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 | BLK | 2019-02-22 | 475 | Call | 0 | 2.7 | 0.2002 | 0.0002 | 0 | -0.0004 | 0.0005 | 0 |
2019-02-09 | BLK | 2019-02-22 | 475 | Put | 61.8 | 66 | 0.2334 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BLK | 2019-03-08 | 350 | Call | 60 | 64.1 | 0.2095 | 0.999 | 0.0002 | -0.0257 | 0.0048 | 0.2272 |
2019-02-09 | BLK | 2019-03-08 | 350 | Put | 0.55 | 1.75 | 0.3124 | -0.0321 | 0.002 | -0.0444 | 0.0813 | -0.0104 |
2019-02-09 | BLK | 2019-03-08 | 370 | Call | 40.5 | 44.6 | 0.2095 | 0.9791 | 0.0023 | -0.0477 | 0.062 | 0.2352 |
2019-02-09 | BLK | 2019-03-08 | 370 | Put | 1.45 | 2.6 | 0.3124 | -0.1133 | 0.0055 | -0.1183 | 0.2158 | -0.0352 |
2019-02-09 | BLK | 2019-03-08 | 382.5 | Call | 29.5 | 32.5 | 0.2261 | 0.9048 | 0.007 | -0.1058 | 0.1957 | 0.2243 |
2019-02-09 | BLK | 2019-03-08 | 382.5 | Put | 2.25 | 3.6 | 0.2691 | -0.1726 | 0.0084 | -0.1345 | 0.2972 | -0.053 |
2019-02-09 | BLK | 2019-03-08 | 395 | Call | 20 | 22.7 | 0.2472 | 0.7573 | 0.0118 | -0.1852 | 0.3536 | 0.192 |
2019-02-09 | BLK | 2019-03-08 | 395 | Put | 4.6 | 6 | 0.2472 | -0.2911 | 0.0123 | -0.1636 | 0.3955 | -0.0885 |
2019-02-09 | BLK | 2019-03-08 | 402.5 | Call | 14.2 | 16 | 0.2192 | 0.6741 | 0.0154 | -0.187 | 0.4032 | 0.175 |
2019-02-09 | BLK | 2019-03-08 | 402.5 | Put | 7 | 8.5 | 0.2404 | -0.3896 | 0.0142 | -0.1759 | 0.4315 | -0.1179 |
2019-02-09 | BLK | 2019-03-08 | 412.5 | Call | 8.3 | 9.9 | 0.212 | 0.5085 | 0.0175 | -0.1941 | 0.4435 | 0.135 |
2019-02-09 | BLK | 2019-03-08 | 412.5 | Put | 11.3 | 13.2 | 0.2319 | -0.5378 | 0.0152 | -0.1711 | 0.4499 | -0.1618 |
2019-02-09 | BLK | 2019-03-08 | 420 | Call | 4.8 | 6.4 | 0.204 | 0.3755 | 0.0173 | -0.1748 | 0.4252 | 0.1012 |
2019-02-09 | BLK | 2019-03-08 | 420 | Put | 15.8 | 17.5 | 0.2267 | -0.6505 | 0.0145 | -0.151 | 0.4182 | -0.195 |
2019-02-09 | BLK | 2019-03-08 | 427.5 | Call | 2.45 | 3.8 | 0.1968 | 0.2502 | 0.015 | -0.1395 | 0.3547 | 0.0684 |
2019-02-09 | BLK | 2019-03-08 | 427.5 | Put | 20.9 | 23.8 | 0.2351 | -0.7404 | 0.0123 | -0.1325 | 0.3788 | -0.2221 |
2019-02-09 | BLK | 2019-03-08 | 440 | Call | 0.5 | 2.3 | 0.2482 | 0.1689 | 0.0093 | -0.1358 | 0.2911 | 0.0467 |
2019-02-09 | BLK | 2019-03-08 | 440 | Put | 31.1 | 34.8 | 0.2482 | -0.8481 | 0.0084 | -0.0923 | 0.2756 | -0.2562 |
2019-02-09 | BLK | 2019-03-08 | 452.5 | Call | 0.35 | 1.3 | 0.2836 | 0.1153 | 0.0062 | -0.118 | 0.2316 | 0.0324 |
2019-02-09 | BLK | 2019-03-08 | 452.5 | Put | 42.7 | 47 | 0.2836 | -0.8945 | 0.0057 | -0.0768 | 0.221 | -0.2751 |
2019-02-09 | BLK | 2019-03-08 | 475 | Call | 0 | 0.9 | 0.3093 | 0.0469 | 0.0029 | -0.0638 | 0.1131 | 0.0135 |
2019-02-09 | BLK | 2019-03-08 | 475 | Put | 64.2 | 68.5 | 0.3093 | -0.9565 | 0.0027 | -0.0262 | 0.1074 | -0.3033 |
2019-02-09 | BLK | 2019-03-29 | 382.5 | Call | 30.9 | 33.7 | 0.231 | 0.8449 | 0.0082 | -0.1218 | 0.355 | 0.2678 |
2019-02-09 | BLK | 2019-03-29 | 382.5 | Put | 4.7 | 5.5 | 0.2587 | -0.2195 | 0.0077 | -0.1112 | 0.4556 | -0.1139 |
2019-02-09 | BLK | 2019-03-29 | 395 | Call | 21.6 | 24.1 | 0.2311 | 0.7157 | 0.0111 | -0.155 | 0.5071 | 0.2651 |
2019-02-09 | BLK | 2019-03-29 | 395 | Put | 7 | 8.8 | 0.2396 | -0.3231 | 0.0101 | -0.123 | 0.5434 | -0.1631 |
2019-02-09 | BLK | 2019-03-29 | 402.5 | Call | 16.7 | 18.4 | 0.2218 | 0.63 | 0.0126 | -0.1592 | 0.5592 | 0.2512 |
2019-02-09 | BLK | 2019-03-29 | 402.5 | Put | 9.6 | 11.5 | 0.2341 | -0.4027 | 0.0112 | -0.1279 | 0.5808 | -0.199 |
2019-02-09 | BLK | 2019-03-29 | 412.5 | Call | 11.1 | 12.7 | 0.2162 | 0.4997 | 0.0133 | -0.1557 | 0.5885 | 0.2193 |
2019-02-09 | BLK | 2019-03-29 | 412.5 | Put | 14.1 | 16.1 | 0.2278 | -0.519 | 0.0119 | -0.1253 | 0.5932 | -0.2462 |
2019-02-09 | BLK | 2019-03-29 | 420 | Call | 6.9 | 9.1 | 0.2031 | 0.3959 | 0.0134 | -0.1374 | 0.5762 | 0.1832 |
2019-02-09 | BLK | 2019-03-29 | 420 | Put | 17.8 | 20.6 | 0.2217 | -0.6093 | 0.0119 | -0.1143 | 0.5722 | -0.2782 |
2019-02-09 | BLK | 2019-03-29 | 427.5 | Call | 5.4 | 6.7 | 0.212 | 0.3124 | 0.0116 | -0.1276 | 0.5378 | 0.1535 |
2019-02-09 | BLK | 2019-03-29 | 427.5 | Put | 22.8 | 25 | 0.2144 | -0.6993 | 0.0112 | -0.096 | 0.5279 | -0.3037 |
2019-02-09 | BLK | 2019-03-29 | 440 | Call | 2.65 | 3.4 | 0.2069 | 0.1856 | 0.0088 | -0.0912 | 0.4115 | 0.0962 |
2019-02-09 | BLK | 2019-03-29 | 440 | Put | 32 | 35.9 | 0.2214 | -0.8085 | 0.0086 | -0.0708 | 0.418 | -0.3281 |
2019-02-09 | BLK | 2019-03-29 | 452.5 | Call | 1.25 | 2.3 | 0.218 | 0.1154 | 0.006 | -0.0681 | 0.291 | 0.0608 |
2019-02-09 | BLK | 2019-03-29 | 452.5 | Put | 43.1 | 47.5 | 0.2384 | -0.8725 | 0.0062 | -0.0519 | 0.3196 | -0.3397 |
2019-02-09 | BLL | 2019-02-15 | 45 | Call | 8.5 | 9 | 0.294 | 1 | 0 | -0.0031 | 0 | 0.0086 |
2019-02-09 | BLL | 2019-02-15 | 45 | Put | 0 | 0.05 | 0.294 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | BLL | 2019-02-15 | 47.5 | Call | 6 | 6.9 | 0.294 | 0.9992 | 0.0013 | -0.0038 | 0.0002 | 0.0091 |
2019-02-09 | BLL | 2019-02-15 | 47.5 | Put | 0 | 0.05 | 0.294 | -0.0008 | 0.0013 | -0.0005 | 0.0002 | 0 |
2019-02-09 | BLL | 2019-02-15 | 50 | Call | 3.7 | 4.1 | 0.294 | 0.9698 | 0.0312 | -0.0141 | 0.0051 | 0.0093 |
2019-02-09 | BLL | 2019-02-15 | 50 | Put | 0 | 0.05 | 0.294 | -0.0302 | 0.0312 | -0.0106 | 0.0051 | -0.0003 |
2019-02-09 | BLL | 2019-02-15 | 52.5 | Call | 1.4 | 1.7 | 0.294 | 0.7515 | 0.1444 | -0.0524 | 0.0236 | 0.0074 |
2019-02-09 | BLL | 2019-02-15 | 52.5 | Put | 0.1 | 0.25 | 0.294 | -0.2488 | 0.1452 | -0.049 | 0.0236 | -0.0024 |
2019-02-09 | BLL | 2019-02-15 | 55 | Call | 0.1 | 0.5 | 0.294 | 0.3213 | 0.1633 | -0.0574 | 0.0267 | 0.0032 |
2019-02-09 | BLL | 2019-02-15 | 55 | Put | 1.2 | 1.85 | 0.294 | -0.6809 | 0.1649 | -0.0541 | 0.0272 | -0.0059 |
2019-02-09 | BLL | 2019-02-15 | 57.5 | Call | 0 | 0.1 | 0.294 | 0.0598 | 0.0542 | -0.0189 | 0.0089 | 0.0006 |
2019-02-09 | BLL | 2019-02-15 | 57.5 | Put | 3.4 | 4 | 0.294 | -0.9457 | 0.0554 | -0.0152 | 0.0087 | -0.0049 |
2019-02-09 | BLL | 2019-02-15 | 60 | Call | 0 | 0.1 | 0.294 | 0.0046 | 0.0062 | -0.0021 | 0.001 | 0 |
2019-02-09 | BLL | 2019-02-15 | 60 | Put | 5.9 | 6.5 | 0.294 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BLL | 2019-03-15 | 45 | Call | 8.6 | 9.4 | 0.265 | 0.9914 | 0.0059 | -0.0048 | 0.0043 | 0.0244 |
2019-02-09 | BLL | 2019-03-15 | 45 | Put | 0 | 0.2 | 0.2735 | -0.0145 | 0.0081 | -0.0023 | 0.0061 | -0.0008 |
2019-02-09 | BLL | 2019-03-15 | 47.5 | Call | 6.1 | 7 | 0.265 | 0.95 | 0.0251 | -0.0101 | 0.0184 | 0.029 |
2019-02-09 | BLL | 2019-03-15 | 47.5 | Put | 0.1 | 0.15 | 0.2735 | -0.0612 | 0.0267 | -0.0077 | 0.0208 | -0.0031 |
2019-02-09 | BLL | 2019-03-15 | 50 | Call | 3.9 | 4.4 | 0.2128 | 0.8881 | 0.0566 | -0.0132 | 0.0334 | 0.0318 |
2019-02-09 | BLL | 2019-03-15 | 50 | Put | 0.25 | 0.4 | 0.2439 | -0.1493 | 0.0576 | -0.013 | 0.0395 | -0.0073 |
2019-02-09 | BLL | 2019-03-15 | 52.5 | Call | 2.05 | 2.35 | 0.2081 | 0.6763 | 0.1057 | -0.0206 | 0.0604 | 0.03 |
2019-02-09 | BLL | 2019-03-15 | 52.5 | Put | 0.7 | 0.85 | 0.2086 | -0.3289 | 0.1053 | -0.0169 | 0.0609 | -0.0154 |
2019-02-09 | BLL | 2019-03-15 | 55 | Call | 0.7 | 1 | 0.1958 | 0.3849 | 0.1181 | -0.0193 | 0.064 | 0.0188 |
2019-02-09 | BLL | 2019-03-15 | 55 | Put | 1.8 | 2.1 | 0.199 | -0.6193 | 0.1176 | -0.016 | 0.0636 | -0.0265 |
2019-02-09 | BLL | 2019-03-15 | 57.5 | Call | 0.1 | 0.35 | 0.222 | 0.1841 | 0.0723 | -0.0148 | 0.0451 | 0.0092 |
2019-02-09 | BLL | 2019-03-15 | 57.5 | Put | 3.7 | 4.2 | 0.222 | -0.8234 | 0.0728 | -0.0108 | 0.0439 | -0.0321 |
2019-02-09 | BLL | 2019-03-15 | 60 | Call | 0 | 0.1 | 0.222 | 0.0645 | 0.0341 | -0.0069 | 0.021 | 0.0032 |
2019-02-09 | BLL | 2019-03-15 | 60 | Put | 5.8 | 6.6 | 0.222 | -0.9431 | 0.0329 | -0.0024 | 0.0202 | -0.0331 |
2019-02-09 | BMY | 2019-02-22 | 43 | Call | 5.85 | 9.5 | 0.3242 | 0.9937 | 0.0056 | -0.005 | 0.0018 | 0.0163 |
2019-02-09 | BMY | 2019-02-22 | 43 | Put | 0 | 0.08 | 0.3383 | -0.0084 | 0.0069 | -0.0027 | 0.0022 | -0.0002 |
2019-02-09 | BMY | 2019-02-22 | 45 | Call | 4.25 | 7.15 | 0.3242 | 0.9621 | 0.0259 | -0.0124 | 0.0081 | 0.0165 |
2019-02-09 | BMY | 2019-02-22 | 45 | Put | 0.04 | 0.13 | 0.3383 | -0.0441 | 0.028 | -0.0109 | 0.0092 | -0.0009 |
2019-02-09 | BMY | 2019-02-22 | 47 | Call | 2.95 | 3.6 | 0.3242 | 0.8624 | 0.069 | -0.0278 | 0.0216 | 0.0153 |
2019-02-09 | BMY | 2019-02-22 | 47 | Put | 0.09 | 0.28 | 0.3383 | -0.1472 | 0.0692 | -0.0268 | 0.0226 | -0.0029 |
2019-02-09 | BMY | 2019-02-22 | 48 | Call | 2.2 | 2.9 | 0.3242 | 0.7762 | 0.0938 | -0.0366 | 0.0294 | 0.0139 |
2019-02-09 | BMY | 2019-02-22 | 48 | Put | 0.31 | 0.62 | 0.3383 | -0.2328 | 0.0924 | -0.0357 | 0.0307 | -0.0043 |
2019-02-09 | BMY | 2019-02-22 | 49 | Call | 1.78 | 2.2 | 0.3242 | 0.6681 | 0.1139 | -0.0436 | 0.0357 | 0.0121 |
2019-02-09 | BMY | 2019-02-22 | 49 | Put | 0.65 | 0.9 | 0.3383 | -0.3382 | 0.1106 | -0.0425 | 0.0363 | -0.0061 |
2019-02-09 | BMY | 2019-02-22 | 50 | Call | 1.27 | 1.59 | 0.3301 | 0.5459 | 0.1221 | -0.0478 | 0.039 | 0.01 |
2019-02-09 | BMY | 2019-02-22 | 50 | Put | 1.11 | 1.4 | 0.3531 | -0.4565 | 0.1151 | -0.0479 | 0.0391 | -0.0081 |
2019-02-09 | BMY | 2019-02-22 | 51 | Call | 0.98 | 1.25 | 0.3673 | 0.4346 | 0.109 | -0.0522 | 0.0387 | 0.0079 |
2019-02-09 | BMY | 2019-02-22 | 51 | Put | 1.74 | 2.19 | 0.3972 | -0.5599 | 0.102 | -0.0535 | 0.0391 | -0.0097 |
2019-02-09 | BMY | 2019-02-22 | 52 | Call | 0.63 | 1.1 | 0.3965 | 0.3456 | 0.0946 | -0.0525 | 0.0362 | 0.0063 |
2019-02-09 | BMY | 2019-02-22 | 52 | Put | 2.38 | 2.82 | 0.3961 | -0.6566 | 0.0955 | -0.0493 | 0.0362 | -0.011 |
2019-02-09 | BMY | 2019-02-22 | 54 | Call | 0.32 | 0.63 | 0.4278 | 0.2081 | 0.0682 | -0.0438 | 0.0282 | 0.0038 |
2019-02-09 | BMY | 2019-02-22 | 54 | Put | 4.1 | 4.6 | 0.4753 | -0.7677 | 0.0664 | -0.0488 | 0.0307 | -0.0123 |
2019-02-09 | BMY | 2019-02-22 | 55 | Call | 0.2 | 0.52 | 0.4769 | 0.1797 | 0.0559 | -0.0445 | 0.0258 | 0.0033 |
2019-02-09 | BMY | 2019-02-22 | 55 | Put | 5 | 5.35 | 0.4769 | -0.8234 | 0.0565 | -0.0412 | 0.0261 | -0.0125 |
2019-02-09 | BMY | 2019-02-22 | 58 | Call | 0.12 | 0.29 | 0.6443 | 0.1421 | 0.0355 | -0.0514 | 0.0221 | 0.0026 |
2019-02-09 | BMY | 2019-02-22 | 58 | Put | 6.35 | 10.4 | 0.6443 | -0.8606 | 0.0358 | -0.0478 | 0.0216 | -0.0132 |
2019-02-09 | BMY | 2019-03-08 | 43 | Call | 6.6 | 8.15 | 0.2649 | 0.9853 | 0.0101 | -0.0054 | 0.0052 | 0.0323 |
2019-02-09 | BMY | 2019-03-08 | 43 | Put | 0.01 | 0.17 | 0.2649 | -0.0147 | 0.0101 | -0.0024 | 0.0052 | -0.0006 |
2019-02-09 | BMY | 2019-03-08 | 45 | Call | 4.75 | 6.1 | 0.2649 | 0.9406 | 0.0321 | -0.0107 | 0.0164 | 0.0321 |
2019-02-09 | BMY | 2019-03-08 | 45 | Put | 0.16 | 0.41 | 0.2649 | -0.0594 | 0.0321 | -0.0076 | 0.0164 | -0.0024 |
2019-02-09 | BMY | 2019-03-08 | 47 | Call | 3.25 | 4.05 | 0.2649 | 0.8331 | 0.0679 | -0.0191 | 0.0348 | 0.0293 |
2019-02-09 | BMY | 2019-03-08 | 47 | Put | 0.32 | 0.97 | 0.2649 | -0.167 | 0.0684 | -0.016 | 0.0365 | -0.0061 |
2019-02-09 | BMY | 2019-03-08 | 48 | Call | 2.55 | 3.35 | 0.2808 | 0.7407 | 0.0829 | -0.025 | 0.045 | 0.0263 |
2019-02-09 | BMY | 2019-03-08 | 48 | Put | 0.62 | 1 | 0.318 | -0.2818 | 0.077 | -0.0258 | 0.0469 | -0.0103 |
2019-02-09 | BMY | 2019-03-08 | 49 | Call | 2.08 | 2.72 | 0.3032 | 0.6399 | 0.0887 | -0.0303 | 0.052 | 0.0228 |
2019-02-09 | BMY | 2019-03-08 | 49 | Put | 1.15 | 1.53 | 0.3509 | -0.3751 | 0.0783 | -0.0319 | 0.0528 | -0.0136 |
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