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 | BAX | 2019-03-29 | 68.5 | Call | 3.7 | 4.85 | 0.2405 | 0.7062 | 0.0554 | -0.0256 | 0.0904 | 0.0608 |
2019-02-09 | BAX | 2019-03-29 | 68.5 | Put | 0.85 | 1.77 | 0.2405 | -0.2967 | 0.0557 | -0.0208 | 0.0906 | -0.0262 |
2019-02-09 | BAX | 2019-03-29 | 70 | Call | 2.56 | 3.35 | 0.2022 | 0.6314 | 0.072 | -0.0235 | 0.0987 | 0.0562 |
2019-02-09 | BAX | 2019-03-29 | 70 | Put | 1.24 | 2.29 | 0.238 | -0.3867 | 0.0625 | -0.0226 | 0.0992 | -0.0333 |
2019-02-09 | BAX | 2019-03-29 | 71.5 | Call | 1.67 | 2.85 | 0.2139 | 0.5199 | 0.0717 | -0.0253 | 0.1041 | 0.0469 |
2019-02-09 | BAX | 2019-03-29 | 71.5 | Put | 1.89 | 2.95 | 0.2333 | -0.4839 | 0.0667 | -0.0227 | 0.104 | -0.0403 |
2019-02-09 | BAX | 2019-03-29 | 73 | Call | 1.03 | 1.5 | 0.1801 | 0.3938 | 0.0821 | -0.0205 | 0.1007 | 0.0363 |
2019-02-09 | BAX | 2019-03-29 | 73 | Put | 2.71 | 3.75 | 0.2297 | -0.584 | 0.0668 | -0.0213 | 0.1024 | -0.0465 |
2019-02-09 | BAX | 2019-03-29 | 74.5 | Call | 0.53 | 1.46 | 0.218 | 0.321 | 0.0631 | -0.0225 | 0.0934 | 0.0295 |
2019-02-09 | BAX | 2019-03-29 | 74.5 | Put | 2.89 | 4.3 | 0.218 | -0.6882 | 0.0646 | -0.0176 | 0.0921 | -0.0511 |
2019-02-09 | BAX | 2019-03-29 | 76.5 | Call | 0 | 0.89 | 0.1989 | 0.189 | 0.0522 | -0.0153 | 0.0715 | 0.0176 |
2019-02-09 | BAX | 2019-03-29 | 76.5 | Put | 4.7 | 5.85 | 0.1989 | -0.8245 | 0.0533 | -0.0101 | 0.0681 | -0.0532 |
2019-02-09 | BAX | 2019-03-29 | 78.5 | Call | 0 | 0.36 | 0.1989 | 0.1085 | 0.0359 | -0.0104 | 0.0486 | 0.01 |
2019-02-09 | BAX | 2019-03-29 | 78.5 | Put | 6.4 | 9.3 | 0.1989 | -0.9065 | 0.0356 | -0.0047 | 0.046 | -0.0519 |
2019-02-09 | BAX | 2019-03-29 | 79 | Call | 0 | 0.29 | 0.1989 | 0.0932 | 0.0321 | -0.0093 | 0.0435 | 0.0086 |
2019-02-09 | BAX | 2019-03-29 | 79 | Put | 6.5 | 10 | 0.1989 | -0.9218 | 0.0314 | -0.0034 | 0.0403 | -0.0513 |
2019-02-09 | BBT | 2019-02-15 | 43 | Call | 6.95 | 7.65 | 0.1864 | 1 | 0 | -0.003 | 0 | 0.0035 |
2019-02-09 | BBT | 2019-02-15 | 43 | Put | 0 | 0.59 | 0.2653 | 0 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | BBT | 2019-02-15 | 45 | Call | 4.8 | 5.65 | 0.1864 | 1 | 0 | -0.0031 | 0 | 0.0036 |
2019-02-09 | BBT | 2019-02-15 | 45 | Put | 0 | 0.29 | 0.2653 | -0.0025 | 0.0042 | -0.001 | 0.0005 | 0 |
2019-02-09 | BBT | 2019-02-15 | 47 | Call | 3.15 | 3.7 | 0.1864 | 0.9999 | 0.0003 | -0.0033 | 0 | 0.0038 |
2019-02-09 | BBT | 2019-02-15 | 47 | Put | 0.04 | 0.09 | 0.2653 | -0.0519 | 0.058 | -0.0137 | 0.0073 | -0.0005 |
2019-02-09 | BBT | 2019-02-15 | 48 | Call | 1.98 | 2.35 | 0.1864 | 0.994 | 0.0193 | -0.0056 | 0.0011 | 0.0039 |
2019-02-09 | BBT | 2019-02-15 | 48 | Put | 0.12 | 0.27 | 0.2653 | -0.1459 | 0.1256 | -0.0296 | 0.016 | -0.0013 |
2019-02-09 | BBT | 2019-02-15 | 49 | Call | 1.17 | 1.41 | 0.1864 | 0.9058 | 0.1872 | -0.0252 | 0.0093 | 0.0038 |
2019-02-09 | BBT | 2019-02-15 | 49 | Put | 0.3 | 0.45 | 0.2653 | -0.3119 | 0.1944 | -0.0454 | 0.0245 | -0.0028 |
2019-02-09 | BBT | 2019-02-15 | 50 | Call | 0.58 | 0.62 | 0.2146 | 0.5698 | 0.3485 | -0.0565 | 0.0243 | 0.0031 |
2019-02-09 | BBT | 2019-02-15 | 50 | Put | 0.6 | 0.8 | 0.227 | -0.5311 | 0.2566 | -0.0431 | 0.0273 | -0.0044 |
2019-02-09 | BBT | 2019-02-15 | 55 | Call | 0 | 0.07 | 0.4134 | 0.0458 | 0.0337 | -0.0198 | 0.0066 | 0.0004 |
2019-02-09 | BBT | 2019-02-15 | 55 | Put | 4.9 | 5.5 | 0.4134 | -0.9571 | 0.0333 | -0.0157 | 0.0067 | -0.0058 |
2019-02-09 | BBT | 2019-03-15 | 43 | Call | 6.65 | 7.95 | 0.3847 | 0.9531 | 0.036 | -0.021 | 0.0145 | 0.0145 |
2019-02-09 | BBT | 2019-03-15 | 43 | Put | 0.09 | 0.16 | 0.3174 | -0.0575 | 0.0235 | -0.0079 | 0.0178 | -0.0029 |
2019-02-09 | BBT | 2019-03-15 | 45 | Call | 4.95 | 6 | 0.3653 | 0.856 | 0.06 | -0.0299 | 0.0374 | 0.0297 |
2019-02-09 | BBT | 2019-03-15 | 45 | Put | 0.23 | 0.29 | 0.2912 | -0.1142 | 0.0432 | -0.0121 | 0.0303 | -0.0053 |
2019-02-09 | BBT | 2019-03-15 | 47 | Call | 3.2 | 3.6 | 0.2411 | 0.8432 | 0.1117 | -0.0248 | 0.0347 | 0.0223 |
2019-02-09 | BBT | 2019-03-15 | 47 | Put | 0.46 | 0.51 | 0.2555 | -0.2094 | 0.0735 | -0.0156 | 0.0441 | -0.0095 |
2019-02-09 | BBT | 2019-03-15 | 48 | Call | 2.49 | 2.81 | 0.2435 | 0.7222 | 0.1044 | -0.0234 | 0.053 | 0.0304 |
2019-02-09 | BBT | 2019-03-15 | 48 | Put | 0.65 | 0.93 | 0.2608 | -0.2976 | 0.0869 | -0.019 | 0.0538 | -0.0132 |
2019-02-09 | BBT | 2019-03-15 | 49 | Call | 1.83 | 2.07 | 0.2331 | 0.6202 | 0.1082 | -0.022 | 0.0585 | 0.0277 |
2019-02-09 | BBT | 2019-03-15 | 49 | Put | 0.97 | 1.29 | 0.2553 | -0.3904 | 0.0987 | -0.0204 | 0.0588 | -0.0169 |
2019-02-09 | BBT | 2019-03-15 | 50 | Call | 1.4 | 1.45 | 0.2347 | 0.5098 | 0.1106 | -0.0224 | 0.0616 | 0.0231 |
2019-02-09 | BBT | 2019-03-15 | 50 | Put | 1.36 | 1.75 | 0.2476 | -0.4928 | 0.1062 | -0.0203 | 0.0615 | -0.0206 |
2019-02-09 | BBT | 2019-03-15 | 52.5 | Call | 0.42 | 0.47 | 0.2142 | 0.2366 | 0.0937 | -0.0154 | 0.0489 | 0.011 |
2019-02-09 | BBT | 2019-03-15 | 52.5 | Put | 2.9 | 3.35 | 0.2388 | -0.7462 | 0.0913 | -0.0149 | 0.0507 | -0.0261 |
2019-02-09 | BBT | 2019-03-15 | 55 | Call | 0.09 | 0.15 | 0.2171 | 0.081 | 0.0449 | -0.0075 | 0.0232 | 0.0038 |
2019-02-09 | BBT | 2019-03-15 | 55 | Put | 4.85 | 5.7 | 0.246 | -0.9047 | 0.0527 | -0.0073 | 0.0274 | -0.0216 |
2019-02-09 | BBT | 2019-03-15 | 57.5 | Call | 0 | 0.05 | 0.2171 | 0.0197 | 0.0143 | -0.0024 | 0.0074 | 0.0009 |
2019-02-09 | BBT | 2019-03-15 | 57.5 | Put | 6.4 | 10.15 | 0.246 | -0.9836 | 0.0187 | 0 | 0.0069 | -0.009 |
2019-02-09 | BBY | 2019-02-22 | 50 | Call | 8.85 | 9.3 | 0.3639 | 0.9909 | 0.0059 | -0.0071 | 0.0028 | 0.0189 |
2019-02-09 | BBY | 2019-02-22 | 50 | Put | 0 | 0.03 | 0.3639 | -0.0091 | 0.0059 | -0.0037 | 0.0028 | -0.0002 |
2019-02-09 | BBY | 2019-02-22 | 53 | Call | 5.95 | 6.2 | 0.3308 | 0.9545 | 0.025 | -0.0165 | 0.011 | 0.0192 |
2019-02-09 | BBY | 2019-02-22 | 53 | Put | 0.09 | 0.11 | 0.353 | -0.0561 | 0.0277 | -0.0162 | 0.013 | -0.0013 |
2019-02-09 | BBY | 2019-02-22 | 55 | Call | 4.15 | 4.3 | 0.3146 | 0.8795 | 0.0552 | -0.0294 | 0.0232 | 0.0183 |
2019-02-09 | BBY | 2019-02-22 | 55 | Put | 0.22 | 0.24 | 0.3184 | -0.1231 | 0.0554 | -0.0262 | 0.0235 | -0.0029 |
2019-02-09 | BBY | 2019-02-22 | 56.5 | Call | 2.89 | 3 | 0.2963 | 0.7816 | 0.0862 | -0.039 | 0.034 | 0.0165 |
2019-02-09 | BBY | 2019-02-22 | 56.5 | Put | 0.44 | 0.47 | 0.3004 | -0.2215 | 0.0862 | -0.0361 | 0.0342 | -0.0048 |
2019-02-09 | BBY | 2019-02-22 | 58 | Call | 1.82 | 1.9 | 0.2837 | 0.6323 | 0.1151 | -0.0466 | 0.0435 | 0.0136 |
2019-02-09 | BBY | 2019-02-22 | 58 | Put | 0.84 | 0.89 | 0.2858 | -0.3695 | 0.1153 | -0.0432 | 0.0441 | -0.0077 |
2019-02-09 | BBY | 2019-02-22 | 59 | Call | 1.25 | 1.31 | 0.2772 | 0.5118 | 0.1246 | -0.0476 | 0.046 | 0.0111 |
2019-02-09 | BBY | 2019-02-22 | 59 | Put | 1.25 | 1.32 | 0.279 | -0.4899 | 0.1251 | -0.0442 | 0.046 | -0.0099 |
2019-02-09 | BBY | 2019-02-22 | 60 | Call | 0.81 | 0.85 | 0.2723 | 0.3874 | 0.1218 | -0.0446 | 0.0442 | 0.0084 |
2019-02-09 | BBY | 2019-02-22 | 60 | Put | 1.79 | 1.87 | 0.2728 | -0.6151 | 0.1231 | -0.0409 | 0.0439 | -0.0118 |
2019-02-09 | BBY | 2019-02-22 | 61 | Call | 0.49 | 0.53 | 0.2699 | 0.2736 | 0.1068 | -0.0381 | 0.0384 | 0.006 |
2019-02-09 | BBY | 2019-02-22 | 61 | Put | 2.45 | 2.57 | 0.2699 | -0.7303 | 0.1084 | -0.0344 | 0.0381 | -0.013 |
2019-02-09 | BBY | 2019-02-22 | 63 | Call | 0.15 | 0.17 | 0.2669 | 0.11 | 0.061 | -0.0211 | 0.0217 | 0.0024 |
2019-02-09 | BBY | 2019-02-22 | 63 | Put | 4.1 | 4.3 | 0.2821 | -0.8831 | 0.0642 | -0.0204 | 0.0238 | -0.0125 |
2019-02-09 | BBY | 2019-02-22 | 65 | Call | 0 | 0.05 | 0.2717 | 0.0366 | 0.0256 | -0.0091 | 0.0093 | 0.0008 |
2019-02-09 | BBY | 2019-02-22 | 65 | Put | 5.95 | 6.2 | 0.2869 | -0.9642 | 0.0303 | -0.0075 | 0.0097 | -0.0079 |
2019-02-09 | BBY | 2019-02-22 | 66 | Call | 0 | 0.03 | 0.2717 | 0.0188 | 0.0147 | -0.0052 | 0.0053 | 0.0004 |
2019-02-09 | BBY | 2019-02-22 | 66 | Put | 6.9 | 7.2 | 0.2869 | -0.9863 | 0.019 | -0.0029 | 0.0046 | -0.0038 |
2019-02-09 | BBY | 2019-03-08 | 50 | Call | 9.15 | 9.6 | 0.4672 | 0.9119 | 0.021 | -0.0249 | 0.0261 | 0.034 |
2019-02-09 | BBY | 2019-03-08 | 50 | Put | 0.43 | 0.5 | 0.5157 | -0.1077 | 0.0221 | -0.0275 | 0.0303 | -0.0049 |
2019-02-09 | BBY | 2019-03-08 | 53 | Call | 6.65 | 7.05 | 0.4637 | 0.8181 | 0.0349 | -0.0386 | 0.0431 | 0.0317 |
2019-02-09 | BBY | 2019-03-08 | 53 | Put | 0.87 | 0.94 | 0.488 | -0.1924 | 0.0345 | -0.0383 | 0.046 | -0.0086 |
2019-02-09 | BBY | 2019-03-08 | 55 | Call | 5.2 | 5.5 | 0.4581 | 0.7342 | 0.0439 | -0.0465 | 0.0536 | 0.0291 |
2019-02-09 | BBY | 2019-03-08 | 55 | Put | 1.32 | 1.42 | 0.4717 | -0.271 | 0.0433 | -0.0446 | 0.0536 | -0.0121 |
2019-02-09 | BBY | 2019-03-08 | 56.5 | Call | 3.85 | 4.45 | 0.4205 | 0.6699 | 0.0528 | -0.0469 | 0.0591 | 0.0271 |
2019-02-09 | BBY | 2019-03-08 | 56.5 | Put | 1.7 | 1.88 | 0.4531 | -0.3393 | 0.0498 | -0.0472 | 0.0596 | -0.0149 |
2019-02-09 | BBY | 2019-03-08 | 58 | Call | 3.3 | 3.55 | 0.4437 | 0.583 | 0.0539 | -0.0527 | 0.0637 | 0.0237 |
2019-02-09 | BBY | 2019-03-08 | 58 | Put | 2.32 | 2.48 | 0.4484 | -0.4186 | 0.0538 | -0.0496 | 0.0636 | -0.0181 |
2019-02-09 | BBY | 2019-03-08 | 59 | Call | 2.82 | 3.05 | 0.4462 | 0.5282 | 0.0546 | -0.0537 | 0.065 | 0.0216 |
2019-02-09 | BBY | 2019-03-08 | 59 | Put | 2.73 | 2.95 | 0.4403 | -0.4736 | 0.0559 | -0.0495 | 0.065 | -0.0201 |
2019-02-09 | BBY | 2019-03-08 | 60 | Call | 2.24 | 2.5 | 0.4286 | 0.4709 | 0.0569 | -0.0515 | 0.065 | 0.0195 |
2019-02-09 | BBY | 2019-03-08 | 60 | Put | 3.3 | 3.5 | 0.4417 | -0.5286 | 0.0557 | -0.0494 | 0.0649 | -0.0222 |
2019-02-09 | BBY | 2019-03-08 | 61.5 | Call | 1.64 | 1.87 | 0.4221 | 0.387 | 0.0556 | -0.0486 | 0.0625 | 0.0162 |
2019-02-09 | BBY | 2019-03-08 | 61.5 | Put | 4.2 | 4.4 | 0.4381 | -0.6098 | 0.0544 | -0.0469 | 0.0627 | -0.0249 |
2019-02-09 | BBY | 2019-03-08 | 63 | Call | 1.26 | 1.39 | 0.4271 | 0.3134 | 0.0508 | -0.0453 | 0.0579 | 0.0132 |
2019-02-09 | BBY | 2019-03-08 | 63 | Put | 5.2 | 5.4 | 0.4321 | -0.6873 | 0.0511 | -0.0422 | 0.058 | -0.027 |
2019-02-09 | BBY | 2019-03-08 | 65 | Call | 0.78 | 0.86 | 0.4181 | 0.221 | 0.0435 | -0.037 | 0.0485 | 0.0094 |
2019-02-09 | BBY | 2019-03-08 | 65 | Put | 6.7 | 7.1 | 0.4453 | -0.767 | 0.0432 | -0.0371 | 0.0515 | -0.0285 |
2019-02-09 | BBY | 2019-03-08 | 66 | Call | 0.6 | 0.66 | 0.4137 | 0.1809 | 0.039 | -0.0325 | 0.043 | 0.0077 |
2019-02-09 | BBY | 2019-03-08 | 66 | Put | 7.45 | 7.8 | 0.424 | -0.8176 | 0.0397 | -0.03 | 0.0436 | -0.0283 |
2019-02-09 | BBY | 2019-03-29 | 52.5 | Call | 7.35 | 7.9 | 0.4461 | 0.7954 | 0.0321 | -0.0327 | 0.0602 | 0.0392 |
2019-02-09 | BBY | 2019-03-29 | 52.5 | Put | 1.19 | 1.25 | 0.4289 | -0.2153 | 0.032 | -0.0266 | 0.0643 | -0.0169 |
2019-02-09 | BBY | 2019-03-29 | 53 | Call | 7 | 7.3 | 0.429 | 0.785 | 0.0344 | -0.0324 | 0.0615 | 0.0399 |
2019-02-09 | BBY | 2019-03-29 | 53 | Put | 1.3 | 1.39 | 0.4269 | -0.2327 | 0.0336 | -0.0277 | 0.0648 | -0.0182 |
2019-02-09 | BBY | 2019-03-29 | 55 | Call | 5.55 | 6.25 | 0.4468 | 0.6977 | 0.0386 | -0.0386 | 0.0749 | 0.0384 |
2019-02-09 | BBY | 2019-03-29 | 55 | Put | 1.71 | 2 | 0.4086 | -0.3059 | 0.0404 | -0.0302 | 0.0741 | -0.0236 |
2019-02-09 | BBY | 2019-03-29 | 56.5 | Call | 4.4 | 4.9 | 0.4034 | 0.6431 | 0.0456 | -0.0371 | 0.0793 | 0.0372 |
2019-02-09 | BBY | 2019-03-29 | 56.5 | Put | 2.38 | 2.54 | 0.4101 | -0.3723 | 0.0434 | -0.0325 | 0.0808 | -0.0285 |
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