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 | BIIB | 2019-02-22 | 327.5 | Call | 1.2 | 2.75 | 0.2905 | 0.2637 | 0.0182 | -0.2149 | 0.2016 | 0.0308 |
2019-02-09 | BIIB | 2019-02-22 | 327.5 | Put | 13.2 | 16.6 | 0.2905 | -0.7401 | 0.0185 | -0.1949 | 0.2037 | -0.0707 |
2019-02-09 | BIIB | 2019-02-22 | 337.5 | Call | 0.15 | 2.65 | 0.2596 | 0.0958 | 0.0106 | -0.0994 | 0.105 | 0.0113 |
2019-02-09 | BIIB | 2019-02-22 | 337.5 | Put | 22.3 | 25.4 | 0.3096 | -0.8667 | 0.0118 | -0.1334 | 0.1336 | -0.0701 |
2019-02-09 | BIIB | 2019-02-22 | 347.5 | Call | 0 | 1.8 | 0.2596 | 0.03 | 0.0043 | -0.0396 | 0.042 | 0.0036 |
2019-02-09 | BIIB | 2019-02-22 | 347.5 | Put | 31.3 | 34.9 | 0.3096 | -0.9495 | 0.0064 | -0.0597 | 0.0677 | -0.0522 |
2019-02-09 | BIIB | 2019-02-22 | 362.5 | Call | 0 | 2.3 | 0.2596 | 0.0033 | 0.0006 | -0.0058 | 0.0062 | 0.0004 |
2019-02-09 | BIIB | 2019-02-22 | 362.5 | Put | 45.9 | 49.8 | 0.3096 | -0.9993 | 0.0009 | 0 | 0.0024 | 0 |
2019-02-09 | BIIB | 2019-03-08 | 270 | Call | 44.4 | 48.2 | 0.3045 | 0.9712 | 0.0025 | -0.0494 | 0.0575 | 0.1994 |
2019-02-09 | BIIB | 2019-03-08 | 270 | Put | 0.7 | 3.2 | 0.3045 | -0.0288 | 0.0025 | -0.0306 | 0.0575 | -0.0072 |
2019-02-09 | BIIB | 2019-03-08 | 285 | Call | 30.5 | 33.6 | 0.3045 | 0.8956 | 0.0068 | -0.1034 | 0.158 | 0.1918 |
2019-02-09 | BIIB | 2019-03-08 | 285 | Put | 1.8 | 3.9 | 0.3045 | -0.1044 | 0.0068 | -0.0836 | 0.158 | -0.0263 |
2019-02-09 | BIIB | 2019-03-08 | 292.5 | Call | 24.1 | 27 | 0.2964 | 0.8346 | 0.0096 | -0.1315 | 0.217 | 0.1821 |
2019-02-09 | BIIB | 2019-03-08 | 292.5 | Put | 2.85 | 4.9 | 0.3604 | -0.2077 | 0.0092 | -0.1569 | 0.2493 | -0.0486 |
2019-02-09 | BIIB | 2019-03-08 | 302.5 | Call | 17 | 19.1 | 0.2965 | 0.7132 | 0.0132 | -0.1718 | 0.2972 | 0.1585 |
2019-02-09 | BIIB | 2019-03-08 | 302.5 | Put | 5 | 7.1 | 0.3356 | -0.307 | 0.0121 | -0.1779 | 0.3054 | -0.0704 |
2019-02-09 | BIIB | 2019-03-08 | 310 | Call | 11.7 | 14.4 | 0.2878 | 0.6064 | 0.0153 | -0.185 | 0.3357 | 0.1365 |
2019-02-09 | BIIB | 2019-03-08 | 310 | Put | 6.4 | 9.6 | 0.307 | -0.3998 | 0.0146 | -0.1774 | 0.3397 | -0.0888 |
2019-02-09 | BIIB | 2019-03-08 | 315 | Call | 8.9 | 11.1 | 0.277 | 0.5274 | 0.0165 | -0.1827 | 0.3473 | 0.1198 |
2019-02-09 | BIIB | 2019-03-08 | 315 | Put | 9.5 | 11 | 0.3042 | -0.4745 | 0.0152 | -0.1799 | 0.3472 | -0.1033 |
2019-02-09 | BIIB | 2019-03-08 | 322.5 | Call | 5.4 | 8.6 | 0.2847 | 0.4093 | 0.0156 | -0.181 | 0.3391 | 0.0935 |
2019-02-09 | BIIB | 2019-03-08 | 322.5 | Put | 13.4 | 16 | 0.3106 | -0.5839 | 0.0146 | -0.178 | 0.3421 | -0.1227 |
2019-02-09 | BIIB | 2019-03-08 | 327.5 | Call | 3.9 | 6.8 | 0.2866 | 0.3368 | 0.0146 | -0.1701 | 0.3186 | 0.0773 |
2019-02-09 | BIIB | 2019-03-08 | 327.5 | Put | 16.2 | 19.4 | 0.3059 | -0.6557 | 0.0141 | -0.1636 | 0.322 | -0.1324 |
2019-02-09 | BIIB | 2019-03-08 | 337.5 | Call | 1.5 | 3.7 | 0.3212 | 0.2405 | 0.0111 | -0.1609 | 0.2716 | 0.0552 |
2019-02-09 | BIIB | 2019-03-08 | 337.5 | Put | 24.1 | 27.2 | 0.3212 | -0.7653 | 0.0113 | -0.1404 | 0.2719 | -0.1425 |
2019-02-09 | BIIB | 2019-03-08 | 347.5 | Call | 0.8 | 2.85 | 0.3362 | 0.1628 | 0.0084 | -0.1324 | 0.2148 | 0.0375 |
2019-02-09 | BIIB | 2019-03-08 | 347.5 | Put | 32.6 | 36 | 0.3362 | -0.8443 | 0.0086 | -0.1115 | 0.2085 | -0.1412 |
2019-02-09 | BIIB | 2019-03-08 | 362.5 | Call | 0.45 | 2.75 | 0.3453 | 0.0813 | 0.005 | -0.0827 | 0.1313 | 0.0188 |
2019-02-09 | BIIB | 2019-03-08 | 362.5 | Put | 46.2 | 50.2 | 0.3453 | -0.9287 | 0.0052 | -0.061 | 0.1211 | -0.1149 |
2019-02-09 | BIIB | 2019-03-29 | 300 | Call | 23.3 | 26.1 | 0.3408 | 0.6859 | 0.009 | -0.1562 | 0.4094 | 0.2567 |
2019-02-09 | BIIB | 2019-03-29 | 300 | Put | 7.7 | 11 | 0.3595 | -0.3221 | 0.0087 | -0.1454 | 0.4174 | -0.1304 |
2019-02-09 | BIIB | 2019-03-29 | 302.5 | Call | 21.7 | 24.3 | 0.3376 | 0.663 | 0.0094 | -0.1586 | 0.4214 | 0.2493 |
2019-02-09 | BIIB | 2019-03-29 | 302.5 | Put | 8.8 | 12 | 0.362 | -0.3458 | 0.0089 | -0.1505 | 0.4237 | -0.1394 |
2019-02-09 | BIIB | 2019-03-29 | 310 | Call | 17.1 | 20.2 | 0.337 | 0.5881 | 0.01 | -0.1665 | 0.4491 | 0.2235 |
2019-02-09 | BIIB | 2019-03-29 | 310 | Put | 12.4 | 14.7 | 0.3599 | -0.4165 | 0.0095 | -0.1571 | 0.4489 | -0.1653 |
2019-02-09 | BIIB | 2019-03-29 | 315 | Call | 14.5 | 17.4 | 0.3339 | 0.537 | 0.0103 | -0.1673 | 0.4584 | 0.2055 |
2019-02-09 | BIIB | 2019-03-29 | 315 | Put | 14.1 | 17.4 | 0.3545 | -0.4651 | 0.0099 | -0.1569 | 0.4581 | -0.1815 |
2019-02-09 | BIIB | 2019-03-29 | 322.5 | Call | 10.9 | 13.1 | 0.3211 | 0.4569 | 0.0107 | -0.1595 | 0.4577 | 0.177 |
2019-02-09 | BIIB | 2019-03-29 | 322.5 | Put | 17.9 | 21.4 | 0.3491 | -0.5396 | 0.01 | -0.1527 | 0.4603 | -0.205 |
2019-02-09 | BIIB | 2019-03-29 | 327.5 | Call | 8.8 | 11.4 | 0.3215 | 0.4057 | 0.0104 | -0.1554 | 0.4474 | 0.1579 |
2019-02-09 | BIIB | 2019-03-29 | 327.5 | Put | 21 | 24.3 | 0.3481 | -0.5882 | 0.0099 | -0.1483 | 0.4525 | -0.2184 |
2019-02-09 | BIIB | 2019-03-29 | 337.5 | Call | 5.3 | 8.8 | 0.3236 | 0.312 | 0.0095 | -0.1414 | 0.4082 | 0.1224 |
2019-02-09 | BIIB | 2019-03-29 | 337.5 | Put | 27.5 | 30.9 | 0.3421 | -0.6824 | 0.0093 | -0.1307 | 0.4105 | -0.2393 |
2019-02-09 | BIIB | 2019-03-29 | 347.5 | Call | 2.9 | 6.8 | 0.346 | 0.2479 | 0.0079 | -0.1342 | 0.3651 | 0.0974 |
2019-02-09 | BIIB | 2019-03-29 | 347.5 | Put | 35.3 | 38.6 | 0.346 | -0.76 | 0.0081 | -0.113 | 0.3637 | -0.2485 |
2019-02-09 | BIIB | 2019-03-29 | 362.5 | Call | 2.2 | 4.1 | 0.3493 | 0.1577 | 0.006 | -0.1026 | 0.2781 | 0.0624 |
2019-02-09 | BIIB | 2019-03-29 | 362.5 | Put | 48.1 | 51.5 | 0.3555 | -0.8479 | 0.0062 | -0.0845 | 0.2776 | -0.2411 |
2019-02-09 | BK | 2019-02-22 | 44 | Call | 7.5 | 8.55 | 0.2667 | 0.9993 | 0.0009 | -0.0033 | 0.0003 | 0.0168 |
2019-02-09 | BK | 2019-02-22 | 44 | Put | 0.03 | 0.26 | 0.3221 | -0.0041 | 0.0037 | -0.0014 | 0.0012 | -0.0001 |
2019-02-09 | BK | 2019-02-22 | 46.5 | Call | 5.1 | 5.8 | 0.2667 | 0.9831 | 0.0155 | -0.0072 | 0.0043 | 0.0175 |
2019-02-09 | BK | 2019-02-22 | 46.5 | Put | 0.06 | 0.12 | 0.3221 | -0.0386 | 0.0256 | -0.0096 | 0.0085 | -0.0008 |
2019-02-09 | BK | 2019-02-22 | 48 | Call | 3.45 | 4.15 | 0.305 | 0.9085 | 0.0531 | -0.0212 | 0.0167 | 0.0165 |
2019-02-09 | BK | 2019-02-22 | 48 | Put | 0.1 | 0.17 | 0.305 | -0.0912 | 0.0532 | -0.0179 | 0.0174 | -0.0018 |
2019-02-09 | BK | 2019-02-22 | 50 | Call | 2 | 2.23 | 0.2194 | 0.8109 | 0.1216 | -0.0243 | 0.0275 | 0.0153 |
2019-02-09 | BK | 2019-02-22 | 50 | Put | 0.26 | 0.33 | 0.2397 | -0.2093 | 0.1189 | -0.0244 | 0.0296 | -0.0039 |
2019-02-09 | BK | 2019-02-22 | 51 | Call | 1.26 | 1.45 | 0.21 | 0.6689 | 0.1701 | -0.0299 | 0.0368 | 0.0128 |
2019-02-09 | BK | 2019-02-22 | 51 | Put | 0.51 | 0.57 | 0.2269 | -0.343 | 0.1609 | -0.0292 | 0.0375 | -0.0062 |
2019-02-09 | BK | 2019-02-22 | 52 | Call | 0.72 | 0.85 | 0.2081 | 0.4856 | 0.1888 | -0.0318 | 0.0405 | 0.0093 |
2019-02-09 | BK | 2019-02-22 | 52 | Put | 0.87 | 0.98 | 0.2122 | -0.5164 | 0.1875 | -0.0291 | 0.0405 | -0.0089 |
2019-02-09 | BK | 2019-02-22 | 53 | Call | 0.31 | 0.44 | 0.1992 | 0.2988 | 0.1717 | -0.0261 | 0.0352 | 0.0058 |
2019-02-09 | BK | 2019-02-22 | 53 | Put | 1.46 | 1.57 | 0.2031 | -0.7023 | 0.1724 | -0.0235 | 0.0354 | -0.0108 |
2019-02-09 | BK | 2019-02-22 | 54 | Call | 0.12 | 0.2 | 0.1978 | 0.1552 | 0.1188 | -0.0177 | 0.0242 | 0.003 |
2019-02-09 | BK | 2019-02-22 | 54 | Put | 2.17 | 2.55 | 0.2254 | -0.8185 | 0.1206 | -0.0194 | 0.0271 | -0.0112 |
2019-02-09 | BK | 2019-02-22 | 55 | Call | 0.04 | 0.1 | 0.1978 | 0.0684 | 0.0657 | -0.0097 | 0.0134 | 0.0013 |
2019-02-09 | BK | 2019-02-22 | 55 | Put | 3 | 3.6 | 0.2254 | -0.9126 | 0.0778 | -0.011 | 0.0167 | -0.0096 |
2019-02-09 | BK | 2019-02-22 | 57 | Call | 0 | 0.21 | 0.1978 | 0.008 | 0.0109 | -0.0016 | 0.0022 | 0.0002 |
2019-02-09 | BK | 2019-02-22 | 57 | Put | 4.9 | 5.6 | 0.2254 | -0.9979 | 0.0146 | 0 | 0.0013 | 0 |
2019-02-09 | BK | 2019-02-22 | 60 | Call | 0 | 0.21 | 0.1978 | 0.0001 | 0.0002 | 0 | 0 | 0 |
2019-02-09 | BK | 2019-02-22 | 60 | Put | 8.05 | 8.7 | 0.2254 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BK | 2019-03-08 | 45 | Call | 6.7 | 7.25 | 0.2909 | 0.9655 | 0.0183 | -0.0087 | 0.011 | 0.033 |
2019-02-09 | BK | 2019-03-08 | 45 | Put | 0.04 | 0.33 | 0.3069 | -0.042 | 0.0203 | -0.0069 | 0.0129 | -0.0017 |
2019-02-09 | BK | 2019-03-08 | 46.5 | Call | 5.1 | 6.05 | 0.2909 | 0.921 | 0.0353 | -0.0139 | 0.0211 | 0.0323 |
2019-02-09 | BK | 2019-03-08 | 46.5 | Put | 0.14 | 0.24 | 0.3069 | -0.0896 | 0.0369 | -0.0124 | 0.024 | -0.0035 |
2019-02-09 | BK | 2019-03-08 | 48 | Call | 3.95 | 4.4 | 0.2606 | 0.8701 | 0.0565 | -0.017 | 0.0303 | 0.0314 |
2019-02-09 | BK | 2019-03-08 | 48 | Put | 0.25 | 0.46 | 0.2922 | -0.1557 | 0.0573 | -0.0174 | 0.0343 | -0.006 |
2019-02-09 | BK | 2019-03-08 | 50 | Call | 2.34 | 2.59 | 0.2272 | 0.7369 | 0.1001 | -0.0215 | 0.0468 | 0.0274 |
2019-02-09 | BK | 2019-03-08 | 50 | Put | 0.53 | 0.65 | 0.2376 | -0.2725 | 0.0982 | -0.0194 | 0.0476 | -0.0101 |
2019-02-09 | BK | 2019-03-08 | 51 | Call | 1.61 | 1.85 | 0.213 | 0.6317 | 0.1233 | -0.0228 | 0.0541 | 0.0238 |
2019-02-09 | BK | 2019-03-08 | 51 | Put | 0.82 | 0.96 | 0.2285 | -0.3776 | 0.1171 | -0.0211 | 0.0546 | -0.0135 |
2019-02-09 | BK | 2019-03-08 | 52 | Call | 1.04 | 1.25 | 0.2058 | 0.5021 | 0.1351 | -0.0228 | 0.0573 | 0.0191 |
2019-02-09 | BK | 2019-03-08 | 52 | Put | 1.21 | 1.4 | 0.2202 | -0.5001 | 0.1282 | -0.021 | 0.0573 | -0.0172 |
2019-02-09 | BK | 2019-03-08 | 53 | Call | 0.62 | 0.85 | 0.2063 | 0.3715 | 0.1277 | -0.0213 | 0.0543 | 0.0142 |
2019-02-09 | BK | 2019-03-08 | 53 | Put | 1.77 | 2.02 | 0.2211 | -0.6242 | 0.1226 | -0.0197 | 0.0547 | -0.0202 |
2019-02-09 | BK | 2019-03-08 | 54 | Call | 0.34 | 0.5 | 0.2012 | 0.2504 | 0.1101 | -0.0173 | 0.0457 | 0.0096 |
2019-02-09 | BK | 2019-03-08 | 54 | Put | 2.42 | 2.71 | 0.2145 | -0.7434 | 0.1095 | -0.0157 | 0.0473 | -0.0216 |
2019-02-09 | BK | 2019-03-08 | 55.5 | Call | 0.12 | 0.22 | 0.2012 | 0.1221 | 0.0701 | -0.0109 | 0.0291 | 0.0047 |
2019-02-09 | BK | 2019-03-08 | 55.5 | Put | 3.65 | 4.1 | 0.2363 | -0.8477 | 0.0755 | -0.0122 | 0.0336 | -0.0211 |
2019-02-09 | BK | 2019-03-08 | 57 | Call | 0.04 | 0.11 | 0.2012 | 0.0502 | 0.0358 | -0.0055 | 0.0148 | 0.0019 |
2019-02-09 | BK | 2019-03-08 | 57 | Put | 5.05 | 5.3 | 0.2363 | -0.9327 | 0.048 | -0.0061 | 0.019 | -0.0156 |
2019-02-09 | BK | 2019-03-08 | 59.5 | Call | 0 | 0.13 | 0.2012 | 0.0079 | 0.0075 | -0.0011 | 0.0031 | 0.0003 |
2019-02-09 | BK | 2019-03-08 | 59.5 | Put | 7.55 | 7.8 | 0.2363 | -1 | 0.005 | 0 | 0.0002 | 0 |
2019-02-09 | BK | 2019-03-29 | 45.5 | Call | 6.35 | 7.25 | 0.3068 | 0.8938 | 0.0315 | -0.0137 | 0.0348 | 0.053 |
2019-02-09 | BK | 2019-03-29 | 45.5 | Put | 0.23 | 0.32 | 0.2961 | -0.0989 | 0.031 | -0.0096 | 0.0331 | -0.0072 |
2019-02-09 | BK | 2019-03-29 | 46.5 | Call | 5.55 | 5.9 | 0.2479 | 0.8996 | 0.0374 | -0.0114 | 0.0334 | 0.0549 |
2019-02-09 | BK | 2019-03-29 | 46.5 | Put | 0.3 | 0.36 | 0.2745 | -0.1224 | 0.0392 | -0.0104 | 0.0397 | -0.0082 |
2019-02-09 | BK | 2019-03-29 | 48 | Call | 4.25 | 4.6 | 0.2397 | 0.831 | 0.0554 | -0.0145 | 0.0479 | 0.0518 |
2019-02-09 | BK | 2019-03-29 | 48 | Put | 0.37 | 0.64 | 0.255 | -0.1832 | 0.0552 | -0.0125 | 0.0506 | -0.0121 |
2019-02-09 | BK | 2019-03-29 | 50 | Call | 2.7 | 3.2 | 0.2385 | 0.6898 | 0.078 | -0.0187 | 0.067 | 0.044 |
2019-02-09 | BK | 2019-03-29 | 50 | Put | 0.77 | 1.01 | 0.2291 | -0.3067 | 0.0817 | -0.0146 | 0.0661 | -0.0196 |
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