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 | ABC | 2019-03-08 | 82.5 | Call | 3.1 | 3.5 | 0.2646 | 0.6179 | 0.0639 | -0.0466 | 0.088 | 0.0362 |
2019-02-09 | ABC | 2019-03-08 | 82.5 | Put | 1.55 | 1.95 | 0.2665 | -0.3867 | 0.0624 | -0.0404 | 0.0886 | -0.0227 |
2019-02-09 | ABC | 2019-03-08 | 84.5 | Call | 1.95 | 2.35 | 0.2536 | 0.4855 | 0.0683 | -0.0451 | 0.0931 | 0.0296 |
2019-02-09 | ABC | 2019-03-08 | 84.5 | Put | 2.35 | 2.85 | 0.255 | -0.5178 | 0.0684 | -0.0396 | 0.0929 | -0.029 |
2019-02-09 | ABC | 2019-03-08 | 85.5 | Call | 1.5 | 2.05 | 0.2586 | 0.4211 | 0.0654 | -0.0445 | 0.0913 | 0.0259 |
2019-02-09 | ABC | 2019-03-08 | 85.5 | Put | 2.9 | 3.3 | 0.2461 | -0.5885 | 0.0694 | -0.0369 | 0.091 | -0.0319 |
2019-02-09 | ABC | 2019-03-08 | 87.5 | Call | 0.75 | 1 | 0.2292 | 0.2749 | 0.0628 | -0.0334 | 0.078 | 0.0172 |
2019-02-09 | ABC | 2019-03-08 | 87.5 | Put | 4 | 5.9 | 0.3071 | -0.6699 | 0.0519 | -0.0429 | 0.0858 | -0.0357 |
2019-02-09 | ABC | 2019-03-08 | 90 | Call | 0.3 | 0.45 | 0.2248 | 0.1439 | 0.0434 | -0.022 | 0.0527 | 0.009 |
2019-02-09 | ABC | 2019-03-08 | 90 | Put | 5.5 | 6.7 | 0.1582 | -0.9567 | 0.0322 | -0.0017 | 0.0233 | -0.0224 |
2019-02-09 | ABC | 2019-03-08 | 92.5 | Call | 0 | 0.3 | 0.2248 | 0.0664 | 0.0247 | -0.0124 | 0.03 | 0.0042 |
2019-02-09 | ABC | 2019-03-08 | 92.5 | Put | 6.5 | 10.8 | 0.1582 | -0.9954 | 0.0055 | 0 | 0.004 | -0.0161 |
2019-02-09 | ABC | 2019-03-08 | 95 | Call | 0 | 0.5 | 0.2248 | 0.0267 | 0.0118 | -0.0059 | 0.0143 | 0.0017 |
2019-02-09 | ABC | 2019-03-08 | 95 | Put | 9.3 | 12.5 | 0.1582 | -0.9999 | 0.0002 | 0 | 0.0002 | -0.0155 |
2019-02-09 | ABC | 2019-03-29 | 79.5 | Call | 6 | 6.4 | 0.2809 | 0.7293 | 0.0385 | -0.0333 | 0.1005 | 0.074 |
2019-02-09 | ABC | 2019-03-29 | 79.5 | Put | 1.35 | 1.7 | 0.2814 | -0.2726 | 0.0388 | -0.0279 | 0.1009 | -0.0289 |
2019-02-09 | ABC | 2019-03-29 | 81 | Call | 4.8 | 5.3 | 0.2663 | 0.6725 | 0.0443 | -0.034 | 0.1116 | 0.0692 |
2019-02-09 | ABC | 2019-03-29 | 81 | Put | 1.75 | 2.1 | 0.2714 | -0.3322 | 0.044 | -0.0291 | 0.1118 | -0.0347 |
2019-02-09 | ABC | 2019-03-29 | 82.5 | Call | 3.9 | 4.3 | 0.2619 | 0.603 | 0.0481 | -0.0351 | 0.1192 | 0.0627 |
2019-02-09 | ABC | 2019-03-29 | 82.5 | Put | 2.25 | 2.6 | 0.2626 | -0.4003 | 0.0486 | -0.0297 | 0.1192 | -0.0408 |
2019-02-09 | ABC | 2019-03-29 | 84.5 | Call | 2.75 | 3.1 | 0.2499 | 0.5029 | 0.0522 | -0.0342 | 0.1229 | 0.053 |
2019-02-09 | ABC | 2019-03-29 | 84.5 | Put | 3.1 | 3.5 | 0.2545 | -0.5011 | 0.052 | -0.0293 | 0.1227 | -0.0492 |
2019-02-09 | ABC | 2019-03-29 | 86 | Call | 2.05 | 2.35 | 0.2429 | 0.4234 | 0.0527 | -0.0323 | 0.1213 | 0.045 |
2019-02-09 | ABC | 2019-03-29 | 86 | Put | 3.8 | 4.3 | 0.2452 | -0.5818 | 0.0533 | -0.0271 | 0.1206 | -0.0546 |
2019-02-09 | ABC | 2019-03-29 | 87.5 | Call | 1.45 | 1.9 | 0.243 | 0.3492 | 0.0497 | -0.0303 | 0.1149 | 0.0374 |
2019-02-09 | ABC | 2019-03-29 | 87.5 | Put | 4.8 | 5.4 | 0.2517 | -0.6523 | 0.0495 | -0.026 | 0.1136 | -0.0587 |
2019-02-09 | ABC | 2019-03-29 | 90 | Call | 0.65 | 1.1 | 0.2279 | 0.2246 | 0.0429 | -0.0228 | 0.0912 | 0.0244 |
2019-02-09 | ABC | 2019-03-29 | 90 | Put | 6.4 | 7.1 | 0.2309 | -0.785 | 0.0446 | -0.0177 | 0.0889 | -0.0595 |
2019-02-09 | ABC | 2019-03-29 | 92.5 | Call | 0.35 | 0.5 | 0.2199 | 0.13 | 0.0313 | -0.0153 | 0.065 | 0.0141 |
2019-02-09 | ABC | 2019-03-29 | 92.5 | Put | 7.7 | 10.6 | 0.2702 | -0.829 | 0.0336 | -0.018 | 0.0801 | -0.0603 |
2019-02-09 | ABC | 2019-03-29 | 93.5 | Call | 0.25 | 0.4 | 0.2201 | 0.1041 | 0.0267 | -0.0131 | 0.0555 | 0.0113 |
2019-02-09 | ABC | 2019-03-29 | 93.5 | Put | 8.3 | 11.6 | 0.2606 | -0.8685 | 0.0304 | -0.014 | 0.0661 | -0.0559 |
2019-02-09 | ABMD | 2019-02-15 | 290 | Call | 49.1 | 52.8 | 0.5091 | 0.9906 | 0.001 | -0.0634 | 0.0119 | 0.0549 |
2019-02-09 | ABMD | 2019-02-15 | 290 | Put | 0.1 | 0.65 | 0.5091 | -0.0094 | 0.001 | -0.0431 | 0.0119 | -0.0006 |
2019-02-09 | ABMD | 2019-02-15 | 310 | Call | 29.5 | 33.2 | 0.5091 | 0.9198 | 0.0062 | -0.2758 | 0.0704 | 0.0539 |
2019-02-09 | ABMD | 2019-02-15 | 310 | Put | 0.65 | 1.15 | 0.5091 | -0.0802 | 0.0062 | -0.2541 | 0.0704 | -0.0054 |
2019-02-09 | ABMD | 2019-02-15 | 320 | Call | 20.1 | 23.6 | 0.3223 | 0.9295 | 0.0089 | -0.1676 | 0.0638 | 0.0566 |
2019-02-09 | ABMD | 2019-02-15 | 320 | Put | 1.1 | 2.05 | 0.4481 | -0.1413 | 0.0106 | -0.3366 | 0.1042 | -0.009 |
2019-02-09 | ABMD | 2019-02-15 | 330 | Call | 13.1 | 15.2 | 0.3808 | 0.7484 | 0.0177 | -0.4269 | 0.1506 | 0.0462 |
2019-02-09 | ABMD | 2019-02-15 | 330 | Put | 2.4 | 4 | 0.4082 | -0.2649 | 0.0171 | -0.4473 | 0.1585 | -0.0165 |
2019-02-09 | ABMD | 2019-02-15 | 340 | Call | 6.5 | 7.8 | 0.3425 | 0.5434 | 0.0245 | -0.4711 | 0.1873 | 0.0341 |
2019-02-09 | ABMD | 2019-02-15 | 340 | Put | 5.3 | 7.1 | 0.3644 | -0.4588 | 0.0232 | -0.48 | 0.1878 | -0.0274 |
2019-02-09 | ABMD | 2019-02-15 | 350 | Call | 2.45 | 3.3 | 0.3284 | 0.2994 | 0.0224 | -0.3921 | 0.164 | 0.019 |
2019-02-09 | ABMD | 2019-02-15 | 350 | Put | 10.6 | 14 | 0.3753 | -0.6768 | 0.0205 | -0.4428 | 0.1729 | -0.0378 |
2019-02-09 | ABMD | 2019-02-15 | 370 | Call | 0 | 0.6 | 0.3203 | 0.0364 | 0.0053 | -0.0872 | 0.0377 | 0.0023 |
2019-02-09 | ABMD | 2019-02-15 | 370 | Put | 27.8 | 31.4 | 0.3705 | -0.9431 | 0.007 | -0.1293 | 0.0565 | -0.034 |
2019-02-09 | ABMD | 2019-02-15 | 380 | Call | 0.05 | 0.45 | 0.3203 | 0.0083 | 0.0015 | -0.0247 | 0.0107 | 0.0005 |
2019-02-09 | ABMD | 2019-02-15 | 380 | Put | 37.5 | 41.2 | 0.3705 | -0.9862 | 0.0028 | -0.0356 | 0.0187 | -0.0171 |
2019-02-09 | ABMD | 2019-02-15 | 390 | Call | 0 | 0.3 | 0.3203 | 0.0014 | 0.0003 | -0.0051 | 0.0022 | 0.0001 |
2019-02-09 | ABMD | 2019-02-15 | 390 | Put | 47.5 | 51.2 | 0.3705 | -1 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | ABMD | 2019-03-15 | 290 | Call | 51.7 | 55.2 | 0.3925 | 0.9222 | 0.0035 | -0.1047 | 0.1538 | 0.2501 |
2019-02-09 | ABMD | 2019-03-15 | 290 | Put | 2.05 | 3.3 | 0.4575 | -0.108 | 0.0039 | -0.126 | 0.1956 | -0.0354 |
2019-02-09 | ABMD | 2019-03-15 | 310 | Call | 34.3 | 37.4 | 0.365 | 0.8232 | 0.0067 | -0.1603 | 0.274 | 0.2346 |
2019-02-09 | ABMD | 2019-03-15 | 310 | Put | 3.9 | 5.3 | 0.3903 | -0.191 | 0.0066 | -0.1566 | 0.2976 | -0.061 |
2019-02-09 | ABMD | 2019-03-15 | 320 | Call | 27.5 | 29.6 | 0.37 | 0.7387 | 0.0083 | -0.1974 | 0.3434 | 0.214 |
2019-02-09 | ABMD | 2019-03-15 | 320 | Put | 6.3 | 7.6 | 0.3805 | -0.2668 | 0.0082 | -0.1833 | 0.3463 | -0.0845 |
2019-02-09 | ABMD | 2019-03-15 | 330 | Call | 20.7 | 22.1 | 0.3533 | 0.649 | 0.0099 | -0.2119 | 0.3915 | 0.1916 |
2019-02-09 | ABMD | 2019-03-15 | 330 | Put | 9.2 | 10.7 | 0.3669 | -0.356 | 0.0097 | -0.1992 | 0.3985 | -0.1101 |
2019-02-09 | ABMD | 2019-03-15 | 340 | Call | 14.7 | 16.2 | 0.3432 | 0.5437 | 0.0109 | -0.2175 | 0.4187 | 0.1628 |
2019-02-09 | ABMD | 2019-03-15 | 340 | Put | 12.9 | 15 | 0.3546 | -0.4585 | 0.0107 | -0.2029 | 0.4189 | -0.1384 |
2019-02-09 | ABMD | 2019-03-15 | 350 | Call | 9.9 | 11.1 | 0.3313 | 0.4314 | 0.0112 | -0.2063 | 0.415 | 0.1309 |
2019-02-09 | ABMD | 2019-03-15 | 350 | Put | 18 | 20.3 | 0.3464 | -0.5671 | 0.0109 | -0.194 | 0.4142 | -0.1646 |
2019-02-09 | ABMD | 2019-03-15 | 370 | Call | 3.8 | 4.6 | 0.3178 | 0.2267 | 0.009 | -0.1497 | 0.318 | 0.0701 |
2019-02-09 | ABMD | 2019-03-15 | 370 | Put | 30.8 | 34.8 | 0.3345 | -0.7668 | 0.009 | -0.14 | 0.3303 | -0.1929 |
2019-02-09 | ABMD | 2019-03-15 | 380 | Call | 2.1 | 2.95 | 0.3159 | 0.1521 | 0.0071 | -0.1157 | 0.2485 | 0.0473 |
2019-02-09 | ABMD | 2019-03-15 | 380 | Put | 39.2 | 43 | 0.3342 | -0.8412 | 0.0073 | -0.1073 | 0.253 | -0.1886 |
2019-02-09 | ABMD | 2019-03-15 | 390 | Call | 1.15 | 1.8 | 0.3156 | 0.0977 | 0.0052 | -0.0845 | 0.1822 | 0.0305 |
2019-02-09 | ABMD | 2019-03-15 | 390 | Put | 48.3 | 52 | 0.3424 | -0.892 | 0.0057 | -0.0816 | 0.1981 | -0.1745 |
2019-02-09 | ABT | 2019-02-22 | 62.5 | Call | 10.65 | 11 | 0.2751 | 0.9987 | 0.0011 | -0.005 | 0.0006 | 0.0239 |
2019-02-09 | ABT | 2019-02-22 | 62.5 | Put | 0 | 0.03 | 0.2751 | -0.0013 | 0.0011 | -0.0006 | 0.0006 | 0 |
2019-02-09 | ABT | 2019-02-22 | 66 | Call | 7.2 | 7.5 | 0.2751 | 0.9773 | 0.0137 | -0.0121 | 0.0077 | 0.0246 |
2019-02-09 | ABT | 2019-02-22 | 66 | Put | 0 | 0.07 | 0.2751 | -0.0227 | 0.0137 | -0.0075 | 0.0077 | -0.0007 |
2019-02-09 | ABT | 2019-02-22 | 68 | Call | 5.25 | 5.55 | 0.2572 | 0.9386 | 0.0329 | -0.0204 | 0.0174 | 0.0243 |
2019-02-09 | ABT | 2019-02-22 | 68 | Put | 0.07 | 0.13 | 0.2572 | -0.0614 | 0.0329 | -0.0157 | 0.0174 | -0.0018 |
2019-02-09 | ABT | 2019-02-22 | 70.5 | Call | 3 | 3.2 | 0.1938 | 0.8604 | 0.0798 | -0.0263 | 0.0319 | 0.023 |
2019-02-09 | ABT | 2019-02-22 | 70.5 | Put | 0.25 | 0.31 | 0.2168 | -0.1658 | 0.0804 | -0.027 | 0.0366 | -0.0044 |
2019-02-09 | ABT | 2019-02-22 | 72 | Call | 1.83 | 2 | 0.1891 | 0.7052 | 0.1271 | -0.0369 | 0.0495 | 0.0191 |
2019-02-09 | ABT | 2019-02-22 | 72 | Put | 0.47 | 0.61 | 0.1937 | -0.3001 | 0.126 | -0.0333 | 0.0507 | -0.0077 |
2019-02-09 | ABT | 2019-02-22 | 73.5 | Call | 0.89 | 0.99 | 0.1724 | 0.4909 | 0.1611 | -0.0377 | 0.0573 | 0.0134 |
2019-02-09 | ABT | 2019-02-22 | 73.5 | Put | 1.02 | 1.16 | 0.1804 | -0.5112 | 0.1561 | -0.0347 | 0.0573 | -0.0123 |
2019-02-09 | ABT | 2019-02-22 | 75 | Call | 0.31 | 0.38 | 0.1614 | 0.2527 | 0.1379 | -0.0277 | 0.0459 | 0.007 |
2019-02-09 | ABT | 2019-02-22 | 75 | Put | 1.86 | 2.1 | 0.1669 | -0.7472 | 0.1388 | -0.0245 | 0.047 | -0.0152 |
2019-02-09 | ABT | 2019-02-22 | 76.5 | Call | 0.07 | 0.12 | 0.157 | 0.0917 | 0.0731 | -0.0137 | 0.0236 | 0.0025 |
2019-02-09 | ABT | 2019-02-22 | 76.5 | Put | 3.15 | 3.4 | 0.1802 | -0.8868 | 0.0825 | -0.015 | 0.0291 | -0.0137 |
2019-02-09 | ABT | 2019-02-22 | 78.5 | Call | 0 | 0.03 | 0.157 | 0.015 | 0.0168 | -0.0031 | 0.0054 | 0.0004 |
2019-02-09 | ABT | 2019-02-22 | 78.5 | Put | 5.05 | 5.4 | 0.1802 | -0.9884 | 0.0301 | -0.0018 | 0.0056 | -0.0025 |
2019-02-09 | ABT | 2019-02-22 | 80 | Call | 0 | 0.03 | 0.157 | 0.0027 | 0.0037 | -0.0007 | 0.0012 | 0.0001 |
2019-02-09 | ABT | 2019-02-22 | 80 | Put | 6.4 | 6.95 | 0.1802 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ABT | 2019-03-08 | 63 | Call | 8.55 | 11.55 | 0.2784 | 0.979 | 0.0089 | -0.0094 | 0.0102 | 0.047 |
2019-02-09 | ABT | 2019-03-08 | 63 | Put | 0 | 0.41 | 0.2784 | -0.021 | 0.0089 | -0.005 | 0.0102 | -0.0012 |
2019-02-09 | ABT | 2019-03-08 | 66 | Call | 6.8 | 7.95 | 0.2639 | 0.9338 | 0.024 | -0.0166 | 0.0261 | 0.0467 |
2019-02-09 | ABT | 2019-03-08 | 66 | Put | 0.15 | 0.56 | 0.2639 | -0.0661 | 0.024 | -0.012 | 0.0267 | -0.0036 |
2019-02-09 | ABT | 2019-03-08 | 68 | Call | 5.4 | 5.85 | 0.2061 | 0.917 | 0.0365 | -0.0157 | 0.031 | 0.0473 |
2019-02-09 | ABT | 2019-03-08 | 68 | Put | 0.13 | 0.33 | 0.2061 | -0.0829 | 0.0367 | -0.011 | 0.0331 | -0.0044 |
2019-02-09 | ABT | 2019-03-08 | 70.5 | Call | 3.4 | 3.65 | 0.2053 | 0.7749 | 0.072 | -0.0261 | 0.0609 | 0.0409 |
2019-02-09 | ABT | 2019-03-08 | 70.5 | Put | 0.55 | 0.69 | 0.2148 | -0.2356 | 0.0711 | -0.0229 | 0.063 | -0.0123 |
2019-02-09 | ABT | 2019-03-08 | 72 | Call | 2.28 | 2.5 | 0.1926 | 0.6578 | 0.0939 | -0.0289 | 0.0746 | 0.0352 |
2019-02-09 | ABT | 2019-03-08 | 72 | Put | 0.94 | 1.26 | 0.2159 | -0.3583 | 0.0862 | -0.0277 | 0.0765 | -0.0182 |
2019-02-09 | ABT | 2019-03-08 | 73.5 | Call | 1.34 | 1.56 | 0.1806 | 0.5071 | 0.1088 | -0.0286 | 0.081 | 0.0274 |
2019-02-09 | ABT | 2019-03-08 | 73.5 | Put | 1.45 | 1.74 | 0.1937 | -0.4962 | 0.1032 | -0.0259 | 0.081 | -0.0238 |
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