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 | ATVI | 2019-03-29 | 42.5 | Call | 2.74 | 3.7 | 0.4336 | 0.593 | 0.0577 | -0.0292 | 0.0613 | 0.0289 |
2019-02-09 | ATVI | 2019-03-29 | 42.5 | Put | 1.94 | 2.85 | 0.4388 | -0.4269 | 0.0569 | -0.0264 | 0.0621 | -0.0269 |
2019-02-09 | ATVI | 2019-03-29 | 43.5 | Call | 2.86 | 3.3 | 0.4908 | 0.5379 | 0.0521 | -0.0333 | 0.0624 | 0.026 |
2019-02-09 | ATVI | 2019-03-29 | 43.5 | Put | 2.39 | 3.35 | 0.4318 | -0.4851 | 0.0588 | -0.0262 | 0.063 | -0.0307 |
2019-02-09 | ATVI | 2019-03-29 | 44.5 | Call | 2.23 | 2.91 | 0.4799 | 0.4846 | 0.0535 | -0.0326 | 0.063 | 0.0237 |
2019-02-09 | ATVI | 2019-03-29 | 44.5 | Put | 2.96 | 4.1 | 0.4459 | -0.5392 | 0.0567 | -0.0268 | 0.0631 | -0.0345 |
2019-02-09 | ATVI | 2019-03-29 | 45 | Call | 1.53 | 2.52 | 0.4245 | 0.445 | 0.0599 | -0.0287 | 0.0625 | 0.0223 |
2019-02-09 | ATVI | 2019-03-29 | 45 | Put | 3.3 | 4.25 | 0.4356 | -0.5692 | 0.0574 | -0.0257 | 0.0625 | -0.0366 |
2019-02-09 | ATVI | 2019-03-29 | 46.5 | Call | 1 | 2.13 | 0.5892 | 0.4198 | 0.0426 | -0.0387 | 0.0616 | 0.0203 |
2019-02-09 | ATVI | 2019-03-29 | 46.5 | Put | 4.3 | 7.1 | 0.5892 | -0.5917 | 0.042 | -0.0348 | 0.0614 | -0.0403 |
2019-02-09 | ATVI | 2019-03-29 | 48 | Call | 1.08 | 4.35 | 0.5648 | 0.3533 | 0.0422 | -0.0352 | 0.0579 | 0.0173 |
2019-02-09 | ATVI | 2019-03-29 | 48 | Put | 5.05 | 8.15 | 0.5648 | -0.6573 | 0.0414 | -0.0311 | 0.0572 | -0.045 |
2019-02-09 | ATVI | 2019-03-29 | 50 | Call | 0.65 | 1.11 | 0.4619 | 0.2271 | 0.0419 | -0.0234 | 0.0487 | 0.0117 |
2019-02-09 | ATVI | 2019-03-29 | 50 | Put | 6.4 | 9.85 | 0.5665 | -0.726 | 0.0374 | -0.0277 | 0.0514 | -0.0507 |
2019-02-09 | AVB | 2019-02-15 | 165 | Call | 27.1 | 31.6 | 0.1518 | 1 | 0 | -0.0115 | 0 | 0.0316 |
2019-02-09 | AVB | 2019-02-15 | 165 | Put | 0 | 0.1 | 0.1751 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AVB | 2019-02-15 | 175 | Call | 18.2 | 20.3 | 0.1518 | 1 | 0 | -0.0122 | 0 | 0.0335 |
2019-02-09 | AVB | 2019-02-15 | 175 | Put | 0 | 0.15 | 0.1751 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AVB | 2019-02-15 | 180 | Call | 13.6 | 15.2 | 0.1518 | 0.9999 | 0.0001 | -0.0127 | 0.0001 | 0.0345 |
2019-02-09 | AVB | 2019-02-15 | 180 | Put | 0 | 0.15 | 0.1751 | -0.0006 | 0.0005 | -0.0007 | 0.0006 | 0 |
2019-02-09 | AVB | 2019-02-15 | 185 | Call | 8.6 | 10.2 | 0.1518 | 0.9922 | 0.0053 | -0.0191 | 0.0058 | 0.0351 |
2019-02-09 | AVB | 2019-02-15 | 185 | Put | 0 | 0.2 | 0.1751 | -0.018 | 0.0094 | -0.0146 | 0.0119 | -0.0007 |
2019-02-09 | AVB | 2019-02-15 | 190 | Call | 4.2 | 5.5 | 0.1518 | 0.8745 | 0.0505 | -0.0719 | 0.0556 | 0.0317 |
2019-02-09 | AVB | 2019-02-15 | 190 | Put | 0.3 | 0.5 | 0.1751 | -0.1593 | 0.0517 | -0.08 | 0.0664 | -0.0056 |
2019-02-09 | AVB | 2019-02-15 | 195 | Call | 1.2 | 1.55 | 0.146 | 0.463 | 0.1011 | -0.1178 | 0.1069 | 0.017 |
2019-02-09 | AVB | 2019-02-15 | 195 | Put | 1.55 | 2 | 0.1447 | -0.5402 | 0.1033 | -0.1046 | 0.1066 | -0.0169 |
2019-02-09 | AVB | 2019-02-15 | 200 | Call | 0 | 0.2 | 0.146 | 0.0891 | 0.041 | -0.0465 | 0.0434 | 0.0033 |
2019-02-09 | AVB | 2019-02-15 | 200 | Put | 4.8 | 7.1 | 0.1447 | -0.9233 | 0.0426 | -0.0333 | 0.0415 | -0.0163 |
2019-02-09 | AVB | 2019-02-15 | 210 | Call | 0 | 0.1 | 0.146 | 0.0001 | 0.0001 | -0.0001 | 0.0001 | 0 |
2019-02-09 | AVB | 2019-02-15 | 210 | Put | 13.7 | 17.6 | 0.1447 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AVB | 2019-02-15 | 220 | Call | 0 | 0.1 | 0.146 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AVB | 2019-02-15 | 220 | Put | 24.1 | 27.7 | 0.1447 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AVB | 2019-03-15 | 165 | Call | 27.7 | 31.9 | 0.2435 | 0.9879 | 0.0021 | -0.018 | 0.0189 | 0.1553 |
2019-02-09 | AVB | 2019-03-15 | 165 | Put | 0 | 0.5 | 0.2238 | -0.0072 | 0.0015 | -0.0038 | 0.0121 | -0.0014 |
2019-02-09 | AVB | 2019-03-15 | 175 | Call | 19 | 21.8 | 0.2435 | 0.9296 | 0.0092 | -0.0395 | 0.0812 | 0.1536 |
2019-02-09 | AVB | 2019-03-15 | 175 | Put | 0.25 | 0.4 | 0.2238 | -0.0553 | 0.0083 | -0.0208 | 0.0672 | -0.0106 |
2019-02-09 | AVB | 2019-03-15 | 180 | Call | 14.4 | 16.2 | 0.1807 | 0.9275 | 0.0127 | -0.033 | 0.083 | 0.1581 |
2019-02-09 | AVB | 2019-03-15 | 180 | Put | 0.45 | 0.65 | 0.2011 | -0.0944 | 0.014 | -0.0279 | 0.1041 | -0.0167 |
2019-02-09 | AVB | 2019-03-15 | 185 | Call | 10.1 | 11.4 | 0.1674 | 0.8508 | 0.0231 | -0.0444 | 0.1398 | 0.1482 |
2019-02-09 | AVB | 2019-03-15 | 185 | Put | 0.8 | 1.15 | 0.1795 | -0.1658 | 0.0233 | -0.0365 | 0.157 | -0.0286 |
2019-02-09 | AVB | 2019-03-15 | 190 | Call | 6.5 | 7.2 | 0.1633 | 0.7044 | 0.0351 | -0.0577 | 0.2079 | 0.1246 |
2019-02-09 | AVB | 2019-03-15 | 190 | Put | 1.75 | 2.2 | 0.1668 | -0.3019 | 0.0352 | -0.0464 | 0.2103 | -0.0503 |
2019-02-09 | AVB | 2019-03-15 | 195 | Call | 3.5 | 3.8 | 0.1525 | 0.5085 | 0.0435 | -0.0591 | 0.2401 | 0.0912 |
2019-02-09 | AVB | 2019-03-15 | 195 | Put | 3.6 | 4.2 | 0.1603 | -0.4972 | 0.0424 | -0.0494 | 0.2398 | -0.0768 |
2019-02-09 | AVB | 2019-03-15 | 200 | Call | 1.15 | 1.75 | 0.139 | 0.2845 | 0.0405 | -0.0444 | 0.2042 | 0.0516 |
2019-02-09 | AVB | 2019-03-15 | 200 | Put | 6.3 | 7.3 | 0.1513 | -0.7118 | 0.04 | -0.0373 | 0.2092 | -0.0921 |
2019-02-09 | AVB | 2019-03-15 | 210 | Call | 0 | 0.45 | 0.139 | 0.0442 | 0.0112 | -0.0118 | 0.0562 | 0.0081 |
2019-02-09 | AVB | 2019-03-15 | 210 | Put | 14 | 18 | 0.1513 | -0.9758 | 0.0159 | -0.0045 | 0.041 | -0.0205 |
2019-02-09 | AVB | 2019-03-15 | 220 | Call | 0 | 0.1 | 0.139 | 0.0027 | 0.001 | -0.001 | 0.005 | 0.0005 |
2019-02-09 | AVB | 2019-03-15 | 220 | Put | 23.8 | 27.6 | 0.1513 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AVB | 2019-04-18 | 165 | Call | 28 | 32 | 0.2349 | 0.9682 | 0.0041 | -0.0229 | 0.062 | 0.2065 |
2019-02-09 | AVB | 2019-04-18 | 165 | Put | 0.35 | 0.5 | 0.2349 | -0.0499 | 0.0053 | -0.0142 | 0.0912 | -0.0175 |
2019-02-09 | AVB | 2019-04-18 | 175 | Call | 19.6 | 21.2 | 0.1759 | 0.9464 | 0.0084 | -0.025 | 0.0937 | 0.2155 |
2019-02-09 | AVB | 2019-04-18 | 175 | Put | 0.85 | 1.05 | 0.2027 | -0.1119 | 0.0114 | -0.0222 | 0.1672 | -0.0384 |
2019-02-09 | AVB | 2019-04-18 | 180 | Call | 15.2 | 16.3 | 0.1667 | 0.8956 | 0.0146 | -0.0321 | 0.1513 | 0.2125 |
2019-02-09 | AVB | 2019-04-18 | 180 | Put | 1.35 | 1.6 | 0.188 | -0.1699 | 0.0163 | -0.0269 | 0.2126 | -0.0575 |
2019-02-09 | AVB | 2019-04-18 | 185 | Call | 11.3 | 12 | 0.1687 | 0.794 | 0.0223 | -0.0427 | 0.2352 | 0.1987 |
2019-02-09 | AVB | 2019-04-18 | 185 | Put | 2.2 | 2.55 | 0.1767 | -0.2583 | 0.0222 | -0.0316 | 0.2701 | -0.0858 |
2019-02-09 | AVB | 2019-04-18 | 190 | Call | 7.3 | 8.2 | 0.1556 | 0.6735 | 0.0304 | -0.0464 | 0.2922 | 0.1766 |
2019-02-09 | AVB | 2019-04-18 | 190 | Put | 3.4 | 4 | 0.164 | -0.3773 | 0.0283 | -0.0332 | 0.3146 | -0.1222 |
2019-02-09 | AVB | 2019-04-18 | 195 | Call | 4.4 | 5.1 | 0.1503 | 0.5112 | 0.0343 | -0.0464 | 0.3257 | 0.1428 |
2019-02-09 | AVB | 2019-04-18 | 195 | Put | 5.6 | 6.2 | 0.1585 | -0.5256 | 0.0308 | -0.0316 | 0.3312 | -0.1656 |
2019-02-09 | AVB | 2019-04-18 | 200 | Call | 2.55 | 2.9 | 0.1499 | 0.3479 | 0.0313 | -0.0406 | 0.3033 | 0.1034 |
2019-02-09 | AVB | 2019-04-18 | 200 | Put | 8.2 | 9.3 | 0.1497 | -0.6817 | 0.0294 | -0.0234 | 0.297 | -0.2073 |
2019-02-09 | AVB | 2019-04-18 | 210 | Call | 0.35 | 0.7 | 0.1631 | 0.1402 | 0.0169 | -0.0248 | 0.1948 | 0.0459 |
2019-02-09 | AVB | 2019-04-18 | 210 | Put | 16.1 | 18.1 | 0.1631 | -0.8734 | 0.0159 | -0.008 | 0.182 | -0.2574 |
2019-02-09 | AVB | 2019-04-18 | 220 | Call | 0 | 0.35 | 0.2159 | 0.0962 | 0.0096 | -0.0242 | 0.151 | 0.0324 |
2019-02-09 | AVB | 2019-04-18 | 220 | Put | 24.5 | 28.6 | 0.2159 | -0.9117 | 0.0092 | -0.0071 | 0.1412 | -0.2779 |
2019-02-09 | AVGO | 2019-02-22 | 232.5 | Call | 39.7 | 43.4 | 0.3214 | 0.9961 | 0.0007 | -0.0233 | 0.0062 | 0.0886 |
2019-02-09 | AVGO | 2019-02-22 | 232.5 | Put | 0 | 0.15 | 0.3556 | -0.008 | 0.0011 | -0.0147 | 0.0117 | -0.0009 |
2019-02-09 | AVGO | 2019-02-22 | 247.5 | Call | 26 | 28 | 0.2884 | 0.9679 | 0.0047 | -0.0565 | 0.0386 | 0.0913 |
2019-02-09 | AVGO | 2019-02-22 | 247.5 | Put | 0.35 | 0.5 | 0.3348 | -0.0545 | 0.0061 | -0.0698 | 0.0592 | -0.0059 |
2019-02-09 | AVGO | 2019-02-22 | 255 | Call | 19.5 | 20.3 | 0.2772 | 0.9152 | 0.0104 | -0.0987 | 0.0833 | 0.0885 |
2019-02-09 | AVGO | 2019-02-22 | 255 | Put | 0.85 | 1 | 0.3132 | -0.1106 | 0.0113 | -0.1116 | 0.1044 | -0.0112 |
2019-02-09 | AVGO | 2019-02-22 | 262.5 | Call | 13 | 13.8 | 0.2686 | 0.8063 | 0.0191 | -0.1559 | 0.1473 | 0.0796 |
2019-02-09 | AVGO | 2019-02-22 | 262.5 | Put | 1.7 | 2.1 | 0.2891 | -0.2101 | 0.0187 | -0.1565 | 0.1561 | -0.0209 |
2019-02-09 | AVGO | 2019-02-22 | 267.5 | Call | 9.2 | 10 | 0.2618 | 0.6976 | 0.0248 | -0.1879 | 0.1872 | 0.0696 |
2019-02-09 | AVGO | 2019-02-22 | 267.5 | Put | 2.85 | 3.4 | 0.2795 | -0.3136 | 0.0238 | -0.185 | 0.1898 | -0.0307 |
2019-02-09 | AVGO | 2019-02-22 | 275 | Call | 4.8 | 5.4 | 0.2534 | 0.4902 | 0.0293 | -0.2028 | 0.214 | 0.0495 |
2019-02-09 | AVGO | 2019-02-22 | 275 | Put | 6 | 6.4 | 0.2723 | -0.5096 | 0.0276 | -0.2001 | 0.2143 | -0.0474 |
2019-02-09 | AVGO | 2019-02-22 | 280 | Call | 2.9 | 3.2 | 0.2506 | 0.3473 | 0.0275 | -0.1839 | 0.1982 | 0.0353 |
2019-02-09 | AVGO | 2019-02-22 | 280 | Put | 8.6 | 9.3 | 0.2606 | -0.6496 | 0.0269 | -0.1752 | 0.1965 | -0.0565 |
2019-02-09 | AVGO | 2019-02-22 | 285 | Call | 1.5 | 1.7 | 0.2436 | 0.2187 | 0.0226 | -0.1419 | 0.1583 | 0.0224 |
2019-02-09 | AVGO | 2019-02-22 | 285 | Put | 12.1 | 13 | 0.2583 | -0.7719 | 0.0224 | -0.1384 | 0.165 | -0.061 |
2019-02-09 | AVGO | 2019-02-22 | 292.5 | Call | 0.45 | 0.65 | 0.2427 | 0.0924 | 0.0127 | -0.0788 | 0.0888 | 0.0095 |
2019-02-09 | AVGO | 2019-02-22 | 292.5 | Put | 18.5 | 20.2 | 0.2971 | -0.8643 | 0.0144 | -0.1125 | 0.1206 | -0.0606 |
2019-02-09 | AVGO | 2019-02-22 | 302.5 | Call | 0 | 0.15 | 0.2439 | 0.0215 | 0.0039 | -0.0245 | 0.0276 | 0.0022 |
2019-02-09 | AVGO | 2019-02-22 | 302.5 | Put | 28 | 30.4 | 0.3014 | -0.9566 | 0.0069 | -0.0439 | 0.0514 | -0.0419 |
2019-02-09 | AVGO | 2019-02-22 | 315 | Call | 0 | 0.15 | 0.2439 | 0.002 | 0.0005 | -0.0031 | 0.0035 | 0.0002 |
2019-02-09 | AVGO | 2019-02-22 | 315 | Put | 40.7 | 41.7 | 0.3014 | -1 | 0.0005 | 0 | 0 | 0 |
2019-02-09 | AVGO | 2019-03-08 | 232.5 | Call | 40.1 | 44.3 | 0.3307 | 0.9688 | 0.0028 | -0.0471 | 0.0534 | 0.1711 |
2019-02-09 | AVGO | 2019-03-08 | 232.5 | Put | 0.1 | 1.35 | 0.3307 | -0.0312 | 0.0028 | -0.0309 | 0.0534 | -0.0068 |
2019-02-09 | AVGO | 2019-03-08 | 247.5 | Call | 26.5 | 29.6 | 0.3307 | 0.881 | 0.0079 | -0.104 | 0.1509 | 0.1633 |
2019-02-09 | AVGO | 2019-03-08 | 247.5 | Put | 0.8 | 2.2 | 0.3307 | -0.1188 | 0.008 | -0.0871 | 0.1581 | -0.0243 |
2019-02-09 | AVGO | 2019-03-08 | 255 | Call | 20.4 | 23.5 | 0.3078 | 0.8189 | 0.0113 | -0.124 | 0.1999 | 0.1553 |
2019-02-09 | AVGO | 2019-03-08 | 255 | Put | 2 | 3.4 | 0.3226 | -0.1914 | 0.0112 | -0.1162 | 0.2123 | -0.0387 |
2019-02-09 | AVGO | 2019-03-08 | 262.5 | Call | 14.5 | 17.6 | 0.2945 | 0.7235 | 0.015 | -0.1463 | 0.2539 | 0.1397 |
2019-02-09 | AVGO | 2019-03-08 | 262.5 | Put | 2.85 | 6.5 | 0.2945 | -0.2774 | 0.0151 | -0.1292 | 0.2517 | -0.055 |
2019-02-09 | AVGO | 2019-03-08 | 267.5 | Call | 11.4 | 14.4 | 0.2984 | 0.6399 | 0.0165 | -0.1627 | 0.284 | 0.1246 |
2019-02-09 | AVGO | 2019-03-08 | 267.5 | Put | 4.7 | 7.2 | 0.3022 | -0.3628 | 0.0165 | -0.1477 | 0.2879 | -0.0707 |
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