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 | BAC | 2019-02-22 | 29.5 | Call | 0.09 | 0.1 | 0.2065 | 0.1606 | 0.2133 | -0.0103 | 0.0135 | 0.0017 |
2019-02-09 | BAC | 2019-02-22 | 29.5 | Put | 1.26 | 1.38 | 0.2327 | -0.8155 | 0.2157 | -0.0111 | 0.0151 | -0.0062 |
2019-02-09 | BAC | 2019-02-22 | 30.5 | Call | 0.02 | 0.03 | 0.2259 | 0.0488 | 0.0809 | -0.0046 | 0.0056 | 0.0005 |
2019-02-09 | BAC | 2019-02-22 | 30.5 | Put | 2.17 | 2.43 | 0.3248 | -0.8775 | 0.1187 | -0.0118 | 0.0117 | -0.0063 |
2019-02-09 | BAC | 2019-02-22 | 31 | Call | 0.01 | 0.03 | 0.2259 | 0.0215 | 0.0411 | -0.0023 | 0.0028 | 0.0002 |
2019-02-09 | BAC | 2019-02-22 | 31 | Put | 2.63 | 2.89 | 0.3248 | -0.9245 | 0.0867 | -0.008 | 0.0079 | -0.0056 |
2019-02-09 | BAC | 2019-02-22 | 33 | Call | 0 | 0.01 | 0.2259 | 0.0003 | 0.0009 | 0 | 0.0001 | 0 |
2019-02-09 | BAC | 2019-02-22 | 33 | Put | 4.65 | 4.85 | 0.3248 | -1 | 0.0019 | 0 | 0 | 0 |
2019-02-09 | BAC | 2019-03-08 | 24 | Call | 4.2 | 4.5 | 0.2764 | 0.9924 | 0.011 | -0.0026 | 0.0017 | 0.0124 |
2019-02-09 | BAC | 2019-03-08 | 24 | Put | 0.02 | 0.07 | 0.3117 | -0.0281 | 0.0265 | -0.0027 | 0.005 | -0.0006 |
2019-02-09 | BAC | 2019-03-08 | 25.5 | Call | 2.75 | 2.97 | 0.2537 | 0.9515 | 0.057 | -0.0056 | 0.0077 | 0.0128 |
2019-02-09 | BAC | 2019-03-08 | 25.5 | Put | 0.1 | 0.14 | 0.2984 | -0.1043 | 0.0778 | -0.0073 | 0.0141 | -0.0023 |
2019-02-09 | BAC | 2019-03-08 | 26.5 | Call | 1.87 | 2.04 | 0.2474 | 0.858 | 0.1283 | -0.0101 | 0.0177 | 0.0125 |
2019-02-09 | BAC | 2019-03-08 | 26.5 | Put | 0.21 | 0.25 | 0.2685 | -0.1921 | 0.1315 | -0.0099 | 0.0219 | -0.004 |
2019-02-09 | BAC | 2019-03-08 | 27 | Call | 1.54 | 1.61 | 0.2565 | 0.7716 | 0.1646 | -0.0131 | 0.0231 | 0.0116 |
2019-02-09 | BAC | 2019-03-08 | 27 | Put | 0.31 | 0.34 | 0.2561 | -0.2599 | 0.1637 | -0.0111 | 0.0258 | -0.0053 |
2019-02-09 | BAC | 2019-03-08 | 27.5 | Call | 1.08 | 1.2 | 0.225 | 0.7001 | 0.215 | -0.0131 | 0.0264 | 0.0109 |
2019-02-09 | BAC | 2019-03-08 | 27.5 | Put | 0.45 | 0.47 | 0.2457 | -0.3458 | 0.1942 | -0.012 | 0.0286 | -0.007 |
2019-02-09 | BAC | 2019-03-08 | 28.5 | Call | 0.58 | 0.62 | 0.2313 | 0.4655 | 0.2334 | -0.0144 | 0.0308 | 0.008 |
2019-02-09 | BAC | 2019-03-08 | 28.5 | Put | 0.86 | 0.94 | 0.2347 | -0.5561 | 0.2186 | -0.0119 | 0.031 | -0.0107 |
2019-02-09 | BAC | 2019-03-08 | 29 | Call | 0.36 | 0.42 | 0.2251 | 0.35 | 0.2211 | -0.0128 | 0.029 | 0.0065 |
2019-02-09 | BAC | 2019-03-08 | 29 | Put | 1.17 | 1.24 | 0.2307 | -0.6625 | 0.2061 | -0.0105 | 0.0288 | -0.0125 |
2019-02-09 | BAC | 2019-03-08 | 29.5 | Call | 0.23 | 0.25 | 0.2206 | 0.2465 | 0.1902 | -0.0105 | 0.0248 | 0.0047 |
2019-02-09 | BAC | 2019-03-08 | 29.5 | Put | 1.53 | 1.6 | 0.2288 | -0.7571 | 0.1785 | -0.0085 | 0.0243 | -0.0139 |
2019-02-09 | BAC | 2019-03-08 | 30.5 | Call | 0.07 | 0.1 | 0.221 | 0.1063 | 0.1087 | -0.006 | 0.0151 | 0.0022 |
2019-02-09 | BAC | 2019-03-08 | 30.5 | Put | 2.35 | 2.54 | 0.2521 | -0.8668 | 0.1118 | -0.0058 | 0.0169 | -0.0156 |
2019-02-09 | BAC | 2019-03-08 | 31 | Call | 0.03 | 0.07 | 0.2479 | 0.0894 | 0.0848 | -0.0058 | 0.0134 | 0.0018 |
2019-02-09 | BAC | 2019-03-08 | 31 | Put | 2.82 | 2.96 | 0.2479 | -0.9155 | 0.0822 | -0.0035 | 0.0127 | -0.0161 |
2019-02-09 | BAC | 2019-03-08 | 32.5 | Call | 0 | 0.01 | 0.2897 | 0.0417 | 0.0395 | -0.0037 | 0.007 | 0.0009 |
2019-02-09 | BAC | 2019-03-08 | 32.5 | Put | 4.25 | 4.45 | 0.2897 | -0.9615 | 0.038 | -0.0013 | 0.0071 | -0.0171 |
2019-02-09 | BAC | 2019-03-29 | 24 | Call | 4.25 | 4.45 | 0.2794 | 0.9685 | 0.0313 | -0.0043 | 0.0077 | 0.0151 |
2019-02-09 | BAC | 2019-03-29 | 24 | Put | 0.09 | 0.12 | 0.3134 | -0.0702 | 0.0417 | -0.0043 | 0.0139 | -0.0028 |
2019-02-09 | BAC | 2019-03-29 | 25.5 | Call | 2.84 | 3.05 | 0.2589 | 0.8892 | 0.083 | -0.0076 | 0.0184 | 0.0186 |
2019-02-09 | BAC | 2019-03-29 | 25.5 | Put | 0.22 | 0.25 | 0.2814 | -0.1493 | 0.0807 | -0.0066 | 0.0241 | -0.0054 |
2019-02-09 | BAC | 2019-03-29 | 26.5 | Call | 2.05 | 2.18 | 0.2521 | 0.7821 | 0.1248 | -0.01 | 0.0298 | 0.0207 |
2019-02-09 | BAC | 2019-03-29 | 26.5 | Put | 0.38 | 0.43 | 0.2634 | -0.2411 | 0.1158 | -0.0082 | 0.0317 | -0.0086 |
2019-02-09 | BAC | 2019-03-29 | 27 | Call | 1.72 | 1.79 | 0.2514 | 0.7123 | 0.1408 | -0.011 | 0.0347 | 0.0208 |
2019-02-09 | BAC | 2019-03-29 | 27 | Put | 0.5 | 0.55 | 0.2543 | -0.3007 | 0.1342 | -0.0088 | 0.0358 | -0.0106 |
2019-02-09 | BAC | 2019-03-29 | 27.5 | Call | 1.4 | 1.43 | 0.246 | 0.6388 | 0.1548 | -0.0113 | 0.0384 | 0.02 |
2019-02-09 | BAC | 2019-03-29 | 27.5 | Put | 0.66 | 0.71 | 0.2478 | -0.3708 | 0.1499 | -0.0092 | 0.039 | -0.0128 |
2019-02-09 | BAC | 2019-03-29 | 28.5 | Call | 0.82 | 0.86 | 0.2331 | 0.4758 | 0.169 | -0.0109 | 0.041 | 0.0163 |
2019-02-09 | BAC | 2019-03-29 | 28.5 | Put | 1.08 | 1.17 | 0.2373 | -0.5304 | 0.1663 | -0.009 | 0.0409 | -0.0172 |
2019-02-09 | BAC | 2019-03-29 | 29 | Call | 0.57 | 0.65 | 0.2256 | 0.3901 | 0.167 | -0.01 | 0.0397 | 0.0138 |
2019-02-09 | BAC | 2019-03-29 | 29 | Put | 1.36 | 1.46 | 0.2331 | -0.6132 | 0.164 | -0.0083 | 0.0394 | -0.019 |
2019-02-09 | BAC | 2019-03-29 | 29.5 | Call | 0.41 | 0.46 | 0.2216 | 0.3093 | 0.1555 | -0.0089 | 0.037 | 0.0111 |
2019-02-09 | BAC | 2019-03-29 | 29.5 | Put | 1.54 | 1.8 | 0.2108 | -0.7117 | 0.1645 | -0.0064 | 0.0354 | -0.0203 |
2019-02-09 | BAC | 2019-03-29 | 30.5 | Call | 0.18 | 0.2 | 0.2112 | 0.1688 | 0.1161 | -0.0059 | 0.026 | 0.0062 |
2019-02-09 | BAC | 2019-03-29 | 30.5 | Put | 2.45 | 2.56 | 0.2241 | -0.8282 | 0.1182 | -0.0046 | 0.0269 | -0.0212 |
2019-02-09 | BAC | 2019-03-29 | 31 | Call | 0.12 | 0.13 | 0.2106 | 0.1208 | 0.0926 | -0.0047 | 0.0207 | 0.0044 |
2019-02-09 | BAC | 2019-03-29 | 31 | Put | 2.89 | 3.05 | 0.2383 | -0.8604 | 0.0977 | -0.0041 | 0.0239 | -0.0213 |
2019-02-09 | BAC | 2019-03-29 | 32.5 | Call | 0.02 | 0.04 | 0.2326 | 0.054 | 0.0457 | -0.0028 | 0.0113 | 0.002 |
2019-02-09 | BAC | 2019-03-29 | 32.5 | Put | 4.25 | 4.45 | 0.2326 | -0.9584 | 0.0426 | -0.0003 | 0.0098 | -0.0195 |
2019-02-09 | BAX | 2019-02-22 | 61 | Call | 8.4 | 12.4 | 0.2176 | 0.9999 | 0.0001 | -0.0043 | 0 | 0.0234 |
2019-02-09 | BAX | 2019-02-22 | 61 | Put | 0 | 0.16 | 0.2176 | -0.0001 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | BAX | 2019-02-22 | 64.5 | Call | 5.1 | 9.4 | 0.2176 | 0.9931 | 0.0063 | -0.0066 | 0.0027 | 0.0245 |
2019-02-09 | BAX | 2019-02-22 | 64.5 | Put | 0 | 0.35 | 0.2176 | -0.0069 | 0.0063 | -0.0021 | 0.0027 | -0.0002 |
2019-02-09 | BAX | 2019-02-22 | 66.5 | Call | 4.3 | 5.8 | 0.2176 | 0.9596 | 0.0285 | -0.0139 | 0.0122 | 0.0243 |
2019-02-09 | BAX | 2019-02-22 | 66.5 | Put | 0 | 0.51 | 0.2176 | -0.0404 | 0.0285 | -0.0093 | 0.0122 | -0.0011 |
2019-02-09 | BAX | 2019-02-22 | 68.5 | Call | 2.81 | 5.3 | 0.2176 | 0.8532 | 0.0754 | -0.0291 | 0.0322 | 0.0221 |
2019-02-09 | BAX | 2019-02-22 | 68.5 | Put | 0.21 | 0.51 | 0.2176 | -0.1468 | 0.0758 | -0.0244 | 0.0336 | -0.0038 |
2019-02-09 | BAX | 2019-02-22 | 70 | Call | 1.8 | 2.41 | 0.2092 | 0.7129 | 0.1163 | -0.0391 | 0.0477 | 0.0187 |
2019-02-09 | BAX | 2019-02-22 | 70 | Put | 0.42 | 1.14 | 0.2092 | -0.288 | 0.1174 | -0.0345 | 0.048 | -0.0073 |
2019-02-09 | BAX | 2019-02-22 | 71.5 | Call | 0.78 | 1.66 | 0.2201 | 0.5176 | 0.1293 | -0.0464 | 0.0558 | 0.0137 |
2019-02-09 | BAX | 2019-02-22 | 71.5 | Put | 0 | 1.76 | 0.2408 | -0.4844 | 0.1196 | -0.046 | 0.0558 | -0.0117 |
2019-02-09 | BAX | 2019-02-22 | 72.5 | Call | 0.32 | 1.15 | 0.2183 | 0.3895 | 0.1255 | -0.0438 | 0.0537 | 0.0104 |
2019-02-09 | BAX | 2019-02-22 | 72.5 | Put | 1.33 | 2.18 | 0.2183 | -0.614 | 0.1273 | -0.0393 | 0.0531 | -0.014 |
2019-02-09 | BAX | 2019-02-22 | 74 | Call | 0 | 0.43 | 0.237 | 0.2431 | 0.0944 | -0.0383 | 0.0438 | 0.0065 |
2019-02-09 | BAX | 2019-02-22 | 74 | Put | 1.99 | 3.35 | 0.237 | -0.762 | 0.0961 | -0.0338 | 0.043 | -0.0157 |
2019-02-09 | BAX | 2019-02-22 | 76.5 | Call | 0 | 0.15 | 0.237 | 0.0789 | 0.0443 | -0.0178 | 0.0206 | 0.0021 |
2019-02-09 | BAX | 2019-02-22 | 76.5 | Put | 4.45 | 7.2 | 0.237 | -0.9305 | 0.0463 | -0.0132 | 0.019 | -0.0123 |
2019-02-09 | BAX | 2019-02-22 | 79 | Call | 0 | 0.06 | 0.237 | 0.0176 | 0.0131 | -0.0052 | 0.0061 | 0.0005 |
2019-02-09 | BAX | 2019-02-22 | 79 | Put | 5.65 | 10 | 0.237 | -0.9971 | 0.0121 | -0.0006 | 0.0021 | -0.0002 |
2019-02-09 | BAX | 2019-02-22 | 80 | Call | 0 | 0.05 | 0.237 | 0.0087 | 0.0071 | -0.0028 | 0.0033 | 0.0002 |
2019-02-09 | BAX | 2019-02-22 | 80 | Put | 7.35 | 11 | 0.237 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BAX | 2019-03-08 | 60 | Call | 9.7 | 13.35 | 0.2559 | 0.9966 | 0.0022 | -0.0052 | 0.0024 | 0.0325 |
2019-02-09 | BAX | 2019-03-08 | 60 | Put | 0 | 0.3 | 0.2559 | -0.0062 | 0.0035 | -0.0016 | 0.0035 | -0.0003 |
2019-02-09 | BAX | 2019-03-08 | 64.5 | Call | 6.35 | 8 | 0.2559 | 0.9422 | 0.0245 | -0.0154 | 0.024 | 0.0344 |
2019-02-09 | BAX | 2019-03-08 | 64.5 | Put | 0 | 0.34 | 0.2559 | -0.0695 | 0.0264 | -0.0117 | 0.0264 | -0.0039 |
2019-02-09 | BAX | 2019-03-08 | 66.5 | Call | 4.9 | 6.05 | 0.2559 | 0.8669 | 0.045 | -0.0244 | 0.0433 | 0.0336 |
2019-02-09 | BAX | 2019-03-08 | 66.5 | Put | 0.24 | 0.73 | 0.2559 | -0.1473 | 0.0458 | -0.0201 | 0.0471 | -0.0077 |
2019-02-09 | BAX | 2019-03-08 | 68.5 | Call | 3.35 | 4.35 | 0.2572 | 0.7479 | 0.0656 | -0.0337 | 0.063 | 0.0308 |
2019-02-09 | BAX | 2019-03-08 | 68.5 | Put | 0.51 | 1.27 | 0.2572 | -0.2661 | 0.065 | -0.0286 | 0.0654 | -0.0138 |
2019-02-09 | BAX | 2019-03-08 | 70 | Call | 2.09 | 3.05 | 0.2192 | 0.6571 | 0.0885 | -0.0327 | 0.0729 | 0.0287 |
2019-02-09 | BAX | 2019-03-08 | 70 | Put | 0.88 | 1.68 | 0.245 | -0.3701 | 0.0787 | -0.031 | 0.0751 | -0.0188 |
2019-02-09 | BAX | 2019-03-08 | 71.5 | Call | 1.2 | 2.23 | 0.2176 | 0.5169 | 0.0957 | -0.034 | 0.0784 | 0.0236 |
2019-02-09 | BAX | 2019-03-08 | 71.5 | Put | 1.38 | 2.4 | 0.2353 | -0.4938 | 0.0867 | -0.0308 | 0.0788 | -0.0246 |
2019-02-09 | BAX | 2019-03-08 | 73 | Call | 0.56 | 1.47 | 0.2363 | 0.3891 | 0.084 | -0.0345 | 0.0758 | 0.0187 |
2019-02-09 | BAX | 2019-03-08 | 73 | Put | 2.24 | 3.3 | 0.2363 | -0.6194 | 0.0826 | -0.0288 | 0.0755 | -0.0303 |
2019-02-09 | BAX | 2019-03-08 | 74.5 | Call | 0.23 | 0.88 | 0.1839 | 0.2158 | 0.082 | -0.0204 | 0.0581 | 0.0109 |
2019-02-09 | BAX | 2019-03-08 | 74.5 | Put | 2.8 | 4 | 0.1839 | -0.792 | 0.0803 | -0.0147 | 0.0571 | -0.0366 |
2019-02-09 | BAX | 2019-03-08 | 76.5 | Call | 0 | 0.33 | 0.1839 | 0.0942 | 0.0467 | -0.0115 | 0.0344 | 0.0049 |
2019-02-09 | BAX | 2019-03-08 | 76.5 | Put | 4.35 | 7.45 | 0.1839 | -0.9108 | 0.0455 | -0.0058 | 0.0332 | -0.0407 |
2019-02-09 | BAX | 2019-03-08 | 79 | Call | 0 | 0.15 | 0.1839 | 0.0258 | 0.0165 | -0.004 | 0.0118 | 0.0014 |
2019-02-09 | BAX | 2019-03-08 | 79 | Put | 6.15 | 9.75 | 0.1839 | -0.9773 | 0.0153 | 0 | 0.0119 | -0.043 |
2019-02-09 | BAX | 2019-03-08 | 80 | Call | 0 | 0.11 | 0.1839 | 0.0141 | 0.0099 | -0.0024 | 0.0071 | 0.0008 |
2019-02-09 | BAX | 2019-03-08 | 80 | Put | 7.1 | 10.75 | 0.1839 | -0.988 | 0.0089 | 0 | 0.0071 | -0.0436 |
2019-02-09 | BAX | 2019-03-29 | 65 | Call | 6.5 | 7.2 | 0.3643 | 0.7856 | 0.0311 | -0.0322 | 0.0786 | 0.0624 |
2019-02-09 | BAX | 2019-03-29 | 65 | Put | 0.23 | 0.87 | 0.3643 | -0.2161 | 0.031 | -0.0275 | 0.0789 | -0.0202 |
2019-02-09 | BAX | 2019-03-29 | 66.5 | Call | 5.25 | 6.35 | 0.2497 | 0.8036 | 0.0434 | -0.0225 | 0.0731 | 0.0652 |
2019-02-09 | BAX | 2019-03-29 | 66.5 | Put | 0.43 | 1.29 | 0.2497 | -0.1994 | 0.0432 | -0.0177 | 0.0738 | -0.0181 |
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