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 | AVGO | 2019-03-08 | 275 | Call | 6.8 | 10 | 0.2839 | 0.5082 | 0.0185 | -0.1627 | 0.3027 | 0.1004 |
2019-02-09 | AVGO | 2019-03-08 | 275 | Put | 8 | 11.4 | 0.312 | -0.4919 | 0.017 | -0.1606 | 0.3027 | -0.0931 |
2019-02-09 | AVGO | 2019-03-08 | 280 | Call | 4.6 | 7.8 | 0.2823 | 0.4168 | 0.0182 | -0.1569 | 0.2962 | 0.0828 |
2019-02-09 | AVGO | 2019-03-08 | 280 | Put | 10.9 | 13.9 | 0.3075 | -0.5771 | 0.017 | -0.1538 | 0.2973 | -0.1056 |
2019-02-09 | AVGO | 2019-03-08 | 285 | Call | 2.65 | 5.9 | 0.3042 | 0.3448 | 0.016 | -0.1582 | 0.2796 | 0.0686 |
2019-02-09 | AVGO | 2019-03-08 | 285 | Put | 13.9 | 17.2 | 0.3042 | -0.6595 | 0.0162 | -0.1407 | 0.2801 | -0.1155 |
2019-02-09 | AVGO | 2019-03-08 | 292.5 | Call | 1.5 | 3.8 | 0.3041 | 0.2395 | 0.0135 | -0.1324 | 0.2356 | 0.0479 |
2019-02-09 | AVGO | 2019-03-08 | 292.5 | Put | 19.4 | 22.8 | 0.3041 | -0.7667 | 0.0138 | -0.1147 | 0.236 | -0.1226 |
2019-02-09 | AVGO | 2019-03-08 | 302.5 | Call | 1 | 1.5 | 0.2879 | 0.1202 | 0.0092 | -0.0804 | 0.152 | 0.0243 |
2019-02-09 | AVGO | 2019-03-08 | 302.5 | Put | 28 | 31.6 | 0.3209 | -0.8601 | 0.0098 | -0.0851 | 0.1759 | -0.1189 |
2019-02-09 | AVGO | 2019-03-08 | 315 | Call | 0 | 1.05 | 0.278 | 0.0405 | 0.0041 | -0.0336 | 0.0661 | 0.0083 |
2019-02-09 | AVGO | 2019-03-08 | 315 | Put | 39.7 | 43.5 | 0.3148 | -0.9495 | 0.0055 | -0.0351 | 0.0841 | -0.0811 |
2019-02-09 | AVGO | 2019-03-29 | 242.5 | Call | 32.5 | 35.9 | 0.3382 | 0.873 | 0.0068 | -0.0927 | 0.2064 | 0.2055 |
2019-02-09 | AVGO | 2019-03-29 | 242.5 | Put | 2.5 | 4.7 | 0.363 | -0.174 | 0.0072 | -0.0915 | 0.2549 | -0.063 |
2019-02-09 | AVGO | 2019-03-29 | 247.5 | Call | 28.9 | 31.7 | 0.3461 | 0.8255 | 0.0081 | -0.112 | 0.2463 | 0.1999 |
2019-02-09 | AVGO | 2019-03-29 | 247.5 | Put | 4 | 5.3 | 0.3594 | -0.2143 | 0.0082 | -0.1027 | 0.3002 | -0.0771 |
2019-02-09 | AVGO | 2019-03-29 | 255 | Call | 22.3 | 25.8 | 0.3254 | 0.7635 | 0.0103 | -0.1233 | 0.297 | 0.1925 |
2019-02-09 | AVGO | 2019-03-29 | 255 | Put | 5.3 | 6.6 | 0.3326 | -0.2746 | 0.0102 | -0.1077 | 0.332 | -0.0977 |
2019-02-09 | AVGO | 2019-03-29 | 262.5 | Call | 17.4 | 20.4 | 0.3235 | 0.6755 | 0.012 | -0.1385 | 0.3565 | 0.179 |
2019-02-09 | AVGO | 2019-03-29 | 262.5 | Put | 7.5 | 10.6 | 0.343 | -0.3623 | 0.0111 | -0.1239 | 0.3744 | -0.1283 |
2019-02-09 | AVGO | 2019-03-29 | 267.5 | Call | 14.2 | 16.1 | 0.3029 | 0.6167 | 0.0136 | -0.1365 | 0.3731 | 0.167 |
2019-02-09 | AVGO | 2019-03-29 | 267.5 | Put | 9.6 | 12.4 | 0.3369 | -0.4197 | 0.0118 | -0.126 | 0.3871 | -0.1474 |
2019-02-09 | AVGO | 2019-03-29 | 275 | Call | 10.8 | 13 | 0.3197 | 0.5133 | 0.0133 | -0.1461 | 0.3906 | 0.1456 |
2019-02-09 | AVGO | 2019-03-29 | 275 | Put | 12.4 | 16.2 | 0.3233 | -0.5115 | 0.0125 | -0.1214 | 0.3946 | -0.1771 |
2019-02-09 | AVGO | 2019-03-29 | 280 | Call | 7.7 | 9.7 | 0.2931 | 0.4399 | 0.0143 | -0.1318 | 0.391 | 0.1269 |
2019-02-09 | AVGO | 2019-03-29 | 280 | Put | 16.1 | 18.9 | 0.3299 | -0.5699 | 0.0121 | -0.1207 | 0.3914 | -0.1967 |
2019-02-09 | AVGO | 2019-03-29 | 285 | Call | 5.7 | 8.9 | 0.3042 | 0.3785 | 0.0132 | -0.1298 | 0.3726 | 0.1126 |
2019-02-09 | AVGO | 2019-03-29 | 285 | Put | 18.8 | 22 | 0.3219 | -0.6313 | 0.0119 | -0.1111 | 0.3696 | -0.2155 |
2019-02-09 | AVGO | 2019-03-29 | 292.5 | Call | 3.7 | 6.4 | 0.303 | 0.289 | 0.0118 | -0.1144 | 0.3425 | 0.0882 |
2019-02-09 | AVGO | 2019-03-29 | 292.5 | Put | 23.3 | 27.3 | 0.3089 | -0.7211 | 0.0111 | -0.0911 | 0.3366 | -0.2423 |
2019-02-09 | AVGO | 2019-03-29 | 302.5 | Call | 2.35 | 3.4 | 0.2988 | 0.188 | 0.0093 | -0.0877 | 0.2775 | 0.0601 |
2019-02-09 | AVGO | 2019-03-29 | 302.5 | Put | 31.6 | 35.1 | 0.3113 | -0.8105 | 0.0089 | -0.069 | 0.2699 | -0.2696 |
2019-02-09 | AVGO | 2019-03-29 | 312.5 | Call | 1.2 | 2.1 | 0.3008 | 0.1186 | 0.0068 | -0.064 | 0.2042 | 0.0394 |
2019-02-09 | AVGO | 2019-03-29 | 312.5 | Put | 40.7 | 43.5 | 0.3145 | -0.8765 | 0.0067 | -0.0465 | 0.2051 | -0.2902 |
2019-02-09 | AVY | 2019-02-15 | 85 | Call | 15.1 | 20 | 0.1693 | 1 | 0 | -0.0059 | 0 | 0.0163 |
2019-02-09 | AVY | 2019-02-15 | 85 | Put | 0 | 0.1 | 0.2347 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AVY | 2019-02-15 | 95 | Call | 6.5 | 8.6 | 0.1693 | 0.9997 | 0.0005 | -0.0068 | 0.0002 | 0.0182 |
2019-02-09 | AVY | 2019-02-15 | 95 | Put | 0 | 0.15 | 0.2347 | -0.0068 | 0.0057 | -0.0045 | 0.0027 | -0.0001 |
2019-02-09 | AVY | 2019-02-15 | 100 | Call | 2.7 | 3.3 | 0.1693 | 0.8887 | 0.0787 | -0.0389 | 0.027 | 0.0169 |
2019-02-09 | AVY | 2019-02-15 | 100 | Put | 0.25 | 0.45 | 0.2347 | -0.1876 | 0.081 | -0.0632 | 0.0385 | -0.0035 |
2019-02-09 | AVY | 2019-02-15 | 105 | Call | 0.15 | 0.3 | 0.1693 | 0.1941 | 0.1141 | -0.0487 | 0.0391 | 0.0038 |
2019-02-09 | AVY | 2019-02-15 | 105 | Put | 2.1 | 2.55 | 0.2347 | -0.7335 | 0.1 | -0.0744 | 0.0467 | -0.0114 |
2019-02-09 | AVY | 2019-02-15 | 110 | Call | 0 | 0.25 | 0.1693 | 0.0022 | 0.0029 | -0.0012 | 0.001 | 0 |
2019-02-09 | AVY | 2019-02-15 | 110 | Put | 6.3 | 8.8 | 0.2347 | -0.9887 | 0.0158 | -0.005 | 0.0048 | -0.0032 |
2019-02-09 | AVY | 2019-02-15 | 115 | Call | 0 | 0.25 | 0.1693 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AVY | 2019-02-15 | 115 | Put | 10.8 | 13.9 | 0.2347 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AVY | 2019-02-15 | 120 | Call | 0 | 0.2 | 0.1693 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AVY | 2019-02-15 | 120 | Put | 15.1 | 20 | 0.2347 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AVY | 2019-03-15 | 85 | Call | 15.8 | 20.1 | 0.2059 | 0.9997 | 0.0002 | -0.006 | 0.0004 | 0.0551 |
2019-02-09 | AVY | 2019-03-15 | 85 | Put | 0 | 0.3 | 0.2362 | -0.0046 | 0.0018 | -0.0014 | 0.0042 | -0.0005 |
2019-02-09 | AVY | 2019-03-15 | 95 | Call | 7.5 | 8.9 | 0.2059 | 0.9187 | 0.0256 | -0.0216 | 0.0479 | 0.0586 |
2019-02-09 | AVY | 2019-03-15 | 95 | Put | 0.45 | 0.65 | 0.2362 | -0.1396 | 0.0299 | -0.0229 | 0.0729 | -0.0131 |
2019-02-09 | AVY | 2019-03-15 | 100 | Call | 3.8 | 4.4 | 0.1974 | 0.702 | 0.0599 | -0.0382 | 0.1084 | 0.0505 |
2019-02-09 | AVY | 2019-03-15 | 100 | Put | 1.4 | 1.75 | 0.2121 | -0.3405 | 0.0551 | -0.033 | 0.116 | -0.0308 |
2019-02-09 | AVY | 2019-03-15 | 105 | Call | 1.15 | 1.5 | 0.1801 | 0.3607 | 0.0689 | -0.0345 | 0.1182 | 0.0295 |
2019-02-09 | AVY | 2019-03-15 | 105 | Put | 3.7 | 4.1 | 0.1925 | -0.6481 | 0.0619 | -0.028 | 0.1169 | -0.0549 |
2019-02-09 | AVY | 2019-03-15 | 110 | Call | 0.2 | 0.35 | 0.1764 | 0.1059 | 0.0334 | -0.0157 | 0.0613 | 0.0097 |
2019-02-09 | AVY | 2019-03-15 | 110 | Put | 7.2 | 8.7 | 0.2067 | -0.8623 | 0.0345 | -0.0144 | 0.0718 | -0.0695 |
2019-02-09 | AVY | 2019-03-15 | 115 | Call | 0 | 0.3 | 0.1764 | 0.0192 | 0.0084 | -0.0039 | 0.0148 | 0.0018 |
2019-02-09 | AVY | 2019-03-15 | 115 | Put | 12 | 14 | 0.2067 | -0.9649 | 0.0123 | 0 | 0.0266 | -0.0754 |
2019-02-09 | AVY | 2019-03-15 | 120 | Call | 0 | 0.3 | 0.1764 | 0.0022 | 0.0012 | -0.0006 | 0.0022 | 0.0002 |
2019-02-09 | AVY | 2019-03-15 | 120 | Put | 16 | 19.1 | 0.2067 | -0.9941 | 0.0027 | 0 | 0.0063 | -0.0784 |
2019-02-09 | AVY | 2019-04-18 | 85 | Call | 16 | 19.9 | 0.2899 | 0.9556 | 0.0088 | -0.0164 | 0.0428 | 0.0847 |
2019-02-09 | AVY | 2019-04-18 | 85 | Put | 0.25 | 0.4 | 0.2899 | -0.0566 | 0.0089 | -0.0103 | 0.0526 | -0.0106 |
2019-02-09 | AVY | 2019-04-18 | 95 | Call | 8.6 | 9.2 | 0.2235 | 0.8144 | 0.0291 | -0.0263 | 0.1192 | 0.1177 |
2019-02-09 | AVY | 2019-04-18 | 95 | Put | 1.05 | 1.3 | 0.2287 | -0.1993 | 0.0279 | -0.0194 | 0.1235 | -0.0357 |
2019-02-09 | AVY | 2019-04-18 | 100 | Call | 4.7 | 5.3 | 0.1966 | 0.6461 | 0.0439 | -0.0288 | 0.165 | 0.1098 |
2019-02-09 | AVY | 2019-04-18 | 100 | Put | 1.95 | 2.65 | 0.2013 | -0.3632 | 0.043 | -0.0221 | 0.166 | -0.0614 |
2019-02-09 | AVY | 2019-04-18 | 105 | Call | 2.1 | 2.5 | 0.1839 | 0.4105 | 0.0482 | -0.0263 | 0.1704 | 0.0746 |
2019-02-09 | AVY | 2019-04-18 | 105 | Put | 4.1 | 5.1 | 0.1872 | -0.5989 | 0.0489 | -0.0198 | 0.1686 | -0.0895 |
2019-02-09 | AVY | 2019-04-18 | 110 | Call | 0.75 | 0.95 | 0.1783 | 0.1999 | 0.0357 | -0.0177 | 0.1252 | 0.0372 |
2019-02-09 | AVY | 2019-04-18 | 110 | Put | 7.7 | 8.5 | 0.1735 | -0.8282 | 0.0371 | -0.0092 | 0.1136 | -0.0972 |
2019-02-09 | AVY | 2019-04-18 | 115 | Call | 0.2 | 0.35 | 0.1792 | 0.0792 | 0.0187 | -0.0092 | 0.0651 | 0.0146 |
2019-02-09 | AVY | 2019-04-18 | 115 | Put | 12.1 | 13.7 | 0.2164 | -0.8944 | 0.0216 | -0.0069 | 0.0809 | -0.0989 |
2019-02-09 | AVY | 2019-04-18 | 120 | Call | 0 | 0.45 | 0.1792 | 0.025 | 0.0074 | -0.0036 | 0.0258 | 0.0046 |
2019-02-09 | AVY | 2019-04-18 | 120 | Put | 15.6 | 19.8 | 0.2164 | -0.9631 | 0.0102 | 0 | 0.0388 | -0.0898 |
2019-02-09 | AWK | 2019-02-15 | 85 | Call | 11 | 13.8 | 0.1628 | 1 | 0 | -0.0059 | 0 | 0.0163 |
2019-02-09 | AWK | 2019-02-15 | 85 | Put | 0 | 0.5 | 0.2102 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AWK | 2019-02-15 | 90 | Call | 7 | 8.2 | 0.1628 | 0.9999 | 0.0002 | -0.0064 | 0.0001 | 0.0172 |
2019-02-09 | AWK | 2019-02-15 | 90 | Put | 0 | 0.75 | 0.2102 | -0.0021 | 0.0023 | -0.0013 | 0.0009 | 0 |
2019-02-09 | AWK | 2019-02-15 | 95 | Call | 2.4 | 3.1 | 0.1655 | 0.8986 | 0.0791 | -0.0343 | 0.024 | 0.0163 |
2019-02-09 | AWK | 2019-02-15 | 95 | Put | 0.1 | 0.2 | 0.1721 | -0.1101 | 0.0808 | -0.0305 | 0.0255 | -0.0021 |
2019-02-09 | AWK | 2019-02-15 | 100 | Call | 0 | 0.1 | 0.1414 | 0.1286 | 0.1097 | -0.0296 | 0.0284 | 0.0024 |
2019-02-09 | AWK | 2019-02-15 | 100 | Put | 1.9 | 3.6 | 0.1503 | -0.8646 | 0.1145 | -0.0278 | 0.031 | -0.0098 |
2019-02-09 | AWK | 2019-02-15 | 105 | Call | 0 | 1.6 | 0.1414 | 0.0001 | 0.0003 | -0.0001 | 0.0001 | 0 |
2019-02-09 | AWK | 2019-02-15 | 105 | Put | 6.5 | 9.4 | 0.1503 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AWK | 2019-02-15 | 110 | Call | 0 | 0.5 | 0.1414 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AWK | 2019-02-15 | 110 | Put | 11.1 | 14.5 | 0.1503 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AWK | 2019-03-15 | 85 | Call | 11.6 | 14.8 | 0.1628 | 0.9978 | 0.0014 | -0.0064 | 0.0021 | 0.081 |
2019-02-09 | AWK | 2019-03-15 | 85 | Put | 0.05 | 0.8 | 0.2102 | -0.0133 | 0.0054 | -0.003 | 0.0103 | -0.0013 |
2019-02-09 | AWK | 2019-03-15 | 90 | Call | 7.6 | 8.5 | 0.1628 | 0.9565 | 0.0187 | -0.0125 | 0.0279 | 0.0818 |
2019-02-09 | AWK | 2019-03-15 | 90 | Put | 0.2 | 0.35 | 0.2102 | -0.0905 | 0.0258 | -0.0143 | 0.0505 | -0.0081 |
2019-02-09 | AWK | 2019-03-15 | 95 | Call | 3.7 | 3.9 | 0.1655 | 0.7352 | 0.0654 | -0.0282 | 0.099 | 0.0652 |
2019-02-09 | AWK | 2019-03-15 | 95 | Put | 0.8 | 1 | 0.1721 | -0.2742 | 0.0648 | -0.0231 | 0.1002 | -0.0232 |
2019-02-09 | AWK | 2019-03-15 | 100 | Call | 0.8 | 1 | 0.1414 | 0.3283 | 0.0845 | -0.0243 | 0.1093 | 0.0299 |
2019-02-09 | AWK | 2019-03-15 | 100 | Put | 2.8 | 3.3 | 0.1503 | -0.6731 | 0.0838 | -0.0199 | 0.1106 | -0.0457 |
2019-02-09 | AWK | 2019-03-15 | 105 | Call | 0 | 0.15 | 0.1414 | 0.0594 | 0.0276 | -0.0076 | 0.0358 | 0.0055 |
2019-02-09 | AWK | 2019-03-15 | 105 | Put | 6.7 | 9.7 | 0.1503 | -0.9612 | 0.0356 | -0.0034 | 0.0287 | -0.0168 |
2019-02-09 | AWK | 2019-03-15 | 110 | Call | 0 | 0.2 | 0.1414 | 0.0044 | 0.003 | -0.0008 | 0.0039 | 0.0004 |
2019-02-09 | AWK | 2019-03-15 | 110 | Put | 10.3 | 14.8 | 0.1503 | -1 | 0 | 0 | 0 | 0 |
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