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 | AZO | 2019-03-08 | 910 | Call | 14.6 | 18.8 | 0.3131 | 0.3451 | 0.0049 | -0.5187 | 0.8919 | 0.2185 |
2019-02-09 | AZO | 2019-03-08 | 910 | Put | 50.4 | 54.1 | 0.326 | -0.6516 | 0.0048 | -0.4879 | 0.8938 | -0.3695 |
2019-02-09 | AZO | 2019-03-08 | 940 | Call | 6.8 | 9.6 | 0.2994 | 0.2084 | 0.004 | -0.3835 | 0.6945 | 0.1334 |
2019-02-09 | AZO | 2019-03-08 | 940 | Put | 71.5 | 76.5 | 0.3183 | -0.7821 | 0.004 | -0.368 | 0.6987 | -0.3951 |
2019-02-09 | AZO | 2019-03-08 | 960 | Call | 5.1 | 6.9 | 0.3148 | 0.1564 | 0.0031 | -0.3354 | 0.5802 | 0.1002 |
2019-02-09 | AZO | 2019-03-08 | 960 | Put | 88 | 93 | 0.314 | -0.8523 | 0.0032 | -0.2759 | 0.5739 | -0.3814 |
2019-02-09 | AZO | 2019-03-08 | 1,010 | Call | 1.35 | 1.95 | 0.3112 | 0.0535 | 0.0014 | -0.1497 | 0.2636 | 0.0346 |
2019-02-09 | AZO | 2019-03-08 | 1,010 | Put | 134.5 | 139.5 | 0.3296 | -0.9469 | 0.0017 | -0.1236 | 0.2743 | -0.2721 |
2019-02-09 | AZO | 2019-03-29 | 835 | Call | 58.6 | 62.7 | 0.2875 | 0.6986 | 0.0038 | -0.3668 | 1.1153 | 0.7376 |
2019-02-09 | AZO | 2019-03-29 | 835 | Put | 19 | 21.8 | 0.302 | -0.3101 | 0.0037 | -0.3312 | 1.1161 | -0.3427 |
2019-02-09 | AZO | 2019-03-29 | 840 | Call | 55.5 | 59 | 0.2861 | 0.6792 | 0.0039 | -0.3732 | 1.1459 | 0.7194 |
2019-02-09 | AZO | 2019-03-29 | 840 | Put | 20.7 | 23.6 | 0.3014 | -0.3293 | 0.0038 | -0.3381 | 1.1627 | -0.3621 |
2019-02-09 | AZO | 2019-03-29 | 857.5 | Call | 44.5 | 49 | 0.2862 | 0.6058 | 0.0042 | -0.3946 | 1.2318 | 0.6475 |
2019-02-09 | AZO | 2019-03-29 | 857.5 | Put | 26.8 | 29.3 | 0.2918 | -0.3981 | 0.0042 | -0.3461 | 1.241 | -0.428 |
2019-02-09 | AZO | 2019-03-29 | 875 | Call | 35 | 40 | 0.2857 | 0.5302 | 0.0044 | -0.402 | 1.2734 | 0.5712 |
2019-02-09 | AZO | 2019-03-29 | 875 | Put | 34.5 | 37.4 | 0.2885 | -0.4734 | 0.0044 | -0.3497 | 1.2726 | -0.4963 |
2019-02-09 | AZO | 2019-03-29 | 892.5 | Call | 26.8 | 29.5 | 0.274 | 0.4511 | 0.0045 | -0.3808 | 1.2674 | 0.4911 |
2019-02-09 | AZO | 2019-03-29 | 892.5 | Put | 43.7 | 47.3 | 0.2878 | -0.5495 | 0.0044 | -0.3431 | 1.2747 | -0.5587 |
2019-02-09 | AZO | 2019-03-29 | 905 | Call | 22.3 | 24.5 | 0.2743 | 0.397 | 0.0044 | -0.369 | 1.2342 | 0.434 |
2019-02-09 | AZO | 2019-03-29 | 905 | Put | 51.1 | 54.9 | 0.2861 | -0.603 | 0.0043 | -0.3286 | 1.2259 | -0.5967 |
2019-02-09 | BA | 2019-02-22 | 345 | Call | 58.7 | 60.6 | 0.3023 | 0.997 | 0.0004 | -0.0317 | 0.0072 | 0.1316 |
2019-02-09 | BA | 2019-02-22 | 345 | Put | 0 | 0.26 | 0.3023 | -0.003 | 0.0004 | -0.0077 | 0.0072 | -0.0005 |
2019-02-09 | BA | 2019-02-22 | 365 | Call | 39.05 | 41.05 | 0.2913 | 0.9689 | 0.003 | -0.0824 | 0.0555 | 0.1348 |
2019-02-09 | BA | 2019-02-22 | 365 | Put | 0.25 | 0.32 | 0.2913 | -0.0311 | 0.003 | -0.0569 | 0.0555 | -0.0049 |
2019-02-09 | BA | 2019-02-22 | 377.5 | Call | 27.25 | 28.95 | 0.2166 | 0.9552 | 0.0055 | -0.0831 | 0.0749 | 0.1375 |
2019-02-09 | BA | 2019-02-22 | 377.5 | Put | 0.76 | 0.89 | 0.2676 | -0.0834 | 0.0072 | -0.1138 | 0.1215 | -0.0133 |
2019-02-09 | BA | 2019-02-22 | 387.5 | Call | 18.95 | 20.05 | 0.2414 | 0.835 | 0.013 | -0.1921 | 0.1968 | 0.1221 |
2019-02-09 | BA | 2019-02-22 | 387.5 | Put | 1.87 | 2.06 | 0.2538 | -0.1765 | 0.013 | -0.1822 | 0.2119 | -0.0259 |
2019-02-09 | BA | 2019-02-22 | 397.5 | Call | 11.45 | 12.2 | 0.2322 | 0.6739 | 0.0196 | -0.2553 | 0.2857 | 0.1 |
2019-02-09 | BA | 2019-02-22 | 397.5 | Put | 4.2 | 4.45 | 0.2421 | -0.3331 | 0.0191 | -0.2415 | 0.2926 | -0.0474 |
2019-02-09 | BA | 2019-02-22 | 405 | Call | 7.25 | 7.65 | 0.2308 | 0.5157 | 0.0218 | -0.2748 | 0.316 | 0.0772 |
2019-02-09 | BA | 2019-02-22 | 405 | Put | 7.15 | 7.45 | 0.2349 | -0.4864 | 0.0217 | -0.2542 | 0.3159 | -0.0663 |
2019-02-09 | BA | 2019-02-22 | 412.5 | Call | 4.05 | 4.4 | 0.2276 | 0.3547 | 0.0206 | -0.2497 | 0.295 | 0.0534 |
2019-02-09 | BA | 2019-02-22 | 412.5 | Put | 11.3 | 12 | 0.2341 | -0.6446 | 0.0204 | -0.2325 | 0.2972 | -0.082 |
2019-02-09 | BA | 2019-02-22 | 420 | Call | 2.04 | 2.27 | 0.2252 | 0.216 | 0.0164 | -0.1929 | 0.2323 | 0.0327 |
2019-02-09 | BA | 2019-02-22 | 420 | Put | 16.8 | 17.65 | 0.2386 | -0.7754 | 0.0164 | -0.1859 | 0.2433 | -0.0891 |
2019-02-09 | BA | 2019-02-22 | 432.5 | Call | 0.51 | 0.87 | 0.2352 | 0.0827 | 0.0082 | -0.1038 | 0.1208 | 0.0126 |
2019-02-09 | BA | 2019-02-22 | 432.5 | Put | 27.5 | 29.5 | 0.2724 | -0.89 | 0.0093 | -0.1284 | 0.1495 | -0.0843 |
2019-02-09 | BA | 2019-02-22 | 445 | Call | 0 | 0.5 | 0.2365 | 0.023 | 0.0029 | -0.0372 | 0.0433 | 0.0035 |
2019-02-09 | BA | 2019-02-22 | 445 | Put | 39.25 | 41.65 | 0.2689 | -0.9704 | 0.0043 | -0.04 | 0.0579 | -0.0468 |
2019-02-09 | BA | 2019-02-22 | 465 | Call | 0 | 0.05 | 0.2365 | 0.0016 | 0.0003 | -0.0036 | 0.0041 | 0.0002 |
2019-02-09 | BA | 2019-02-22 | 465 | Put | 59.55 | 61.65 | 0.2689 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BA | 2019-03-08 | 345 | Call | 58.7 | 62 | 0.3362 | 0.963 | 0.0021 | -0.0774 | 0.0906 | 0.2521 |
2019-02-09 | BA | 2019-03-08 | 345 | Put | 0.47 | 0.68 | 0.3362 | -0.037 | 0.0021 | -0.0533 | 0.0906 | -0.0119 |
2019-02-09 | BA | 2019-03-08 | 365 | Call | 39.7 | 43.05 | 0.2515 | 0.9398 | 0.0042 | -0.0839 | 0.134 | 0.2601 |
2019-02-09 | BA | 2019-03-08 | 365 | Put | 1.22 | 1.53 | 0.2911 | -0.088 | 0.0049 | -0.0909 | 0.1879 | -0.0265 |
2019-02-09 | BA | 2019-03-08 | 377.5 | Call | 28.8 | 31.95 | 0.2557 | 0.8538 | 0.008 | -0.1394 | 0.257 | 0.2418 |
2019-02-09 | BA | 2019-03-08 | 377.5 | Put | 2.5 | 3.2 | 0.2787 | -0.1656 | 0.008 | -0.135 | 0.2917 | -0.0491 |
2019-02-09 | BA | 2019-03-08 | 387.5 | Call | 21.15 | 23.15 | 0.2448 | 0.7614 | 0.0113 | -0.1719 | 0.3474 | 0.2194 |
2019-02-09 | BA | 2019-03-08 | 387.5 | Put | 4.35 | 5.25 | 0.2674 | -0.2564 | 0.0108 | -0.1663 | 0.3704 | -0.0747 |
2019-02-09 | BA | 2019-03-08 | 397.5 | Call | 14.1 | 16.25 | 0.239 | 0.6337 | 0.014 | -0.197 | 0.422 | 0.1851 |
2019-02-09 | BA | 2019-03-08 | 397.5 | Put | 7.5 | 8.5 | 0.2618 | -0.3771 | 0.0131 | -0.1899 | 0.4267 | -0.107 |
2019-02-09 | BA | 2019-03-08 | 405 | Call | 11.25 | 11.9 | 0.2511 | 0.5238 | 0.0141 | -0.2143 | 0.4465 | 0.1538 |
2019-02-09 | BA | 2019-03-08 | 405 | Put | 10.65 | 11.85 | 0.2583 | -0.4789 | 0.0139 | -0.1947 | 0.4463 | -0.1314 |
2019-02-09 | BA | 2019-03-08 | 412.5 | Call | 7.05 | 8.15 | 0.2362 | 0.4124 | 0.0147 | -0.1953 | 0.4365 | 0.1222 |
2019-02-09 | BA | 2019-03-08 | 412.5 | Put | 14.45 | 16.25 | 0.2562 | -0.5828 | 0.0138 | -0.1864 | 0.4389 | -0.1535 |
2019-02-09 | BA | 2019-03-08 | 420 | Call | 4.55 | 5.3 | 0.2321 | 0.3062 | 0.0135 | -0.1714 | 0.3934 | 0.0913 |
2019-02-09 | BA | 2019-03-08 | 420 | Put | 19.2 | 21.45 | 0.2575 | -0.6793 | 0.0127 | -0.1692 | 0.4014 | -0.1686 |
2019-02-09 | BA | 2019-03-08 | 432.5 | Call | 1.58 | 2.5 | 0.2242 | 0.1588 | 0.0096 | -0.1131 | 0.2715 | 0.0478 |
2019-02-09 | BA | 2019-03-08 | 432.5 | Put | 28.75 | 31.65 | 0.2658 | -0.8056 | 0.0097 | -0.1297 | 0.3197 | -0.1752 |
2019-02-09 | BA | 2019-03-08 | 445 | Call | 0.71 | 1.13 | 0.2323 | 0.08 | 0.0057 | -0.0713 | 0.1666 | 0.0241 |
2019-02-09 | BA | 2019-03-08 | 445 | Put | 39.7 | 43 | 0.2791 | -0.8868 | 0.0068 | -0.0909 | 0.2192 | -0.1605 |
2019-02-09 | BA | 2019-03-08 | 465 | Call | 0 | 0.73 | 0.2318 | 0.0182 | 0.0017 | -0.0212 | 0.0501 | 0.0055 |
2019-02-09 | BA | 2019-03-08 | 465 | Put | 58.7 | 62.6 | 0.2937 | -0.9635 | 0.0035 | -0.0355 | 0.0972 | -0.0947 |
2019-02-09 | BA | 2019-03-29 | 350 | Call | 55.7 | 58.95 | 0.2771 | 0.9359 | 0.0031 | -0.0756 | 0.1859 | 0.4313 |
2019-02-09 | BA | 2019-03-29 | 350 | Put | 1.65 | 2.14 | 0.3104 | -0.0854 | 0.0034 | -0.0711 | 0.2411 | -0.0454 |
2019-02-09 | BA | 2019-03-29 | 365 | Call | 42.45 | 45.5 | 0.2735 | 0.8688 | 0.0052 | -0.1102 | 0.3156 | 0.4128 |
2019-02-09 | BA | 2019-03-29 | 365 | Put | 3.1 | 3.7 | 0.2917 | -0.1455 | 0.0053 | -0.0971 | 0.3459 | -0.0764 |
2019-02-09 | BA | 2019-03-29 | 377.5 | Call | 32.05 | 35 | 0.2627 | 0.7919 | 0.0074 | -0.1346 | 0.4251 | 0.385 |
2019-02-09 | BA | 2019-03-29 | 377.5 | Put | 5.3 | 5.95 | 0.2811 | -0.2228 | 0.0072 | -0.1212 | 0.4516 | -0.1149 |
2019-02-09 | BA | 2019-03-29 | 387.5 | Call | 25.15 | 27.05 | 0.2576 | 0.7089 | 0.009 | -0.1524 | 0.5085 | 0.3499 |
2019-02-09 | BA | 2019-03-29 | 387.5 | Put | 7.5 | 8.55 | 0.2699 | -0.3001 | 0.0088 | -0.1343 | 0.5148 | -0.1522 |
2019-02-09 | BA | 2019-03-29 | 397.5 | Call | 18.6 | 20.3 | 0.2502 | 0.6124 | 0.0103 | -0.1615 | 0.5679 | 0.3064 |
2019-02-09 | BA | 2019-03-29 | 397.5 | Put | 10.95 | 12.2 | 0.2651 | -0.3947 | 0.0099 | -0.1445 | 0.5746 | -0.1943 |
2019-02-09 | BA | 2019-03-29 | 405 | Call | 14.55 | 15.9 | 0.2465 | 0.5324 | 0.0109 | -0.1628 | 0.5896 | 0.2687 |
2019-02-09 | BA | 2019-03-29 | 405 | Put | 14.25 | 15.55 | 0.2618 | -0.4714 | 0.0104 | -0.146 | 0.5892 | -0.2259 |
2019-02-09 | BA | 2019-03-29 | 412.5 | Call | 10.85 | 12.2 | 0.2415 | 0.4498 | 0.0111 | -0.157 | 0.5868 | 0.2288 |
2019-02-09 | BA | 2019-03-29 | 412.5 | Put | 18 | 19.7 | 0.2592 | -0.5498 | 0.0105 | -0.1419 | 0.5903 | -0.2548 |
2019-02-09 | BA | 2019-03-29 | 420 | Call | 8.2 | 9.25 | 0.2417 | 0.3708 | 0.0105 | -0.1484 | 0.5603 | 0.1897 |
2019-02-09 | BA | 2019-03-29 | 420 | Put | 22.35 | 24.2 | 0.2549 | -0.6282 | 0.0103 | -0.131 | 0.5676 | -0.2777 |
2019-02-09 | BA | 2019-03-29 | 432.5 | Call | 4.5 | 5.3 | 0.2346 | 0.2471 | 0.0091 | -0.119 | 0.4683 | 0.1276 |
2019-02-09 | BA | 2019-03-29 | 432.5 | Put | 30.75 | 32.7 | 0.2438 | -0.7548 | 0.0093 | -0.0995 | 0.4612 | -0.293 |
2019-02-09 | BA | 2019-03-29 | 445 | Call | 2.38 | 2.91 | 0.2328 | 0.1529 | 0.0068 | -0.0875 | 0.3502 | 0.0795 |
2019-02-09 | BA | 2019-03-29 | 445 | Put | 41.5 | 44.1 | 0.2649 | -0.8261 | 0.0072 | -0.0861 | 0.387 | -0.2893 |
2019-02-09 | BA | 2019-03-29 | 465 | Call | 0.78 | 1.94 | 0.2279 | 0.0577 | 0.0034 | -0.0415 | 0.1712 | 0.0302 |
2019-02-09 | BA | 2019-03-29 | 465 | Put | 59.25 | 62.75 | 0.2692 | -0.9256 | 0.0046 | -0.0432 | 0.2185 | -0.2119 |
2019-02-09 | BAC | 2019-02-22 | 24 | Call | 4.25 | 4.4 | 0.3241 | 0.9958 | 0.0068 | -0.0025 | 0.0007 | 0.0091 |
2019-02-09 | BAC | 2019-02-22 | 24 | Put | 0 | 0.03 | 0.3241 | -0.0042 | 0.0068 | -0.0008 | 0.0007 | 0 |
2019-02-09 | BAC | 2019-02-22 | 25.5 | Call | 2.57 | 2.94 | 0.3241 | 0.9539 | 0.0539 | -0.0079 | 0.0054 | 0.0092 |
2019-02-09 | BAC | 2019-02-22 | 25.5 | Put | 0.03 | 0.04 | 0.3241 | -0.0461 | 0.0539 | -0.0061 | 0.0054 | -0.0005 |
2019-02-09 | BAC | 2019-02-22 | 26.5 | Call | 1.86 | 1.94 | 0.2817 | 0.8908 | 0.1199 | -0.0121 | 0.0104 | 0.0089 |
2019-02-09 | BAC | 2019-02-22 | 26.5 | Put | 0.06 | 0.09 | 0.2726 | -0.1019 | 0.1183 | -0.0094 | 0.0101 | -0.0011 |
2019-02-09 | BAC | 2019-02-22 | 27 | Call | 1.33 | 1.47 | 0.2226 | 0.8677 | 0.1738 | -0.0111 | 0.0119 | 0.0089 |
2019-02-09 | BAC | 2019-02-22 | 27 | Put | 0.11 | 0.14 | 0.2546 | -0.1634 | 0.1758 | -0.0122 | 0.0137 | -0.0017 |
2019-02-09 | BAC | 2019-02-22 | 27.5 | Call | 1.01 | 1.05 | 0.2403 | 0.741 | 0.2432 | -0.0168 | 0.0179 | 0.0076 |
2019-02-09 | BAC | 2019-02-22 | 27.5 | Put | 0.19 | 0.23 | 0.2383 | -0.2579 | 0.2465 | -0.0148 | 0.0182 | -0.0026 |
2019-02-09 | BAC | 2019-02-22 | 28.5 | Call | 0.39 | 0.42 | 0.2214 | 0.4497 | 0.3228 | -0.0182 | 0.0219 | 0.0047 |
2019-02-09 | BAC | 2019-02-22 | 28.5 | Put | 0.58 | 0.61 | 0.2238 | -0.5523 | 0.3234 | -0.0166 | 0.022 | -0.0051 |
2019-02-09 | BAC | 2019-02-22 | 29 | Call | 0.2 | 0.22 | 0.2125 | 0.2906 | 0.2912 | -0.015 | 0.019 | 0.0031 |
2019-02-09 | BAC | 2019-02-22 | 29 | Put | 0.88 | 0.94 | 0.2199 | -0.7072 | 0.2893 | -0.0139 | 0.0193 | -0.006 |
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