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 | ANSS | 2019-02-15 | 155 | Call | 14 | 18.5 | 0.237 | 0.9992 | 0.0005 | -0.0119 | 0.0007 | 0.0297 |
2019-02-09 | ANSS | 2019-02-15 | 155 | Put | 0 | 0.25 | 0.245 | -0.0011 | 0.0006 | -0.0016 | 0.0009 | 0 |
2019-02-09 | ANSS | 2019-02-15 | 160 | Call | 9 | 13.9 | 0.237 | 0.9856 | 0.0065 | -0.0257 | 0.0087 | 0.0302 |
2019-02-09 | ANSS | 2019-02-15 | 160 | Put | 0.05 | 0.25 | 0.245 | -0.0171 | 0.0073 | -0.0174 | 0.0101 | -0.0006 |
2019-02-09 | ANSS | 2019-02-15 | 165 | Call | 6.8 | 7.4 | 0.237 | 0.8943 | 0.0324 | -0.0838 | 0.0435 | 0.0281 |
2019-02-09 | ANSS | 2019-02-15 | 165 | Put | 0.25 | 0.4 | 0.245 | -0.1129 | 0.033 | -0.0787 | 0.0471 | -0.0036 |
2019-02-09 | ANSS | 2019-02-15 | 170 | Call | 2.9 | 3.3 | 0.2192 | 0.6424 | 0.0716 | -0.1465 | 0.0888 | 0.0206 |
2019-02-09 | ANSS | 2019-02-15 | 170 | Put | 1.15 | 1.35 | 0.2145 | -0.3557 | 0.0735 | -0.1323 | 0.0884 | -0.0107 |
2019-02-09 | ANSS | 2019-02-15 | 175 | Call | 0.6 | 0.8 | 0.1962 | 0.2537 | 0.0687 | -0.1097 | 0.0762 | 0.0082 |
2019-02-09 | ANSS | 2019-02-15 | 175 | Put | 3.7 | 4.2 | 0.2029 | -0.7425 | 0.0683 | -0.1044 | 0.0778 | -0.0188 |
2019-02-09 | ANSS | 2019-02-15 | 180 | Call | 0 | 0.25 | 0.1962 | 0.0446 | 0.0202 | -0.0319 | 0.0224 | 0.0015 |
2019-02-09 | ANSS | 2019-02-15 | 180 | Put | 6.6 | 11 | 0.2029 | -0.9582 | 0.0224 | -0.0252 | 0.0225 | -0.0123 |
2019-02-09 | ANSS | 2019-02-15 | 185 | Call | 0 | 0.25 | 0.1962 | 0.0034 | 0.0022 | -0.0034 | 0.0024 | 0.0001 |
2019-02-09 | ANSS | 2019-02-15 | 185 | Put | 11.7 | 16 | 0.2029 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ANSS | 2019-02-15 | 190 | Call | 0 | 0.25 | 0.1962 | 0.0001 | 0.0001 | -0.0001 | 0.0001 | 0 |
2019-02-09 | ANSS | 2019-02-15 | 190 | Put | 16.6 | 21 | 0.2029 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ANSS | 2019-03-15 | 145 | Call | 25 | 29.4 | 0.2771 | 0.9795 | 0.0034 | -0.0203 | 0.0262 | 0.1351 |
2019-02-09 | ANSS | 2019-03-15 | 145 | Put | 0.7 | 0.9 | 0.4085 | -0.0777 | 0.0067 | -0.0441 | 0.0772 | -0.0135 |
2019-02-09 | ANSS | 2019-03-15 | 155 | Call | 18.4 | 19 | 0.3525 | 0.8453 | 0.0127 | -0.0726 | 0.1265 | 0.1211 |
2019-02-09 | ANSS | 2019-03-15 | 155 | Put | 1.5 | 1.75 | 0.3549 | -0.1563 | 0.0128 | -0.063 | 0.1255 | -0.0251 |
2019-02-09 | ANSS | 2019-03-15 | 160 | Call | 14.2 | 14.8 | 0.332 | 0.7775 | 0.0169 | -0.0836 | 0.1584 | 0.114 |
2019-02-09 | ANSS | 2019-03-15 | 160 | Put | 2.3 | 2.55 | 0.3344 | -0.2245 | 0.017 | -0.0737 | 0.1629 | -0.0355 |
2019-02-09 | ANSS | 2019-03-15 | 165 | Call | 10.5 | 11 | 0.3169 | 0.685 | 0.0211 | -0.0931 | 0.1888 | 0.1024 |
2019-02-09 | ANSS | 2019-03-15 | 165 | Put | 3.5 | 3.8 | 0.318 | -0.3167 | 0.0213 | -0.0828 | 0.1902 | -0.0491 |
2019-02-09 | ANSS | 2019-03-15 | 170 | Call | 7.3 | 7.7 | 0.3024 | 0.5719 | 0.0244 | -0.0966 | 0.2086 | 0.0869 |
2019-02-09 | ANSS | 2019-03-15 | 170 | Put | 5.2 | 5.6 | 0.3035 | -0.4305 | 0.0247 | -0.0862 | 0.2079 | -0.0646 |
2019-02-09 | ANSS | 2019-03-15 | 175 | Call | 4.7 | 5 | 0.2886 | 0.4447 | 0.0258 | -0.0917 | 0.21 | 0.0685 |
2019-02-09 | ANSS | 2019-03-15 | 175 | Put | 7.6 | 8 | 0.2918 | -0.5582 | 0.0259 | -0.0818 | 0.2079 | -0.0798 |
2019-02-09 | ANSS | 2019-03-15 | 180 | Call | 2.85 | 3.1 | 0.2818 | 0.32 | 0.0239 | -0.0803 | 0.1901 | 0.0498 |
2019-02-09 | ANSS | 2019-03-15 | 180 | Put | 10.7 | 11.1 | 0.2833 | -0.6848 | 0.0243 | -0.0698 | 0.1874 | -0.0906 |
2019-02-09 | ANSS | 2019-03-15 | 185 | Call | 1.55 | 1.8 | 0.2748 | 0.2107 | 0.0198 | -0.0628 | 0.1535 | 0.0331 |
2019-02-09 | ANSS | 2019-03-15 | 185 | Put | 14.3 | 14.9 | 0.2752 | -0.7977 | 0.0204 | -0.0518 | 0.1525 | -0.0927 |
2019-02-09 | ANSS | 2019-03-15 | 190 | Call | 0.75 | 0.95 | 0.2673 | 0.1249 | 0.0145 | -0.0432 | 0.1093 | 0.0197 |
2019-02-09 | ANSS | 2019-03-15 | 190 | Put | 18.5 | 19.1 | 0.2664 | -0.8888 | 0.0152 | -0.0316 | 0.1021 | -0.081 |
2019-02-09 | ANSS | 2019-03-15 | 195 | Call | 0.35 | 0.5 | 0.2657 | 0.0702 | 0.0095 | -0.028 | 0.0715 | 0.0111 |
2019-02-09 | ANSS | 2019-03-15 | 195 | Put | 21.6 | 26.5 | 0.3398 | -0.8811 | 0.0121 | -0.044 | 0.109 | -0.0897 |
2019-02-09 | ANSS | 2019-04-18 | 145 | Call | 28.5 | 29.2 | 0.3455 | 0.893 | 0.0072 | -0.0438 | 0.1366 | 0.2318 |
2019-02-09 | ANSS | 2019-04-18 | 145 | Put | 1.3 | 1.55 | 0.3468 | -0.1079 | 0.0073 | -0.0338 | 0.1383 | -0.0342 |
2019-02-09 | ANSS | 2019-04-18 | 155 | Call | 19.8 | 20.4 | 0.3103 | 0.8077 | 0.0119 | -0.0549 | 0.2025 | 0.2208 |
2019-02-09 | ANSS | 2019-04-18 | 155 | Put | 2.5 | 2.8 | 0.3117 | -0.1942 | 0.012 | -0.0445 | 0.2057 | -0.0602 |
2019-02-09 | ANSS | 2019-04-18 | 160 | Call | 15.9 | 16.4 | 0.2972 | 0.7436 | 0.0146 | -0.0603 | 0.2386 | 0.2077 |
2019-02-09 | ANSS | 2019-04-18 | 160 | Put | 3.5 | 3.8 | 0.2969 | -0.258 | 0.0148 | -0.0493 | 0.2397 | -0.0786 |
2019-02-09 | ANSS | 2019-04-18 | 165 | Call | 12.3 | 12.8 | 0.285 | 0.6653 | 0.0172 | -0.064 | 0.2699 | 0.1893 |
2019-02-09 | ANSS | 2019-04-18 | 165 | Put | 4.9 | 5.2 | 0.2852 | -0.3376 | 0.0175 | -0.053 | 0.2687 | -0.1006 |
2019-02-09 | ANSS | 2019-04-18 | 170 | Call | 9.2 | 9.6 | 0.2745 | 0.574 | 0.0193 | -0.0652 | 0.2905 | 0.166 |
2019-02-09 | ANSS | 2019-04-18 | 170 | Put | 6.7 | 7.1 | 0.275 | -0.4303 | 0.0196 | -0.0541 | 0.2916 | -0.1239 |
2019-02-09 | ANSS | 2019-04-18 | 175 | Call | 6.6 | 7 | 0.267 | 0.4749 | 0.0201 | -0.0634 | 0.295 | 0.1392 |
2019-02-09 | ANSS | 2019-04-18 | 175 | Put | 9.1 | 9.5 | 0.2673 | -0.5314 | 0.0206 | -0.0521 | 0.2949 | -0.1466 |
2019-02-09 | ANSS | 2019-04-18 | 180 | Call | 4.5 | 4.9 | 0.2599 | 0.3748 | 0.0197 | -0.0581 | 0.2809 | 0.1111 |
2019-02-09 | ANSS | 2019-04-18 | 180 | Put | 12 | 12.5 | 0.2615 | -0.6333 | 0.0202 | -0.0471 | 0.2746 | -0.1633 |
2019-02-09 | ANSS | 2019-04-18 | 185 | Call | 2.95 | 3.3 | 0.2547 | 0.2819 | 0.0179 | -0.0502 | 0.2503 | 0.0843 |
2019-02-09 | ANSS | 2019-04-18 | 185 | Put | 15.4 | 16 | 0.2563 | -0.7293 | 0.0186 | -0.0391 | 0.2477 | -0.1707 |
2019-02-09 | ANSS | 2019-04-18 | 190 | Call | 1.85 | 2.1 | 0.2497 | 0.2009 | 0.0152 | -0.0406 | 0.208 | 0.0605 |
2019-02-09 | ANSS | 2019-04-18 | 190 | Put | 19.3 | 19.9 | 0.2516 | -0.8143 | 0.0161 | -0.0295 | 0.1974 | -0.1638 |
2019-02-09 | ANSS | 2019-04-18 | 195 | Call | 1.05 | 1.35 | 0.2459 | 0.1362 | 0.012 | -0.0309 | 0.1618 | 0.0413 |
2019-02-09 | ANSS | 2019-04-18 | 195 | Put | 23.6 | 24.2 | 0.2487 | -0.8833 | 0.0131 | -0.02 | 0.149 | -0.1401 |
2019-02-09 | ANTM | 2019-02-22 | 257.5 | Call | 44.95 | 48.25 | 0.2673 | 0.9994 | 0.0001 | -0.0192 | 0.0013 | 0.0985 |
2019-02-09 | ANTM | 2019-02-22 | 257.5 | Put | 0 | 0.14 | 0.2673 | -0.0006 | 0.0001 | -0.0012 | 0.0013 | -0.0001 |
2019-02-09 | ANTM | 2019-02-22 | 275 | Call | 28.1 | 30.3 | 0.2673 | 0.9759 | 0.0036 | -0.0509 | 0.0337 | 0.1025 |
2019-02-09 | ANTM | 2019-02-22 | 275 | Put | 0 | 0.27 | 0.2673 | -0.0241 | 0.0036 | -0.0317 | 0.0337 | -0.0029 |
2019-02-09 | ANTM | 2019-02-22 | 282.5 | Call | 21.1 | 22.85 | 0.2538 | 0.9379 | 0.0081 | -0.0845 | 0.0729 | 0.1008 |
2019-02-09 | ANTM | 2019-02-22 | 282.5 | Put | 0.3 | 0.53 | 0.2538 | -0.0621 | 0.0081 | -0.0648 | 0.0729 | -0.0074 |
2019-02-09 | ANTM | 2019-02-22 | 292.5 | Call | 12.7 | 13.6 | 0.2139 | 0.8376 | 0.0193 | -0.1288 | 0.1463 | 0.0927 |
2019-02-09 | ANTM | 2019-02-22 | 292.5 | Put | 1.02 | 1.43 | 0.2213 | -0.1702 | 0.0193 | -0.1163 | 0.1578 | -0.0187 |
2019-02-09 | ANTM | 2019-02-22 | 297.5 | Call | 8.75 | 9.55 | 0.2059 | 0.7261 | 0.0272 | -0.1608 | 0.1984 | 0.0812 |
2019-02-09 | ANTM | 2019-02-22 | 297.5 | Put | 1.71 | 2.39 | 0.2024 | -0.2716 | 0.0277 | -0.138 | 0.1995 | -0.0292 |
2019-02-09 | ANTM | 2019-02-22 | 305 | Call | 3.75 | 4.45 | 0.1817 | 0.4905 | 0.0368 | -0.1644 | 0.2376 | 0.0556 |
2019-02-09 | ANTM | 2019-02-22 | 305 | Put | 4.4 | 5.15 | 0.1901 | -0.5114 | 0.0357 | -0.1523 | 0.2379 | -0.0512 |
2019-02-09 | ANTM | 2019-02-22 | 310 | Call | 1.74 | 2.26 | 0.1739 | 0.3071 | 0.0339 | -0.1365 | 0.2093 | 0.0351 |
2019-02-09 | ANTM | 2019-02-22 | 310 | Put | 7.05 | 8.1 | 0.1779 | -0.6943 | 0.034 | -0.1212 | 0.2075 | -0.0622 |
2019-02-09 | ANTM | 2019-02-22 | 317.5 | Call | 0.36 | 0.63 | 0.1676 | 0.1051 | 0.0182 | -0.0671 | 0.1084 | 0.0121 |
2019-02-09 | ANTM | 2019-02-22 | 317.5 | Put | 13.1 | 14.55 | 0.1926 | -0.8705 | 0.02 | -0.0745 | 0.1303 | -0.0602 |
2019-02-09 | ANTM | 2019-02-22 | 325 | Call | 0 | 0.2 | 0.1676 | 0.0247 | 0.0058 | -0.0212 | 0.0345 | 0.0028 |
2019-02-09 | ANTM | 2019-02-22 | 325 | Put | 20.15 | 21.7 | 0.1926 | -0.9707 | 0.0089 | -0.0198 | 0.0445 | -0.0284 |
2019-02-09 | ANTM | 2019-02-22 | 335 | Call | 0 | 0.1 | 0.1676 | 0.0019 | 0.0006 | -0.0022 | 0.0037 | 0.0002 |
2019-02-09 | ANTM | 2019-02-22 | 335 | Put | 29.65 | 31.7 | 0.1926 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ANTM | 2019-02-22 | 350 | Call | 0 | 0.09 | 0.1676 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ANTM | 2019-02-22 | 350 | Put | 44.95 | 48.1 | 0.1926 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ANTM | 2019-03-08 | 257.5 | Call | 45.15 | 48.35 | 0.2077 | 0.9985 | 0.0003 | -0.0195 | 0.0042 | 0.1967 |
2019-02-09 | ANTM | 2019-03-08 | 257.5 | Put | 0 | 0.75 | 0.2648 | -0.0097 | 0.0012 | -0.0101 | 0.0218 | -0.0023 |
2019-02-09 | ANTM | 2019-03-08 | 275 | Call | 28.45 | 31.3 | 0.2077 | 0.9656 | 0.0044 | -0.0422 | 0.0642 | 0.2023 |
2019-02-09 | ANTM | 2019-03-08 | 275 | Put | 0.69 | 1.51 | 0.2648 | -0.0747 | 0.0063 | -0.0546 | 0.1189 | -0.018 |
2019-02-09 | ANTM | 2019-03-08 | 282.5 | Call | 21.95 | 24.05 | 0.2054 | 0.9142 | 0.0091 | -0.0663 | 0.1321 | 0.1957 |
2019-02-09 | ANTM | 2019-03-08 | 282.5 | Put | 0.82 | 2.25 | 0.2054 | -0.0858 | 0.0091 | -0.0466 | 0.1321 | -0.0206 |
2019-02-09 | ANTM | 2019-03-08 | 292.5 | Call | 14.55 | 15.4 | 0.2186 | 0.7621 | 0.0168 | -0.117 | 0.2607 | 0.1663 |
2019-02-09 | ANTM | 2019-03-08 | 292.5 | Put | 2.4 | 3.35 | 0.2264 | -0.246 | 0.0166 | -0.1028 | 0.2625 | -0.0535 |
2019-02-09 | ANTM | 2019-03-08 | 297.5 | Call | 10.6 | 11.85 | 0.2094 | 0.6735 | 0.0204 | -0.1272 | 0.3038 | 0.1485 |
2019-02-09 | ANTM | 2019-03-08 | 297.5 | Put | 3.5 | 4.75 | 0.2162 | -0.3328 | 0.0202 | -0.1121 | 0.309 | -0.0705 |
2019-02-09 | ANTM | 2019-03-08 | 305 | Call | 5.85 | 7 | 0.1934 | 0.5069 | 0.0245 | -0.1264 | 0.3361 | 0.1133 |
2019-02-09 | ANTM | 2019-03-08 | 305 | Put | 6.35 | 7.95 | 0.2089 | -0.4958 | 0.023 | -0.1165 | 0.336 | -0.0996 |
2019-02-09 | ANTM | 2019-03-08 | 310 | Call | 3.55 | 4.65 | 0.1872 | 0.383 | 0.0242 | -0.1154 | 0.3216 | 0.0862 |
2019-02-09 | ANTM | 2019-03-08 | 310 | Put | 8.9 | 10.4 | 0.1974 | -0.6161 | 0.0236 | -0.1028 | 0.3207 | -0.1156 |
2019-02-09 | ANTM | 2019-03-08 | 317.5 | Call | 1.41 | 2.67 | 0.1893 | 0.2267 | 0.0189 | -0.0905 | 0.2538 | 0.0513 |
2019-02-09 | ANTM | 2019-03-08 | 317.5 | Put | 14.15 | 16.5 | 0.2097 | -0.7579 | 0.0186 | -0.0865 | 0.2611 | -0.1262 |
2019-02-09 | ANTM | 2019-03-08 | 325 | Call | 0.01 | 1.51 | 0.2138 | 0.1465 | 0.0127 | -0.0769 | 0.1933 | 0.0332 |
2019-02-09 | ANTM | 2019-03-08 | 325 | Put | 20.5 | 23.3 | 0.2138 | -0.8664 | 0.0134 | -0.0575 | 0.1894 | -0.1161 |
2019-02-09 | ANTM | 2019-03-08 | 335 | Call | 0 | 0.4 | 0.2138 | 0.059 | 0.0065 | -0.039 | 0.099 | 0.0134 |
2019-02-09 | ANTM | 2019-03-08 | 335 | Put | 29.85 | 33.1 | 0.2138 | -0.9603 | 0.0073 | -0.0195 | 0.0774 | -0.0618 |
2019-02-09 | ANTM | 2019-03-08 | 350 | Call | 0 | 0.11 | 0.2138 | 0.0106 | 0.0016 | -0.0093 | 0.0237 | 0.0024 |
2019-02-09 | ANTM | 2019-03-08 | 350 | Put | 44.5 | 48.1 | 0.2138 | -1 | 0 | 0 | 0 | 0 |
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