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 | ANTM | 2019-03-29 | 275 | Call | 29.4 | 31.95 | 0.209 | 0.9243 | 0.0065 | -0.0536 | 0.1649 | 0.2506 |
2019-02-09 | ANTM | 2019-03-29 | 275 | Put | 1.27 | 2.09 | 0.246 | -0.1199 | 0.0074 | -0.0535 | 0.2328 | -0.0469 |
2019-02-09 | ANTM | 2019-03-29 | 282.5 | Call | 23.15 | 25.55 | 0.2183 | 0.8459 | 0.0102 | -0.0781 | 0.2728 | 0.247 |
2019-02-09 | ANTM | 2019-03-29 | 282.5 | Put | 2.15 | 3 | 0.2315 | -0.1778 | 0.0102 | -0.0649 | 0.2883 | -0.0689 |
2019-02-09 | ANTM | 2019-03-29 | 292.5 | Call | 16 | 17.4 | 0.216 | 0.7161 | 0.0146 | -0.1001 | 0.3791 | 0.2286 |
2019-02-09 | ANTM | 2019-03-29 | 292.5 | Put | 4 | 5.2 | 0.2154 | -0.2933 | 0.0145 | -0.0782 | 0.3854 | -0.1112 |
2019-02-09 | ANTM | 2019-03-29 | 297.5 | Call | 11.75 | 13.65 | 0.1975 | 0.6473 | 0.0174 | -0.0988 | 0.414 | 0.2138 |
2019-02-09 | ANTM | 2019-03-29 | 297.5 | Put | 5.2 | 6.85 | 0.2064 | -0.3676 | 0.0166 | -0.0808 | 0.4201 | -0.1374 |
2019-02-09 | ANTM | 2019-03-29 | 305 | Call | 7.7 | 9.25 | 0.1951 | 0.51 | 0.0188 | -0.1006 | 0.4432 | 0.1779 |
2019-02-09 | ANTM | 2019-03-29 | 305 | Put | 8.7 | 10.25 | 0.2063 | -0.4977 | 0.0176 | -0.0833 | 0.4438 | -0.1822 |
2019-02-09 | ANTM | 2019-03-29 | 310 | Call | 5.45 | 6.6 | 0.1888 | 0.4147 | 0.0189 | -0.0936 | 0.4338 | 0.1498 |
2019-02-09 | ANTM | 2019-03-29 | 310 | Put | 11.4 | 12.95 | 0.2031 | -0.5858 | 0.0176 | -0.0778 | 0.4369 | -0.2105 |
2019-02-09 | ANTM | 2019-03-29 | 317.5 | Call | 2.85 | 3.9 | 0.1827 | 0.2786 | 0.0167 | -0.0762 | 0.3791 | 0.1049 |
2019-02-09 | ANTM | 2019-03-29 | 317.5 | Put | 16.15 | 18.15 | 0.2013 | -0.7084 | 0.0157 | -0.0635 | 0.3836 | -0.2484 |
2019-02-09 | ANTM | 2019-03-29 | 325 | Call | 1.11 | 1.92 | 0.171 | 0.1565 | 0.0127 | -0.0502 | 0.2792 | 0.0611 |
2019-02-09 | ANTM | 2019-03-29 | 325 | Put | 21.8 | 24.65 | 0.2088 | -0.7989 | 0.0124 | -0.0492 | 0.3242 | -0.2757 |
2019-02-09 | ANTM | 2019-03-29 | 335 | Call | 0.43 | 0.73 | 0.1728 | 0.07 | 0.007 | -0.0278 | 0.1492 | 0.0277 |
2019-02-09 | ANTM | 2019-03-29 | 335 | Put | 30.5 | 33.6 | 0.2177 | -0.8827 | 0.0084 | -0.0285 | 0.2227 | -0.3 |
2019-02-09 | ANTM | 2019-03-29 | 345 | Call | 0 | 0.52 | 0.1726 | 0.026 | 0.0031 | -0.0124 | 0.0671 | 0.0103 |
2019-02-09 | ANTM | 2019-03-29 | 345 | Put | 39.9 | 43.2 | 0.2187 | -0.9411 | 0.005 | -0.0068 | 0.1404 | -0.2961 |
2019-02-09 | AON | 2019-02-15 | 145 | Call | 22.3 | 23.7 | 0.1461 | 1 | 0 | -0.0101 | 0 | 0.0278 |
2019-02-09 | AON | 2019-02-15 | 145 | Put | 0 | 0.3 | 0.1741 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-02-15 | 150 | Call | 17.3 | 18.8 | 0.1461 | 1 | 0 | -0.0105 | 0 | 0.0287 |
2019-02-09 | AON | 2019-02-15 | 150 | Put | 0 | 0.15 | 0.1741 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-02-15 | 155 | Call | 12.3 | 13.6 | 0.1461 | 1 | 0 | -0.0109 | 0 | 0.0297 |
2019-02-09 | AON | 2019-02-15 | 155 | Put | 0 | 0.35 | 0.1741 | -0.0003 | 0.0003 | -0.0003 | 0.0003 | 0 |
2019-02-09 | AON | 2019-02-15 | 160 | Call | 7.5 | 8.8 | 0.1461 | 0.9938 | 0.0052 | -0.0154 | 0.0041 | 0.0304 |
2019-02-09 | AON | 2019-02-15 | 160 | Put | 0 | 0.2 | 0.1741 | -0.0179 | 0.0109 | -0.0126 | 0.0103 | -0.0006 |
2019-02-09 | AON | 2019-02-15 | 165 | Call | 3.3 | 3.8 | 0.1461 | 0.8354 | 0.0729 | -0.0698 | 0.0577 | 0.0262 |
2019-02-09 | AON | 2019-02-15 | 165 | Put | 0.35 | 0.6 | 0.1741 | -0.2057 | 0.0707 | -0.0805 | 0.0684 | -0.0062 |
2019-02-09 | AON | 2019-02-15 | 170 | Call | 0.45 | 0.85 | 0.1443 | 0.306 | 0.1044 | -0.0878 | 0.0816 | 0.0097 |
2019-02-09 | AON | 2019-02-15 | 170 | Put | 2.25 | 3.1 | 0.1762 | -0.6629 | 0.0905 | -0.101 | 0.0848 | -0.0172 |
2019-02-09 | AON | 2019-02-15 | 175 | Call | 0 | 0.15 | 0.1443 | 0.0251 | 0.0174 | -0.0144 | 0.0136 | 0.0008 |
2019-02-09 | AON | 2019-02-15 | 175 | Put | 6.7 | 7.9 | 0.1762 | -0.9549 | 0.0284 | -0.0225 | 0.024 | -0.0118 |
2019-02-09 | AON | 2019-02-15 | 180 | Call | 0 | 0.3 | 0.1443 | 0.0004 | 0.0004 | -0.0003 | 0.0003 | 0 |
2019-02-09 | AON | 2019-02-15 | 180 | Put | 11.6 | 12.9 | 0.1762 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-02-15 | 185 | Call | 0 | 0.3 | 0.1443 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-02-15 | 185 | Put | 16.4 | 18.5 | 0.1762 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-02-15 | 195 | Call | 0 | 0.2 | 0.1443 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-02-15 | 195 | Put | 26.1 | 28 | 0.1762 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-03-15 | 145 | Call | 22.2 | 26.1 | 0.1476 | 0.9996 | 0.0002 | -0.0103 | 0.0008 | 0.1384 |
2019-02-09 | AON | 2019-03-15 | 145 | Put | 0.05 | 0.5 | 0.2414 | -0.02 | 0.0038 | -0.0084 | 0.0252 | -0.0033 |
2019-02-09 | AON | 2019-03-15 | 150 | Call | 17.8 | 19.3 | 0.1476 | 0.9951 | 0.0019 | -0.012 | 0.0074 | 0.1425 |
2019-02-09 | AON | 2019-03-15 | 150 | Put | 0.25 | 0.35 | 0.2414 | -0.0547 | 0.0088 | -0.0192 | 0.0577 | -0.0091 |
2019-02-09 | AON | 2019-03-15 | 155 | Call | 13.1 | 14.3 | 0.1606 | 0.9569 | 0.011 | -0.0213 | 0.0477 | 0.141 |
2019-02-09 | AON | 2019-03-15 | 155 | Put | 0.4 | 0.7 | 0.2173 | -0.0998 | 0.0156 | -0.0273 | 0.0959 | -0.0153 |
2019-02-09 | AON | 2019-03-15 | 160 | Call | 8.6 | 9.6 | 0.1539 | 0.869 | 0.0266 | -0.034 | 0.1107 | 0.1312 |
2019-02-09 | AON | 2019-03-15 | 160 | Put | 0.8 | 1.05 | 0.1849 | -0.1741 | 0.0269 | -0.0335 | 0.1362 | -0.0261 |
2019-02-09 | AON | 2019-03-15 | 165 | Call | 5.1 | 5.5 | 0.1558 | 0.6807 | 0.0441 | -0.0491 | 0.1859 | 0.1045 |
2019-02-09 | AON | 2019-03-15 | 165 | Put | 1.7 | 2.15 | 0.1656 | -0.3313 | 0.0427 | -0.0413 | 0.1902 | -0.0473 |
2019-02-09 | AON | 2019-03-15 | 170 | Call | 2.15 | 2.5 | 0.1429 | 0.4336 | 0.0529 | -0.0468 | 0.2047 | 0.0676 |
2019-02-09 | AON | 2019-03-15 | 170 | Put | 3.8 | 4.4 | 0.1584 | -0.5661 | 0.0493 | -0.0409 | 0.2031 | -0.0727 |
2019-02-09 | AON | 2019-03-15 | 175 | Call | 0.65 | 0.85 | 0.1367 | 0.1943 | 0.0387 | -0.0302 | 0.1432 | 0.0306 |
2019-02-09 | AON | 2019-03-15 | 175 | Put | 6.8 | 8.1 | 0.1496 | -0.8013 | 0.0401 | -0.0247 | 0.1457 | -0.0772 |
2019-02-09 | AON | 2019-03-15 | 180 | Call | 0 | 0.25 | 0.1367 | 0.0632 | 0.0174 | -0.0134 | 0.0646 | 0.01 |
2019-02-09 | AON | 2019-03-15 | 180 | Put | 11.7 | 15 | 0.1496 | -0.9492 | 0.0225 | -0.0075 | 0.0589 | -0.0373 |
2019-02-09 | AON | 2019-03-15 | 185 | Call | 0 | 0.3 | 0.1367 | 0.0148 | 0.0053 | -0.004 | 0.0194 | 0.0023 |
2019-02-09 | AON | 2019-03-15 | 185 | Put | 16.2 | 20 | 0.1496 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-03-15 | 195 | Call | 0 | 0.3 | 0.1367 | 0.0003 | 0.0002 | -0.0001 | 0.0006 | 0 |
2019-02-09 | AON | 2019-03-15 | 195 | Put | 26.4 | 28.8 | 0.1496 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AON | 2019-04-18 | 145 | Call | 23.4 | 24.5 | 0.1653 | 0.9855 | 0.0031 | -0.0136 | 0.0267 | 0.2639 |
2019-02-09 | AON | 2019-04-18 | 145 | Put | 0.45 | 0.6 | 0.2433 | -0.0652 | 0.0072 | -0.0158 | 0.0981 | -0.0198 |
2019-02-09 | AON | 2019-04-18 | 150 | Call | 18.7 | 19.7 | 0.1746 | 0.9475 | 0.0085 | -0.0202 | 0.0778 | 0.2609 |
2019-02-09 | AON | 2019-04-18 | 150 | Put | 0.65 | 0.85 | 0.2198 | -0.0962 | 0.0108 | -0.0189 | 0.1311 | -0.0287 |
2019-02-09 | AON | 2019-04-18 | 155 | Call | 14.2 | 15.3 | 0.1786 | 0.8772 | 0.0157 | -0.0291 | 0.1475 | 0.2472 |
2019-02-09 | AON | 2019-04-18 | 155 | Put | 1.05 | 1.25 | 0.1993 | -0.1482 | 0.0161 | -0.0229 | 0.169 | -0.0435 |
2019-02-09 | AON | 2019-04-18 | 160 | Call | 10.4 | 10.8 | 0.1726 | 0.7801 | 0.0236 | -0.0361 | 0.2148 | 0.2245 |
2019-02-09 | AON | 2019-04-18 | 160 | Put | 1.7 | 2 | 0.1813 | -0.2327 | 0.0235 | -0.027 | 0.2206 | -0.0663 |
2019-02-09 | AON | 2019-04-18 | 165 | Call | 6.6 | 7.2 | 0.1621 | 0.6472 | 0.0316 | -0.0396 | 0.2695 | 0.1898 |
2019-02-09 | AON | 2019-04-18 | 165 | Put | 2.9 | 3.4 | 0.1692 | -0.3634 | 0.0313 | -0.03 | 0.2728 | -0.0985 |
2019-02-09 | AON | 2019-04-18 | 170 | Call | 3.5 | 4.1 | 0.1473 | 0.4759 | 0.0373 | -0.0369 | 0.2889 | 0.1419 |
2019-02-09 | AON | 2019-04-18 | 170 | Put | 4.9 | 5.6 | 0.1602 | -0.5317 | 0.0358 | -0.0287 | 0.2876 | -0.1314 |
2019-02-09 | AON | 2019-04-18 | 175 | Call | 1.65 | 1.95 | 0.1396 | 0.2917 | 0.0339 | -0.029 | 0.2491 | 0.088 |
2019-02-09 | AON | 2019-04-18 | 175 | Put | 7.9 | 8.7 | 0.1542 | -0.7098 | 0.0339 | -0.0219 | 0.2516 | -0.1453 |
2019-02-09 | AON | 2019-04-18 | 180 | Call | 0.65 | 0.85 | 0.1369 | 0.1497 | 0.0234 | -0.0188 | 0.169 | 0.0455 |
2019-02-09 | AON | 2019-04-18 | 180 | Put | 11.6 | 13 | 0.154 | -0.854 | 0.0265 | -0.013 | 0.169 | -0.1215 |
2019-02-09 | AON | 2019-04-18 | 185 | Call | 0.2 | 0.35 | 0.136 | 0.0653 | 0.0129 | -0.01 | 0.0923 | 0.0199 |
2019-02-09 | AON | 2019-04-18 | 185 | Put | 16.3 | 17.9 | 0.1784 | -0.9068 | 0.0186 | -0.0105 | 0.1237 | -0.1018 |
2019-02-09 | AOS | 2019-02-15 | 40 | Call | 8.9 | 9.5 | 0.2051 | 1 | 0 | -0.0028 | 0 | 0.0077 |
2019-02-09 | AOS | 2019-02-15 | 40 | Put | 0 | 0.05 | 0.2281 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AOS | 2019-02-15 | 45 | Call | 4.2 | 4.5 | 0.2051 | 0.9994 | 0.0016 | -0.0034 | 0.0002 | 0.0086 |
2019-02-09 | AOS | 2019-02-15 | 45 | Put | 0 | 0.05 | 0.2281 | -0.0019 | 0.0039 | -0.0007 | 0.0004 | 0 |
2019-02-09 | AOS | 2019-02-15 | 50 | Call | 0.25 | 0.3 | 0.2051 | 0.3107 | 0.2526 | -0.0364 | 0.0241 | 0.0029 |
2019-02-09 | AOS | 2019-02-15 | 50 | Put | 0.9 | 1.2 | 0.2281 | -0.673 | 0.2353 | -0.0383 | 0.0249 | -0.0052 |
2019-02-09 | AOS | 2019-02-15 | 55 | Call | 0 | 0.15 | 0.2051 | 0.0001 | 0.0002 | 0 | 0 | 0 |
2019-02-09 | AOS | 2019-02-15 | 55 | Put | 5.4 | 6.1 | 0.2281 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AOS | 2019-03-15 | 40 | Call | 9.1 | 10 | 0.2752 | 0.9941 | 0.004 | -0.0038 | 0.0026 | 0.0379 |
2019-02-09 | AOS | 2019-03-15 | 40 | Put | 0 | 0.35 | 0.2811 | -0.0068 | 0.0045 | -0.0011 | 0.0029 | -0.0003 |
2019-02-09 | AOS | 2019-03-15 | 45 | Call | 4.4 | 4.9 | 0.2752 | 0.8715 | 0.05 | -0.0153 | 0.032 | 0.0367 |
2019-02-09 | AOS | 2019-03-15 | 45 | Put | 0.25 | 0.35 | 0.2811 | -0.1334 | 0.0505 | -0.0128 | 0.0325 | -0.0061 |
2019-02-09 | AOS | 2019-03-15 | 50 | Call | 1 | 1.2 | 0.2267 | 0.4433 | 0.1143 | -0.021 | 0.0602 | 0.0199 |
2019-02-09 | AOS | 2019-03-15 | 50 | Put | 1.6 | 1.9 | 0.2301 | -0.5605 | 0.1149 | -0.0182 | 0.0596 | -0.0222 |
2019-02-09 | AOS | 2019-03-15 | 55 | Call | 0.05 | 0.15 | 0.2267 | 0.0667 | 0.0374 | -0.0066 | 0.0197 | 0.003 |
2019-02-09 | AOS | 2019-03-15 | 55 | Put | 5.4 | 6 | 0.2301 | -0.9499 | 0.0423 | -0.0038 | 0.0166 | -0.0145 |
2019-02-09 | AOS | 2019-04-18 | 40 | Call | 9.1 | 10.1 | 0.3113 | 0.951 | 0.0153 | -0.0077 | 0.0216 | 0.0693 |
2019-02-09 | AOS | 2019-04-18 | 40 | Put | 0.2 | 0.3 | 0.3539 | -0.0704 | 0.018 | -0.0072 | 0.0292 | -0.0064 |
2019-02-09 | AOS | 2019-04-18 | 45 | Call | 5 | 5.3 | 0.2755 | 0.8057 | 0.047 | -0.0144 | 0.0585 | 0.0643 |
2019-02-09 | AOS | 2019-04-18 | 45 | Put | 0.65 | 0.75 | 0.2802 | -0.199 | 0.0473 | -0.0116 | 0.0593 | -0.0175 |
2019-02-09 | AOS | 2019-04-18 | 50 | Call | 1.7 | 1.85 | 0.2362 | 0.4814 | 0.0794 | -0.0163 | 0.0847 | 0.0408 |
2019-02-09 | AOS | 2019-04-18 | 50 | Put | 2.2 | 2.4 | 0.2371 | -0.5255 | 0.0813 | -0.0131 | 0.0844 | -0.0408 |
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