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 | BMY | 2019-03-08 | 50 | Call | 1.54 | 2.25 | 0.3132 | 0.5464 | 0.091 | -0.0326 | 0.0551 | 0.0196 |
2019-02-09 | BMY | 2019-03-08 | 50 | Put | 1.64 | 2.11 | 0.3657 | -0.4567 | 0.0787 | -0.0346 | 0.0552 | -0.0163 |
2019-02-09 | BMY | 2019-03-08 | 51 | Call | 1.32 | 1.85 | 0.3413 | 0.4621 | 0.0837 | -0.0352 | 0.0552 | 0.0166 |
2019-02-09 | BMY | 2019-03-08 | 51 | Put | 2.1 | 2.59 | 0.3539 | -0.5376 | 0.0817 | -0.0333 | 0.0553 | -0.0186 |
2019-02-09 | BMY | 2019-03-08 | 52 | Call | 0.84 | 1.49 | 0.3346 | 0.3789 | 0.0817 | -0.0329 | 0.0529 | 0.0137 |
2019-02-09 | BMY | 2019-03-08 | 52 | Put | 2.82 | 3.25 | 0.3683 | -0.6099 | 0.076 | -0.0333 | 0.0532 | -0.0207 |
2019-02-09 | BMY | 2019-03-08 | 54 | Call | 0.46 | 1.04 | 0.4095 | 0.2857 | 0.0597 | -0.0355 | 0.0473 | 0.0103 |
2019-02-09 | BMY | 2019-03-08 | 54 | Put | 4.1 | 5.2 | 0.4095 | -0.7181 | 0.0606 | -0.0322 | 0.0467 | -0.0233 |
2019-02-09 | BMY | 2019-03-08 | 55 | Call | 0.41 | 0.85 | 0.4321 | 0.2471 | 0.0526 | -0.0347 | 0.0439 | 0.0089 |
2019-02-09 | BMY | 2019-03-08 | 55 | Put | 5.05 | 6 | 0.4321 | -0.757 | 0.0534 | -0.0314 | 0.0438 | -0.024 |
2019-02-09 | BMY | 2019-03-08 | 57 | Call | 0.3 | 0.57 | 0.4154 | 0.1523 | 0.0408 | -0.0248 | 0.0328 | 0.0055 |
2019-02-09 | BMY | 2019-03-08 | 57 | Put | 7 | 7.5 | 0.4505 | -0.8309 | 0.0418 | -0.0259 | 0.0348 | -0.0244 |
2019-02-09 | BMY | 2019-03-29 | 44 | Call | 5.85 | 7.55 | 0.2491 | 0.9374 | 0.0269 | -0.0087 | 0.0227 | 0.0544 |
2019-02-09 | BMY | 2019-03-29 | 44 | Put | 0.08 | 0.47 | 0.3495 | -0.1307 | 0.0332 | -0.0135 | 0.0384 | -0.0087 |
2019-02-09 | BMY | 2019-03-29 | 45 | Call | 5.1 | 6.1 | 0.2491 | 0.9009 | 0.038 | -0.011 | 0.0321 | 0.0532 |
2019-02-09 | BMY | 2019-03-29 | 45 | Put | 0.53 | 0.73 | 0.3495 | -0.1719 | 0.0399 | -0.0162 | 0.0472 | -0.0113 |
2019-02-09 | BMY | 2019-03-29 | 47 | Call | 3.7 | 5.15 | 0.3327 | 0.7368 | 0.0533 | -0.0227 | 0.06 | 0.0437 |
2019-02-09 | BMY | 2019-03-29 | 47 | Put | 0.76 | 1.58 | 0.3327 | -0.2644 | 0.0539 | -0.0196 | 0.06 | -0.0171 |
2019-02-09 | BMY | 2019-03-29 | 48 | Call | 3.2 | 4.1 | 0.3155 | 0.6841 | 0.0613 | -0.0233 | 0.0654 | 0.0412 |
2019-02-09 | BMY | 2019-03-29 | 48 | Put | 1.14 | 1.92 | 0.3547 | -0.3316 | 0.0561 | -0.0231 | 0.0667 | -0.0213 |
2019-02-09 | BMY | 2019-03-29 | 49 | Call | 2.84 | 3.4 | 0.3263 | 0.6159 | 0.0636 | -0.0254 | 0.0702 | 0.0373 |
2019-02-09 | BMY | 2019-03-29 | 49 | Put | 1.38 | 2.38 | 0.3465 | -0.39 | 0.0609 | -0.0237 | 0.0711 | -0.0247 |
2019-02-09 | BMY | 2019-03-29 | 50 | Call | 2.39 | 2.91 | 0.3351 | 0.55 | 0.0642 | -0.0267 | 0.0728 | 0.0335 |
2019-02-09 | BMY | 2019-03-29 | 50 | Put | 1.92 | 2.65 | 0.3373 | -0.4529 | 0.0647 | -0.0237 | 0.0728 | -0.0281 |
2019-02-09 | BMY | 2019-03-29 | 51 | Call | 1.83 | 2.74 | 0.3491 | 0.4883 | 0.0621 | -0.0277 | 0.0733 | 0.0298 |
2019-02-09 | BMY | 2019-03-29 | 51 | Put | 2.77 | 3.2 | 0.3603 | -0.5131 | 0.0611 | -0.0254 | 0.073 | -0.0315 |
2019-02-09 | BMY | 2019-03-29 | 52 | Call | 1.5 | 2.13 | 0.3403 | 0.425 | 0.0626 | -0.0264 | 0.0721 | 0.0262 |
2019-02-09 | BMY | 2019-03-29 | 52 | Put | 3.4 | 3.85 | 0.3667 | -0.5699 | 0.0593 | -0.0252 | 0.0724 | -0.0344 |
2019-02-09 | BMY | 2019-03-29 | 54 | Call | 0.85 | 1.75 | 0.3752 | 0.3321 | 0.0526 | -0.0267 | 0.0668 | 0.0205 |
2019-02-09 | BMY | 2019-03-29 | 54 | Put | 4.6 | 5.45 | 0.3752 | -0.6734 | 0.0537 | -0.0233 | 0.0656 | -0.0386 |
2019-02-09 | BMY | 2019-03-29 | 55 | Call | 0.63 | 1.31 | 0.4279 | 0.3158 | 0.0452 | -0.0296 | 0.0654 | 0.0193 |
2019-02-09 | BMY | 2019-03-29 | 55 | Put | 5.4 | 6.8 | 0.4279 | -0.6893 | 0.0461 | -0.0262 | 0.0659 | -0.0403 |
2019-02-09 | BMY | 2019-03-29 | 57 | Call | 0.49 | 0.95 | 0.3711 | 0.201 | 0.0411 | -0.0202 | 0.0516 | 0.0126 |
2019-02-09 | BMY | 2019-03-29 | 57 | Put | 6.85 | 8.55 | 0.4367 | -0.7614 | 0.0401 | -0.0231 | 0.0586 | -0.042 |
2019-02-09 | BR | 2019-02-15 | 85 | Call | 12.1 | 13.3 | 0.211 | 1 | 0 | -0.0059 | 0 | 0.0163 |
2019-02-09 | BR | 2019-02-15 | 85 | Put | 0 | 0.45 | 0.2575 | 0 | 0.0001 | -0.0001 | 0 | 0 |
2019-02-09 | BR | 2019-02-15 | 90 | Call | 7 | 8.1 | 0.211 | 0.9973 | 0.0029 | -0.008 | 0.0011 | 0.0172 |
2019-02-09 | BR | 2019-02-15 | 90 | Put | 0.05 | 0.15 | 0.2575 | -0.0111 | 0.0084 | -0.0072 | 0.0039 | -0.0002 |
2019-02-09 | BR | 2019-02-15 | 95 | Call | 2.6 | 3.1 | 0.211 | 0.8242 | 0.0908 | -0.0581 | 0.0349 | 0.0149 |
2019-02-09 | BR | 2019-02-15 | 95 | Put | 0.35 | 0.55 | 0.2575 | -0.2211 | 0.0859 | -0.0726 | 0.0398 | -0.0039 |
2019-02-09 | BR | 2019-02-15 | 100 | Call | 0.25 | 0.4 | 0.2115 | 0.2053 | 0.0996 | -0.0594 | 0.0384 | 0.0038 |
2019-02-09 | BR | 2019-02-15 | 100 | Put | 2.35 | 3.3 | 0.2294 | -0.7791 | 0.0981 | -0.0618 | 0.0412 | -0.011 |
2019-02-09 | BR | 2019-02-15 | 105 | Call | 0 | 0.15 | 0.2115 | 0.0064 | 0.0063 | -0.0037 | 0.0024 | 0.0001 |
2019-02-09 | BR | 2019-02-15 | 105 | Put | 7.3 | 8.1 | 0.2294 | -0.999 | 0.0057 | 0 | 0.0009 | 0 |
2019-02-09 | BR | 2019-02-15 | 110 | Call | 0 | 0.35 | 0.2115 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | BR | 2019-02-15 | 110 | Put | 12.3 | 13.1 | 0.2294 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BR | 2019-03-15 | 85 | Call | 12.5 | 13.2 | 0.2454 | 0.9732 | 0.0086 | -0.0124 | 0.02 | 0.0739 |
2019-02-09 | BR | 2019-03-15 | 85 | Put | 0.25 | 0.5 | 0.2778 | -0.0533 | 0.013 | -0.0126 | 0.0326 | -0.0051 |
2019-02-09 | BR | 2019-03-15 | 90 | Call | 7.9 | 8.5 | 0.2454 | 0.8755 | 0.0285 | -0.0275 | 0.0641 | 0.0697 |
2019-02-09 | BR | 2019-03-15 | 90 | Put | 0.6 | 1 | 0.2778 | -0.1715 | 0.0306 | -0.0293 | 0.0783 | -0.016 |
2019-02-09 | BR | 2019-03-15 | 95 | Call | 4.1 | 4.5 | 0.2331 | 0.6701 | 0.0529 | -0.0413 | 0.1085 | 0.0553 |
2019-02-09 | BR | 2019-03-15 | 95 | Put | 1.65 | 1.8 | 0.2289 | -0.3559 | 0.0545 | -0.0343 | 0.1136 | -0.0332 |
2019-02-09 | BR | 2019-03-15 | 100 | Call | 1.5 | 1.6 | 0.2107 | 0.3725 | 0.061 | -0.0374 | 0.113 | 0.0318 |
2019-02-09 | BR | 2019-03-15 | 100 | Put | 4 | 4.6 | 0.2243 | -0.6424 | 0.0557 | -0.0314 | 0.1114 | -0.0607 |
2019-02-09 | BR | 2019-03-15 | 105 | Call | 0.3 | 0.45 | 0.2028 | 0.1279 | 0.035 | -0.0194 | 0.0639 | 0.0112 |
2019-02-09 | BR | 2019-03-15 | 105 | Put | 7.8 | 8.5 | 0.2185 | -0.8644 | 0.0333 | -0.0141 | 0.0667 | -0.0835 |
2019-02-09 | BR | 2019-03-15 | 110 | Call | 0 | 0.5 | 0.2642 | 0.0759 | 0.0182 | -0.0169 | 0.0447 | 0.0066 |
2019-02-09 | BR | 2019-03-15 | 110 | Put | 12.2 | 13.4 | 0.2721 | -0.9228 | 0.0178 | -0.0098 | 0.0461 | -0.0929 |
2019-02-09 | BRK.B | 2019-02-22 | 170 | Call | 28.7 | 32.6 | 0.1436 | 1 | 0 | -0.0119 | 0 | 0.0651 |
2019-02-09 | BRK.B | 2019-02-22 | 170 | Put | 0 | 1.35 | 0.2093 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | BRK.B | 2019-02-22 | 180 | Call | 19.1 | 22.5 | 0.1436 | 1 | 0 | -0.0126 | 0.0001 | 0.0689 |
2019-02-09 | BRK.B | 2019-02-22 | 180 | Put | 0 | 0.5 | 0.2093 | -0.0032 | 0.0012 | -0.0028 | 0.0038 | -0.0002 |
2019-02-09 | BRK.B | 2019-02-22 | 187.5 | Call | 12.95 | 14.5 | 0.1436 | 0.9939 | 0.003 | -0.0165 | 0.0068 | 0.0713 |
2019-02-09 | BRK.B | 2019-02-22 | 187.5 | Put | 0.13 | 0.87 | 0.2093 | -0.0417 | 0.0108 | -0.0256 | 0.035 | -0.0033 |
2019-02-09 | BRK.B | 2019-02-22 | 192.5 | Call | 8.2 | 9.3 | 0.1436 | 0.942 | 0.0205 | -0.036 | 0.0457 | 0.0692 |
2019-02-09 | BRK.B | 2019-02-22 | 192.5 | Put | 0.44 | 0.74 | 0.2093 | -0.1382 | 0.0269 | -0.0632 | 0.0871 | -0.0101 |
2019-02-09 | BRK.B | 2019-02-22 | 197.5 | Call | 4.5 | 5.15 | 0.1694 | 0.7136 | 0.0511 | -0.0907 | 0.1339 | 0.0531 |
2019-02-09 | BRK.B | 2019-02-22 | 197.5 | Put | 1.34 | 1.75 | 0.1932 | -0.3102 | 0.0468 | -0.0921 | 0.1392 | -0.0218 |
2019-02-09 | BRK.B | 2019-02-22 | 200 | Call | 2.9 | 3.55 | 0.1681 | 0.5736 | 0.0593 | -0.1005 | 0.1542 | 0.0429 |
2019-02-09 | BRK.B | 2019-02-22 | 200 | Put | 2.04 | 2.78 | 0.1867 | -0.4345 | 0.0542 | -0.0982 | 0.1544 | -0.0294 |
2019-02-09 | BRK.B | 2019-02-22 | 205 | Call | 0.81 | 1.22 | 0.1571 | 0.2721 | 0.0537 | -0.077 | 0.1305 | 0.0206 |
2019-02-09 | BRK.B | 2019-02-22 | 205 | Put | 4.5 | 5.65 | 0.1683 | -0.7202 | 0.0526 | -0.072 | 0.1342 | -0.0412 |
2019-02-09 | BRK.B | 2019-02-22 | 210 | Call | 0.08 | 0.35 | 0.1646 | 0.0925 | 0.0256 | -0.0396 | 0.0652 | 0.007 |
2019-02-09 | BRK.B | 2019-02-22 | 210 | Put | 8.7 | 10.1 | 0.1812 | -0.8959 | 0.0284 | -0.0384 | 0.0732 | -0.0367 |
2019-02-09 | BRK.B | 2019-02-22 | 215 | Call | 0 | 0.62 | 0.1646 | 0.0199 | 0.0074 | -0.0114 | 0.019 | 0.0015 |
2019-02-09 | BRK.B | 2019-02-22 | 215 | Put | 12.65 | 16.6 | 0.1812 | -0.9867 | 0.0114 | -0.0059 | 0.0168 | -0.0085 |
2019-02-09 | BRK.B | 2019-02-22 | 220 | Call | 0 | 0.75 | 0.1646 | 0.0028 | 0.0013 | -0.002 | 0.0034 | 0.0002 |
2019-02-09 | BRK.B | 2019-02-22 | 220 | Put | 17.35 | 21.6 | 0.1812 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BRK.B | 2019-02-22 | 230 | Call | 0 | 1.35 | 0.1646 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | BRK.B | 2019-02-22 | 230 | Put | 27.9 | 31.55 | 0.1812 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BRK.B | 2019-03-08 | 170 | Call | 29.85 | 32.65 | 0.2025 | 0.9988 | 0.0003 | -0.0126 | 0.0022 | 0.1299 |
2019-02-09 | BRK.B | 2019-03-08 | 170 | Put | 0 | 0.5 | 0.2775 | -0.0126 | 0.0021 | -0.0088 | 0.0181 | -0.002 |
2019-02-09 | BRK.B | 2019-03-08 | 180 | Call | 20.4 | 22.6 | 0.2025 | 0.9785 | 0.0046 | -0.0226 | 0.0286 | 0.1344 |
2019-02-09 | BRK.B | 2019-03-08 | 180 | Put | 0.35 | 0.76 | 0.2775 | -0.0673 | 0.0085 | -0.0351 | 0.0748 | -0.0101 |
2019-02-09 | BRK.B | 2019-03-08 | 187.5 | Call | 14.2 | 15.7 | 0.2579 | 0.8487 | 0.0163 | -0.071 | 0.1305 | 0.1193 |
2019-02-09 | BRK.B | 2019-03-08 | 187.5 | Put | 0.33 | 1.27 | 0.2579 | -0.1516 | 0.0165 | -0.0583 | 0.1329 | -0.0223 |
2019-02-09 | BRK.B | 2019-03-08 | 192.5 | Call | 9.95 | 10.8 | 0.2181 | 0.7798 | 0.0244 | -0.0744 | 0.1648 | 0.1122 |
2019-02-09 | BRK.B | 2019-03-08 | 192.5 | Put | 1.67 | 2.02 | 0.2332 | -0.2351 | 0.0239 | -0.0683 | 0.1726 | -0.0338 |
2019-02-09 | BRK.B | 2019-03-08 | 197.5 | Call | 6.45 | 7.2 | 0.2128 | 0.6383 | 0.0316 | -0.0877 | 0.2085 | 0.0931 |
2019-02-09 | BRK.B | 2019-03-08 | 197.5 | Put | 2.77 | 3.45 | 0.2163 | -0.3657 | 0.0316 | -0.0764 | 0.2114 | -0.0507 |
2019-02-09 | BRK.B | 2019-03-08 | 200 | Call | 4.85 | 5.35 | 0.1995 | 0.5581 | 0.0356 | -0.0858 | 0.2196 | 0.0821 |
2019-02-09 | BRK.B | 2019-03-08 | 200 | Put | 3.85 | 4.3 | 0.2113 | -0.4471 | 0.0341 | -0.0777 | 0.2204 | -0.0603 |
2019-02-09 | BRK.B | 2019-03-08 | 205 | Call | 2.41 | 2.88 | 0.189 | 0.3743 | 0.036 | -0.0763 | 0.2108 | 0.0556 |
2019-02-09 | BRK.B | 2019-03-08 | 205 | Put | 6.3 | 6.95 | 0.2008 | -0.6235 | 0.0349 | -0.0687 | 0.2118 | -0.0771 |
2019-02-09 | BRK.B | 2019-03-08 | 210 | Call | 1.06 | 1.54 | 0.1906 | 0.2194 | 0.0279 | -0.059 | 0.1645 | 0.0328 |
2019-02-09 | BRK.B | 2019-03-08 | 210 | Put | 9.5 | 10.7 | 0.1929 | -0.7884 | 0.0288 | -0.0476 | 0.1616 | -0.0814 |
2019-02-09 | BRK.B | 2019-03-08 | 215 | Call | 0.04 | 0.63 | 0.183 | 0.1015 | 0.0174 | -0.0337 | 0.0987 | 0.0153 |
2019-02-09 | BRK.B | 2019-03-08 | 215 | Put | 13.55 | 15.6 | 0.1983 | -0.8945 | 0.0194 | -0.0286 | 0.1042 | -0.0691 |
2019-02-09 | BRK.B | 2019-03-08 | 220 | Call | 0.05 | 0.3 | 0.183 | 0.0421 | 0.0088 | -0.0169 | 0.05 | 0.0064 |
2019-02-09 | BRK.B | 2019-03-08 | 220 | Put | 18.9 | 19.9 | 0.1983 | -0.9655 | 0.0116 | -0.0103 | 0.0459 | -0.0346 |
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