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 | AOS | 2019-04-18 | 55 | Call | 0.2 | 0.35 | 0.2078 | 0.1293 | 0.0477 | -0.0073 | 0.0448 | 0.0114 |
2019-02-09 | AOS | 2019-04-18 | 55 | Put | 5.5 | 6.3 | 0.2202 | -0.8806 | 0.0536 | -0.005 | 0.0424 | -0.0384 |
2019-02-09 | APA | 2019-02-22 | 25.5 | Call | 4.3 | 4.55 | 0.3633 | 0.9885 | 0.0142 | -0.004 | 0.0018 | 0.0096 |
2019-02-09 | APA | 2019-02-22 | 25.5 | Put | 0.01 | 0.08 | 0.4145 | -0.0227 | 0.0222 | -0.0046 | 0.0031 | -0.0003 |
2019-02-09 | APA | 2019-02-22 | 27 | Call | 2.83 | 3.1 | 0.3633 | 0.9292 | 0.0638 | -0.012 | 0.0079 | 0.0095 |
2019-02-09 | APA | 2019-02-22 | 27 | Put | 0.08 | 0.15 | 0.4145 | -0.0971 | 0.071 | -0.0147 | 0.01 | -0.0011 |
2019-02-09 | APA | 2019-02-22 | 28 | Call | 1.95 | 2.22 | 0.3562 | 0.8354 | 0.119 | -0.02 | 0.0145 | 0.0088 |
2019-02-09 | APA | 2019-02-22 | 28 | Put | 0.21 | 0.3 | 0.4001 | -0.1903 | 0.1166 | -0.0224 | 0.0156 | -0.0021 |
2019-02-09 | APA | 2019-02-22 | 28.5 | Call | 1.7 | 1.82 | 0.3918 | 0.7464 | 0.1397 | -0.0277 | 0.0187 | 0.0079 |
2019-02-09 | APA | 2019-02-22 | 28.5 | Put | 0.32 | 0.4 | 0.3902 | -0.2531 | 0.1409 | -0.0257 | 0.0184 | -0.0028 |
2019-02-09 | APA | 2019-02-22 | 29.5 | Call | 1.02 | 1.14 | 0.3738 | 0.5872 | 0.1781 | -0.0316 | 0.0228 | 0.0063 |
2019-02-09 | APA | 2019-02-22 | 29.5 | Put | 0.63 | 0.75 | 0.3767 | -0.4142 | 0.1781 | -0.03 | 0.0229 | -0.0044 |
2019-02-09 | APA | 2019-02-22 | 30 | Call | 0.74 | 0.85 | 0.3614 | 0.4951 | 0.1887 | -0.0311 | 0.0233 | 0.0054 |
2019-02-09 | APA | 2019-02-22 | 30 | Put | 0.88 | 0.97 | 0.3727 | -0.5051 | 0.1845 | -0.0302 | 0.0234 | -0.0053 |
2019-02-09 | APA | 2019-02-22 | 30.5 | Call | 0.53 | 0.64 | 0.3615 | 0.403 | 0.1831 | -0.03 | 0.0226 | 0.0044 |
2019-02-09 | APA | 2019-02-22 | 30.5 | Put | 1.16 | 1.29 | 0.3776 | -0.5936 | 0.1775 | -0.0296 | 0.0229 | -0.006 |
2019-02-09 | APA | 2019-02-22 | 31 | Call | 0.38 | 0.46 | 0.3622 | 0.3176 | 0.1683 | -0.0276 | 0.0208 | 0.0035 |
2019-02-09 | APA | 2019-02-22 | 31 | Put | 1.47 | 1.54 | 0.353 | -0.69 | 0.1734 | -0.0249 | 0.0205 | -0.0066 |
2019-02-09 | APA | 2019-02-22 | 32 | Call | 0.16 | 0.22 | 0.3571 | 0.1746 | 0.1232 | -0.0196 | 0.0151 | 0.0019 |
2019-02-09 | APA | 2019-02-22 | 32 | Put | 2.25 | 2.36 | 0.3634 | -0.8249 | 0.1249 | -0.0183 | 0.0153 | -0.0071 |
2019-02-09 | APA | 2019-02-22 | 33 | Call | 0.05 | 0.11 | 0.358 | 0.0849 | 0.0743 | -0.0118 | 0.0091 | 0.0009 |
2019-02-09 | APA | 2019-02-22 | 33 | Put | 3.1 | 3.3 | 0.361 | -0.9192 | 0.0766 | -0.0101 | 0.0091 | -0.0062 |
2019-02-09 | APA | 2019-02-22 | 34 | Call | 0 | 0.06 | 0.358 | 0.0361 | 0.0378 | -0.006 | 0.0046 | 0.0004 |
2019-02-09 | APA | 2019-02-22 | 34 | Put | 4.05 | 4.25 | 0.361 | -0.9704 | 0.0405 | -0.0041 | 0.0041 | -0.004 |
2019-02-09 | APA | 2019-03-08 | 25.5 | Call | 4.5 | 4.8 | 0.4978 | 0.8908 | 0.0454 | -0.0153 | 0.0155 | 0.0168 |
2019-02-09 | APA | 2019-03-08 | 25.5 | Put | 0.18 | 0.26 | 0.4909 | -0.1062 | 0.0453 | -0.0131 | 0.0154 | -0.0024 |
2019-02-09 | APA | 2019-03-08 | 27 | Call | 3.15 | 3.5 | 0.4487 | 0.8135 | 0.0723 | -0.0192 | 0.0222 | 0.0161 |
2019-02-09 | APA | 2019-03-08 | 27 | Put | 0.36 | 0.45 | 0.4496 | -0.187 | 0.0726 | -0.0175 | 0.0223 | -0.0042 |
2019-02-09 | APA | 2019-03-08 | 28 | Call | 2.28 | 2.71 | 0.412 | 0.7392 | 0.0953 | -0.0211 | 0.0269 | 0.015 |
2019-02-09 | APA | 2019-03-08 | 28 | Put | 0.62 | 0.69 | 0.4424 | -0.2731 | 0.0914 | -0.0213 | 0.0272 | -0.0061 |
2019-02-09 | APA | 2019-03-08 | 28.5 | Call | 2.09 | 2.28 | 0.4208 | 0.6837 | 0.1022 | -0.0234 | 0.0294 | 0.014 |
2019-02-09 | APA | 2019-03-08 | 28.5 | Put | 0.73 | 0.85 | 0.4305 | -0.3199 | 0.1011 | -0.0222 | 0.0301 | -0.0071 |
2019-02-09 | APA | 2019-03-08 | 29.5 | Call | 1.5 | 1.67 | 0.4155 | 0.5725 | 0.1142 | -0.0252 | 0.0325 | 0.0119 |
2019-02-09 | APA | 2019-03-08 | 29.5 | Put | 1.14 | 1.24 | 0.4245 | -0.4293 | 0.1128 | -0.0239 | 0.0323 | -0.0093 |
2019-02-09 | APA | 2019-03-08 | 30 | Call | 1.31 | 1.46 | 0.4302 | 0.5158 | 0.112 | -0.0263 | 0.033 | 0.0108 |
2019-02-09 | APA | 2019-03-08 | 30 | Put | 1.37 | 1.49 | 0.4205 | -0.4866 | 0.1157 | -0.0239 | 0.033 | -0.0104 |
2019-02-09 | APA | 2019-03-08 | 30.5 | Call | 1.04 | 1.18 | 0.4134 | 0.457 | 0.116 | -0.0251 | 0.0328 | 0.0096 |
2019-02-09 | APA | 2019-03-08 | 30.5 | Put | 1.65 | 1.77 | 0.4206 | -0.5436 | 0.1153 | -0.0237 | 0.033 | -0.0114 |
2019-02-09 | APA | 2019-03-08 | 31 | Call | 0.85 | 0.96 | 0.4093 | 0.3999 | 0.1141 | -0.0241 | 0.032 | 0.0085 |
2019-02-09 | APA | 2019-03-08 | 31 | Put | 1.94 | 2.07 | 0.4167 | -0.6002 | 0.1136 | -0.0227 | 0.0317 | -0.0123 |
2019-02-09 | APA | 2019-03-08 | 32 | Call | 0.53 | 0.64 | 0.4043 | 0.294 | 0.103 | -0.0212 | 0.0285 | 0.0063 |
2019-02-09 | APA | 2019-03-08 | 32 | Put | 2.58 | 2.93 | 0.4366 | -0.6923 | 0.0991 | -0.0215 | 0.0294 | -0.0137 |
2019-02-09 | APA | 2019-03-08 | 33 | Call | 0.35 | 0.42 | 0.4104 | 0.2111 | 0.0851 | -0.0179 | 0.0239 | 0.0045 |
2019-02-09 | APA | 2019-03-08 | 33 | Put | 3.35 | 3.55 | 0.4046 | -0.7979 | 0.0871 | -0.0155 | 0.0241 | -0.0142 |
2019-02-09 | APA | 2019-03-08 | 34.5 | Call | 0.15 | 0.22 | 0.4111 | 0.1167 | 0.0577 | -0.0121 | 0.0162 | 0.0025 |
2019-02-09 | APA | 2019-03-08 | 34.5 | Put | 4.65 | 4.9 | 0.4151 | -0.8877 | 0.0596 | -0.0104 | 0.0158 | -0.0134 |
2019-02-09 | APA | 2019-03-29 | 25.5 | Call | 4.8 | 4.95 | 0.4599 | 0.8518 | 0.046 | -0.0134 | 0.0253 | 0.0276 |
2019-02-09 | APA | 2019-03-29 | 25.5 | Put | 0.38 | 0.47 | 0.4629 | -0.1497 | 0.0462 | -0.0118 | 0.0251 | -0.0061 |
2019-02-09 | APA | 2019-03-29 | 27 | Call | 3.5 | 3.8 | 0.4327 | 0.77 | 0.0642 | -0.0161 | 0.0332 | 0.0259 |
2019-02-09 | APA | 2019-03-29 | 27 | Put | 0.65 | 0.75 | 0.436 | -0.232 | 0.0644 | -0.0144 | 0.033 | -0.0093 |
2019-02-09 | APA | 2019-03-29 | 28 | Call | 2.81 | 3.05 | 0.4213 | 0.6981 | 0.0757 | -0.0177 | 0.0381 | 0.024 |
2019-02-09 | APA | 2019-03-29 | 28 | Put | 0.96 | 1.05 | 0.4315 | -0.306 | 0.075 | -0.0163 | 0.0379 | -0.012 |
2019-02-09 | APA | 2019-03-29 | 28.5 | Call | 2.46 | 2.69 | 0.4099 | 0.6595 | 0.0818 | -0.018 | 0.0401 | 0.023 |
2019-02-09 | APA | 2019-03-29 | 28.5 | Put | 1.12 | 1.22 | 0.4249 | -0.3452 | 0.0801 | -0.0168 | 0.0409 | -0.0134 |
2019-02-09 | APA | 2019-03-29 | 29.5 | Call | 1.86 | 2.1 | 0.4007 | 0.5723 | 0.0895 | -0.0186 | 0.0429 | 0.0203 |
2019-02-09 | APA | 2019-03-29 | 29.5 | Put | 1.54 | 1.64 | 0.4183 | -0.4303 | 0.0868 | -0.0175 | 0.0431 | -0.0165 |
2019-02-09 | APA | 2019-03-29 | 30 | Call | 1.72 | 1.84 | 0.411 | 0.5278 | 0.0885 | -0.0193 | 0.0435 | 0.0188 |
2019-02-09 | APA | 2019-03-29 | 30 | Put | 1.75 | 1.93 | 0.4169 | -0.4743 | 0.0884 | -0.0176 | 0.0435 | -0.018 |
2019-02-09 | APA | 2019-03-29 | 30.5 | Call | 1.4 | 1.61 | 0.3989 | 0.4817 | 0.0913 | -0.0187 | 0.0436 | 0.0173 |
2019-02-09 | APA | 2019-03-29 | 30.5 | Put | 1.99 | 2.15 | 0.4059 | -0.52 | 0.091 | -0.0171 | 0.0435 | -0.0193 |
2019-02-09 | APA | 2019-03-29 | 31 | Call | 1.23 | 1.38 | 0.399 | 0.4376 | 0.0903 | -0.0184 | 0.0431 | 0.0158 |
2019-02-09 | APA | 2019-03-29 | 31 | Put | 2.29 | 2.45 | 0.4061 | -0.5638 | 0.0901 | -0.0168 | 0.0431 | -0.0207 |
2019-02-09 | APA | 2019-03-29 | 32 | Call | 0.9 | 1.04 | 0.4 | 0.3545 | 0.085 | -0.0173 | 0.0407 | 0.0129 |
2019-02-09 | APA | 2019-03-29 | 32 | Put | 2.93 | 3.1 | 0.4026 | -0.6489 | 0.0861 | -0.0155 | 0.0409 | -0.0228 |
2019-02-09 | APA | 2019-03-29 | 33 | Call | 0.65 | 0.76 | 0.4001 | 0.2799 | 0.0769 | -0.0156 | 0.0368 | 0.0103 |
2019-02-09 | APA | 2019-03-29 | 33 | Put | 3.6 | 3.85 | 0.3959 | -0.7289 | 0.0791 | -0.0133 | 0.0371 | -0.0241 |
2019-02-09 | APA | 2019-03-29 | 34.5 | Call | 0.38 | 0.46 | 0.3996 | 0.1874 | 0.0615 | -0.0124 | 0.0294 | 0.0069 |
2019-02-09 | APA | 2019-03-29 | 34.5 | Put | 4.85 | 5 | 0.3872 | -0.8305 | 0.0638 | -0.0096 | 0.0275 | -0.0239 |
2019-02-09 | APC | 2019-02-22 | 35 | Call | 6.75 | 7.05 | 0.4106 | 0.9885 | 0.009 | -0.006 | 0.0025 | 0.0132 |
2019-02-09 | APC | 2019-02-22 | 35 | Put | 0 | 0.05 | 0.4355 | -0.0159 | 0.0111 | -0.005 | 0.0033 | -0.0003 |
2019-02-09 | APC | 2019-02-22 | 37.5 | Call | 4.35 | 4.65 | 0.4106 | 0.9214 | 0.0436 | -0.02 | 0.012 | 0.0131 |
2019-02-09 | APC | 2019-02-22 | 37.5 | Put | 0.13 | 0.18 | 0.4355 | -0.0904 | 0.0457 | -0.0205 | 0.0133 | -0.0015 |
2019-02-09 | APC | 2019-02-22 | 39 | Call | 3.05 | 3.35 | 0.4049 | 0.826 | 0.0774 | -0.0326 | 0.021 | 0.012 |
2019-02-09 | APC | 2019-02-22 | 39 | Put | 0.31 | 0.37 | 0.413 | -0.1783 | 0.0774 | -0.0311 | 0.0217 | -0.0028 |
2019-02-09 | APC | 2019-02-22 | 40 | Call | 2.31 | 2.56 | 0.4016 | 0.7336 | 0.0998 | -0.0406 | 0.0269 | 0.0108 |
2019-02-09 | APC | 2019-02-22 | 40 | Put | 0.51 | 0.6 | 0.4006 | -0.2663 | 0.1006 | -0.0379 | 0.0273 | -0.0041 |
2019-02-09 | APC | 2019-02-22 | 41 | Call | 1.65 | 1.8 | 0.3821 | 0.6261 | 0.121 | -0.0441 | 0.031 | 0.0094 |
2019-02-09 | APC | 2019-02-22 | 41 | Put | 0.82 | 0.91 | 0.3877 | -0.376 | 0.1202 | -0.0422 | 0.0313 | -0.0057 |
2019-02-09 | APC | 2019-02-22 | 42 | Call | 1.11 | 1.22 | 0.3739 | 0.4991 | 0.1302 | -0.045 | 0.0327 | 0.0076 |
2019-02-09 | APC | 2019-02-22 | 42 | Put | 1.24 | 1.37 | 0.3791 | -0.5017 | 0.1295 | -0.0431 | 0.0327 | -0.0073 |
2019-02-09 | APC | 2019-02-22 | 42.5 | Call | 0.88 | 1 | 0.372 | 0.4345 | 0.1291 | -0.0441 | 0.0322 | 0.0066 |
2019-02-09 | APC | 2019-02-22 | 42.5 | Put | 1.52 | 1.66 | 0.3806 | -0.5651 | 0.1275 | -0.0425 | 0.032 | -0.0081 |
2019-02-09 | APC | 2019-02-22 | 43.5 | Call | 0.54 | 0.64 | 0.3705 | 0.3133 | 0.1168 | -0.0393 | 0.029 | 0.0048 |
2019-02-09 | APC | 2019-02-22 | 43.5 | Put | 2.11 | 2.32 | 0.371 | -0.6889 | 0.1179 | -0.0367 | 0.0287 | -0.0093 |
2019-02-09 | APC | 2019-02-22 | 45 | Call | 0.23 | 0.32 | 0.3744 | 0.1728 | 0.0834 | -0.0285 | 0.0209 | 0.0027 |
2019-02-09 | APC | 2019-02-22 | 45 | Put | 3.3 | 3.5 | 0.3743 | -0.8314 | 0.0846 | -0.0257 | 0.0215 | -0.0099 |
2019-02-09 | APC | 2019-02-22 | 46 | Call | 0.13 | 0.17 | 0.3726 | 0.1058 | 0.0599 | -0.0202 | 0.015 | 0.0016 |
2019-02-09 | APC | 2019-02-22 | 46 | Put | 4.1 | 4.45 | 0.3706 | -0.9011 | 0.0608 | -0.0171 | 0.0152 | -0.0092 |
2019-02-09 | APC | 2019-02-22 | 48 | Call | 0.03 | 0.06 | 0.3789 | 0.0358 | 0.0254 | -0.0088 | 0.0065 | 0.0006 |
2019-02-09 | APC | 2019-02-22 | 48 | Put | 6.05 | 6.35 | 0.41 | -0.9579 | 0.031 | -0.0092 | 0.008 | -0.0071 |
2019-02-09 | APC | 2019-03-08 | 35 | Call | 6.65 | 7.4 | 0.4208 | 0.946 | 0.0225 | -0.0118 | 0.0127 | 0.025 |
2019-02-09 | APC | 2019-03-08 | 35 | Put | 0.15 | 0.2 | 0.462 | -0.0702 | 0.0251 | -0.0126 | 0.0156 | -0.0024 |
2019-02-09 | APC | 2019-03-08 | 39 | Call | 3.5 | 3.75 | 0.4048 | 0.7582 | 0.0665 | -0.0281 | 0.0362 | 0.0215 |
2019-02-09 | APC | 2019-03-08 | 39 | Put | 0.67 | 0.78 | 0.4086 | -0.244 | 0.0666 | -0.0259 | 0.0357 | -0.0076 |
2019-02-09 | APC | 2019-03-08 | 40 | Call | 2.76 | 3 | 0.3892 | 0.6877 | 0.0785 | -0.0303 | 0.041 | 0.0199 |
2019-02-09 | APC | 2019-03-08 | 40 | Put | 0.94 | 1.08 | 0.4003 | -0.3168 | 0.0774 | -0.0287 | 0.0413 | -0.0098 |
2019-02-09 | APC | 2019-03-08 | 41 | Call | 2.15 | 2.38 | 0.3867 | 0.603 | 0.086 | -0.0325 | 0.0447 | 0.0176 |
2019-02-09 | APC | 2019-03-08 | 41 | Put | 1.29 | 1.43 | 0.3891 | -0.3986 | 0.0864 | -0.0301 | 0.045 | -0.012 |
2019-02-09 | APC | 2019-03-08 | 42 | Call | 1.65 | 1.84 | 0.3857 | 0.5143 | 0.0892 | -0.0332 | 0.0462 | 0.0152 |
2019-02-09 | APC | 2019-03-08 | 42 | Put | 1.73 | 1.9 | 0.3824 | -0.4878 | 0.0909 | -0.0303 | 0.0462 | -0.0144 |
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