.0364 | -0.0215 | 0.024 | 0.0025 |
2019-02-09 | ABC | 2019-02-22 | 90 | Put | 4.6 | 7.1 | 0.2507 | -0.9226 | 0.0371 | -0.0167 | 0.0247 | -0.0188 |
2019-02-09 | ABC | 2019-02-22 | 92.5 | Call | 0 | 0.15 | 0.2881 | 0.0462 | 0.0205 | -0.0166 | 0.0159 | 0.0015 |
2019-02-09 | ABC | 2019-02-22 | 92.5 | Put | 6.5 | 10.8 | 0.2909 | -0.9573 | 0.0203 | -0.0104 | 0.0163 | -0.0183 |
2019-02-09 | ABC | 2019-02-22 | 95 | Call | 0 | 0.15 | 0.3311 | 0.0309 | 0.0128 | -0.0137 | 0.0115 | 0.001 |
2019-02-09 | ABC | 2019-02-22 | 95 | Put | 10.8 | 11.4 | 0.3311 | -0.9734 | 0.0122 | -0.0064 | 0.0112 | -0.0181 |
2019-02-09 | ABC | 2019-03-08 | 71.5 | Call | 10.5 | 15.1 | 0.3128 | 0.9936 | 0.0043 | -0.009 | 0.004 | 0.0132 |
2019-02-09 | ABC | 2019-03-08 | 71.5 | Put | 0.1 | 0.3 | 0.3237 | -0.032 | 0.0095 | -0.0094 | 0.0167 | -0.0021 |
2019-02-09 | ABC | 2019-03-08 | 76 | Call | 6.5 | 10.4 | 0.2802 | 0.9411 | 0.0264 | -0.0249 | 0.0262 | 0.0236 |
2019-02-09 | ABC | 2019-03-08 | 76 | Put | 0.35 | 0.55 | 0.3203 | -0.1183 | 0.0267 | -0.0257 | 0.048 | -0.0074 |
2019-02-09 | ABC | 2019-03-08 | 78.5 | Call | 4.9 | 7.4 | 0.261 | 0.8613 | 0.047 | -0.0355 | 0.0523 | 0.0349 |
2019-02-09 | ABC | 2019-03-08 | 78.5 | Put | 0.65 | 0.9 | 0.3 | -0.1932 | 0.0396 | -0.0332 | 0.0661 | -0.0119 |
2019-02-09 | ABC | 2019-03-08 | 81 | Call | 4.1 | 4.6 | 0.2763 | 0.7057 | 0.0575 | -0.0462 | 0.0798 | 0.0384 |
2019-02-09 | ABC | 2019-03-08 | 81 | Put | 1.1 | 1.55 | 0.282 | -0.3041 | 0.0538 | -0.0394 | 0.0814 | -0.0183 |
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