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
APH
2019-04-18
95
Call
0.8
1
0.1598
0.2505
0.0514
-0.0162
0.126
0.0411
2019-02-09
APH
2019-04-18
95
Put
5.4
6.2
0.1852
-0.7287
0.0483
-0.0132
0.13
-0.0931
2019-02-09
APH
2019-04-18
100
Call
0.15
0.25
0.1573
0.0751
0.0232
-0.0068
0.055
0.0122
2019-02-09
APH
2019-04-18
100
Put
9.3
10.6
0.1772
-0.9132
0.0251
-0.002
0.0639
-0.0979
2019-02-09
APH
2019-04-18
105
Call
0
0.65
0.1573
0.0155
0.0064
-0.0018
0.0151
0.0025
2019-02-09
APH
2019-04-18
105
Put
13.2
17.3
0.1772
-0.983
0.0104
0
0.0189
-0.0082
2019-02-09
APTV
2019-02-15
65
Call
10.4
11
0.2963
0.9999
0.0001
-0.0046
0
0.0124
2019-02-09
APTV
2019-02-15
65
Put
0
0.25
0.3268
-0.0003
0.0004
-0.0003
0.0001
0
2019-02-09
APTV
2019-02-15
67.5
Call
7.9
8.6
0.2963
0.9976
0.0024
-0.0063
0.0008
0.0129
2019-02-09
APTV
2019-02-15
67.5
Put
0
0.1
0.3268
-0.0052
0.0043
-0.0036
0.0016
-0.0001
2019-02-09
APTV
2019-02-15
70
Call
5.5
6.1
0.2963
0.9737
0.0196
-0.0183
0.0064
0.013
2019-02-09
APTV
2019-02-15
70
Put
0.05
0.15
0.3268
-0.0391
0.0247
-0.0205
0.0089
-0.0006
2019-02-09
APTV
2019-02-15
72.5
Call
3.3
3.6
0.2963
0.8605
0.0715
-0.0536
0.0233
0.0118
2019-02-09
APTV
2019-02-15
72.5
Put
0.25
0.35
0.3268
-0.1621
0.072
-0.0594
0.0258
-0.0023
2019-02-09
APTV
2019-02-15
75
Call
1.5
1.7
0.289
0.603
0.1274
-0.0866
0.0404
0.0084
2019-02-09
APTV
2019-02-15
75
Put
0.85
1
0.3012
-0.4011
0.1233
-0.0856
0.0403
-0.0053
2019-02-09
APTV
2019-02-15
77.5
Call
0.4
0.55
0.2721
0.2757
0.1172
-0.0695
0.035
0.0039
2019-02-09
APTV
2019-02-15
77.5
Put
2.2
2.4
0.2858
-0.7166
0.1148
-0.0696
0.0364
-0.0084
2019-02-09
APTV
2019-02-15
80
Call
0.05
0.15
0.2721
0.0751
0.0497
-0.0293
0.0148
0.0011
2019-02-09
APTV
2019-02-15
80
Put
4.2
4.7
0.2858
-0.9194
0.0532
-0.0289
0.0167
-0.0078
2019-02-09
APTV
2019-02-15
82.5
Call
0
0.15
0.2721
0.012
0.011
-0.0065
0.0033
0.0002
2019-02-09
APTV
2019-02-15
82.5
Put
6.5
7.4
0.2858
-0.9918
0.0144
-0.0035
0.0027
-0.002
2019-02-09
APTV
2019-02-15
87.5
Call
0
0.05
0.2721
0.0001
0.0001
-0.0001
0
0
2019-02-09
APTV
2019-02-15
87.5
Put
11.5
12.4
0.2858
-1
0
0
0
0
2019-02-09
APTV
2019-03-15
65
Call
10.6
11.4
0.3097
0.9518
0.0138
-0.0147
0.0235
0.0584
2019-02-09
APTV
2019-03-15
65
Put
0.25
0.35
0.3621
-0.0752
0.0168
-0.0168
0.0336
-0.0054
2019-02-09
APTV
2019-03-15
67.5
Call
8.6
9
0.3274
0.886
0.0252
-0.0253
0.0452
0.0558
2019-02-09
APTV
2019-03-15
67.5
Put
0.4
0.55
0.334
-0.1183
0.0253
-0.0215
0.0464
-0.009
2019-02-09
APTV
2019-03-15
70
Call
6.5
6.8
0.3113
0.8119
0.037
-0.032
0.0632
0.0525
2019-02-09
APTV
2019-03-15
70
Put
0.75
0.85
0.3128
-0.1895
0.0372
-0.0275
0.0651
-0.0132
2019-02-09
APTV
2019-03-15
72.5
Call
4.5
4.8
0.288
0.7106
0.0507
-0.0365
0.0801
0.0471
2019-02-09
APTV
2019-03-15
72.5
Put
1.3
1.45
0.2986
-0.2963
0.0498
-0.0332
0.0816
-0.0202
2019-02-09
APTV
2019-03-15
75
Call
2.95
3.2
0.2816
0.5702
0.0596
-0.0399
0.092
0.0384
2019-02-09
APTV
2019-03-15
75
Put
2.15
2.3
0.283
-0.4325
0.0601
-0.0353
0.0917
-0.0284
2019-02-09
APTV
2019-03-15
77.5
Call
1.75
1.9
0.2705
0.4164
0.0616
-0.0374
0.0914
0.0284
2019-02-09
APTV
2019-03-15
77.5
Put
3.4
3.6
0.2742
-0.5865
0.0619
-0.0332
0.0919
-0.0362
2019-02-09
APTV
2019-03-15
80
Call
0.9
1.05
0.2621
0.2703
0.0539
-0.0304
0.0775
0.0187
2019-02-09
APTV
2019-03-15
80
Put
5
5.3
0.2655
-0.7343
0.0549
-0.0261
0.0779
-0.0405
2019-02-09
APTV
2019-03-15
85
Call
0.15
0.25
0.2514
0.0777
0.0247
-0.0126
0.0341
0.0054
2019-02-09
APTV
2019-03-15
85
Put
9.1
9.7
0.2532
-0.9375
0.027
-0.0079
0.03
-0.027
2019-02-09
ARE
2019-02-15
115
Call
15.1
19
0.1629
1
0
-0.008
0
0.022
2019-02-09
ARE
2019-02-15
115
Put
0
0.1
0.1691
0
0
0
0
0
2019-02-09
ARE
2019-02-15
120
Call
10
14.5
0.1629
1
0
-0.0084
0
0.023
2019-02-09
ARE
2019-02-15
120
Put
0
0.15
0.1691
0
0
0
0
0
2019-02-09
ARE
2019-02-15
125
Call
5
9.5
0.1629
0.995
0.0049
-0.0118
0.0027
0.0238
2019-02-09
ARE
2019-02-15
125
Put
0
0.2
0.1691
-0.0066
0.0059
-0.004
0.0034
-0.0002
2019-02-09
ARE
2019-02-15
130
Call
2.45
3.1
0.1629
0.7979
0.0944
-0.0673
0.0516
0.0197
2019-02-09
ARE
2019-02-15
130
Put
0.3
0.45
0.1691
-0.2109
0.0938
-0.0624
0.0539
-0.005
2019-02-09
ARE
2019-02-15
135
Call
0.1
0.25
0.1629
0.2006
0.094
-0.0617
0.0514
0.005
2019-02-09
ARE
2019-02-15
135
Put
2.45
3.1
0.1691
-0.7958
0.0947
-0.0574
0.0521
-0.0143
2019-02-09
ARE
2019-02-15
140
Call
0
0.25
0.1629
0.0071
0.0066
-0.0043
0.0036
0.0002
2019-02-09
ARE
2019-02-15
140
Put
5.7
10.2
0.1691
-1
0
0
0
0
2019-02-09
ARE
2019-02-15
145
Call
0
0.25
0.1629
0
0
0
0
0
2019-02-09
ARE
2019-02-15
145
Put
10.6
15
0.1691
-1
0
0
0
0
2019-02-09
ARE
2019-02-15
150
Call
0
0.25
0.1629
0
0
0
0
0
2019-02-09
ARE
2019-02-15
150
Put
15.7
20.2
0.1691
-1
0
0
0
0
2019-02-09
ARE
2019-03-15
115
Call
15.4
20
0.3009
0.9434
0.0092
-0.0276
0.0466
0.1024
2019-02-09
ARE
2019-03-15
115
Put
0.1
0.3
0.2352
-0.0226
0.0056
-0.0072
0.022
-0.0029
2019-02-09
ARE
2019-03-15
120
Call
11.5
15.5
0.3009
0.8701
0.0172
-0.0444
0.0866
0.0974
2019-02-09
ARE
2019-03-15
120
Put
0.25
0.45
0.2352
-0.078
0.0152
-0.0194
0.0619
-0.0095
2019-02-09
ARE
2019-03-15
125
Call
8
8.7
0.1966
0.8444
0.0297
-0.0348
0.0979
0.099
2019-02-09
ARE
2019-03-15
125
Put
0.6
0.8
0.1989
-0.1589
0.03
-0.0269
0.1017
-0.0189
2019-02-09
ARE
2019-03-15
130
Call
4
4.6
0.17
0.6615
0.0525
-0.0423
0.1498
0.0797
2019-02-09
ARE
2019-03-15
130
Put
1.6
1.75
0.1732
-0.3442
0.0526
-0.0346
0.1502
-0.0387
2019-02-09
ARE
2019-03-15
135
Call
1.4
1.65
0.1522
0.3662
0.0604
-0.0369
0.1541
0.045
2019-02-09
ARE
2019-03-15
135
Put
3.6
4.1
0.1509
-0.646
0.0631
-0.0282
0.151
-0.061
2019-02-09
ARE
2019-03-15
140
Call
0.2
0.45
0.1522
0.1326
0.0344
-0.0203
0.0879
0.0164
2019-02-09
ARE
2019-03-15
140
Put
6.4
10.5
0.1509
-0.8944
0.0378
-0.0118
0.0785
-0.0485
2019-02-09
ARE
2019-03-15
145
Call
0
0.25
0.1522
0.0315
0.0114
-0.0066
0.029
0.0039
2019-02-09
ARE
2019-03-15
145
Put
11
15.2
0.1509
-1
0.0006
0
0
0
2019-02-09
ARE
2019-03-15
150
Call
0
0.25
0.1522
0.005
0.0023
-0.0013
0.0059
0.0006
2019-02-09
ARE
2019-03-15
150
Put
15.8
20
0.1509
-1
0
0
0
0
2019-02-09
ARE
2019-04-18
115
Call
15.6
19.9
0.2414
0.938
0.0099
-0.0213
0.0714
0.1411
2019-02-09
ARE
2019-04-18
115
Put
0.45
0.65
0.2414
-0.084
0.0113
-0.0148
0.0909
-0.02
2019-02-09
ARE
2019-04-18
120
Call
13
13.6
0.2049
0.899
0.0168
-0.0243
0.1022
0.1431
2019-02-09
ARE
2019-04-18
120
Put
0.8
1.05
0.2157
-0.1419
0.0185
-0.0189
0.1307
-0.0332
2019-02-09
ARE
2019-04-18
125
Call
8.6
9.3
0.1887
0.7964
0.0288
-0.0313
0.1607
0.1358
2019-02-09
ARE
2019-04-18
125
Put
1.45
1.75
0.1906
-0.2415
0.0292
-0.0227
0.1808
-0.055
2019-02-09
ARE
2019-04-18
130
Call
5
5.5
0.1747
0.6277
0.0411
-0.0353
0.211
0.1158
2019-02-09
ARE
2019-04-18
130
Put
2.8
3.2
0.1739
-0.4077
0.04
-0.0245
0.2199
-0.0899
2019-02-09
ARE
2019-04-18
135
Call
2.3
2.6
0.159
0.4066
0.0455
-0.0309
0.2201
0.0814
2019-02-09
ARE
2019-04-18
135
Put
5.2
5.6
0.161
-0.6202
0.0427
-0.0198
0.2181
-0.1308
2019-02-09
ARE
2019-04-18
140
Call
0.75
1.05
0.1501
0.1991
0.034
-0.02
0.1606
0.0435
2019-02-09
ARE
2019-04-18
140
Put
8.5
9.3
0.1498
-0.8194
0.032
-0.0085
0.153
-0.1648
2019-02-09
ARE
2019-04-18
145
Call
0.2
0.35
0.1471
0.0757
0.0174
-0.0096
0.0877
0.0177
2019-02-09
ARE
2019-04-18
145
Put
11.8
15.6
0.1866
-0.8777
0.0198
-0.0069
0.1194
-0.1791
2019-02-09
ARE
2019-04-18
150
Call
0
0.25
0.1471
0.0241
0.0068
-0.0037
0.0322
0.0058
2019-02-09
ARE
2019-04-18
150
Put
16.1
20.7
0.1866
-0.9454
0.0109
0
0.067
-0.1913
2019-02-09
ARNC
2019-02-22
14.5
Call
2.15
3.15
0.3356
0.9947
0.0135
-0.0016
0.0005
0.0055
2019-02-09
ARNC
2019-02-22
14.5
Put
0
0.16
0.3628
-0.0089
0.0197
-0.001
0.0008
-0.0001
2019-02-09
ARNC
2019-02-22
15.5
Call
1.52
1.77
0.3356
0.9386
0.108
-0.0059
0.0041
0.0055
2019-02-09
ARNC
2019-02-22
15.5
Put
0.02
0.19
0.3628
-0.076
0.1177
-0.0061
0.0048
-0.0005
2019-02-09
ARNC
2019-02-22
16
Call
1.09
1.33
0.3356
0.8554
0.2025
-0.0101
0.0076
0.0051
2019-02-09
ARNC
2019-02-22
16
Put
0.09
0.18
0.3628
-0.1622
0.203
-0.0105
0.0081
-0.001
2019-02-09
ARNC
2019-02-22
16.5
Call
0.71
0.92
0.3356
0.7229
0.2981
-0.0143
0.0112
0.0044
2019-02-09
ARNC
2019-02-22
16.5
Put
0.18
0.28
0.3628
-0.2907
0.2841
-0.0146
0.0118
-0.0018
2019-02-09
ARNC
2019-02-22
17
Call
0.44
0.57
0.3338
0.5546
0.3536
-0.0164
0.0132
0.0034
2019-02-09
ARNC
2019-02-22
17
Put
0.35
0.48
0.3531
-0.448
0.3373
-0.0163
0.0133
-0.0027
2019-02-09
ARNC
2019-02-22
17.5
Call
0.23
0.32
0.326
0.3764
0.3478
-0.0152
0.0127
0.0024
2019-02-09
ARNC
2019-02-22
17.5
Put
0.6
0.77
0.3456
-0.6175
0.3335
-0.0152
0.0127
-0.0035