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 | BRK.B | 2019-03-08 | 230 | Call | 0 | 0.57 | 0.183 | 0.0046 | 0.0013 | -0.0025 | 0.0075 | 0.0007 |
2019-02-09 | BRK.B | 2019-03-08 | 230 | Put | 28.75 | 29.65 | 0.1983 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BRK.B | 2019-03-29 | 170 | Call | 30.95 | 33.6 | 0.3266 | 0.9314 | 0.0055 | -0.0435 | 0.0972 | 0.2077 |
2019-02-09 | BRK.B | 2019-03-29 | 170 | Put | 0.36 | 0.83 | 0.3266 | -0.0686 | 0.0055 | -0.0314 | 0.0972 | -0.0195 |
2019-02-09 | BRK.B | 2019-03-29 | 180 | Call | 21.8 | 23.25 | 0.256 | 0.8956 | 0.0096 | -0.0461 | 0.1332 | 0.2111 |
2019-02-09 | BRK.B | 2019-03-29 | 180 | Put | 0.89 | 1.31 | 0.2647 | -0.1116 | 0.0098 | -0.0363 | 0.1428 | -0.0291 |
2019-02-09 | BRK.B | 2019-03-29 | 187.5 | Call | 15.2 | 16.15 | 0.222 | 0.8248 | 0.0158 | -0.0538 | 0.1898 | 0.2012 |
2019-02-09 | BRK.B | 2019-03-29 | 187.5 | Put | 1.7 | 2.06 | 0.236 | -0.1893 | 0.0157 | -0.0456 | 0.2072 | -0.048 |
2019-02-09 | BRK.B | 2019-03-29 | 192.5 | Call | 11.25 | 12.05 | 0.2109 | 0.7383 | 0.021 | -0.0613 | 0.2394 | 0.1833 |
2019-02-09 | BRK.B | 2019-03-29 | 192.5 | Put | 2.23 | 2.94 | 0.2111 | -0.2639 | 0.0213 | -0.0485 | 0.2411 | -0.0654 |
2019-02-09 | BRK.B | 2019-03-29 | 197.5 | Call | 7.85 | 8.3 | 0.1993 | 0.6254 | 0.0258 | -0.0652 | 0.2789 | 0.1577 |
2019-02-09 | BRK.B | 2019-03-29 | 197.5 | Put | 4 | 4.5 | 0.2082 | -0.3824 | 0.0253 | -0.0549 | 0.2792 | -0.0915 |
2019-02-09 | BRK.B | 2019-03-29 | 200 | Call | 6.15 | 6.8 | 0.1926 | 0.5596 | 0.0278 | -0.0647 | 0.2902 | 0.1421 |
2019-02-09 | BRK.B | 2019-03-29 | 200 | Put | 4.75 | 5.45 | 0.1992 | -0.4466 | 0.0275 | -0.0536 | 0.2909 | -0.1038 |
2019-02-09 | BRK.B | 2019-03-29 | 205 | Call | 3.75 | 4.2 | 0.1857 | 0.4167 | 0.0286 | -0.0601 | 0.2871 | 0.107 |
2019-02-09 | BRK.B | 2019-03-29 | 205 | Put | 7.2 | 8 | 0.1919 | -0.5885 | 0.0286 | -0.0492 | 0.2881 | -0.1263 |
2019-02-09 | BRK.B | 2019-03-29 | 210 | Call | 1.92 | 2.49 | 0.1796 | 0.2789 | 0.0254 | -0.0492 | 0.2472 | 0.0722 |
2019-02-09 | BRK.B | 2019-03-29 | 210 | Put | 10.3 | 11.35 | 0.1848 | -0.729 | 0.0262 | -0.0382 | 0.2432 | -0.136 |
2019-02-09 | BRK.B | 2019-03-29 | 215 | Call | 0.96 | 1.4 | 0.1792 | 0.172 | 0.0193 | -0.0367 | 0.1876 | 0.0448 |
2019-02-09 | BRK.B | 2019-03-29 | 215 | Put | 14.15 | 15.6 | 0.1869 | -0.8373 | 0.0207 | -0.0269 | 0.186 | -0.1258 |
2019-02-09 | BRK.B | 2019-03-29 | 220 | Call | 0.04 | 1.74 | 0.1788 | 0.0969 | 0.013 | -0.0244 | 0.1262 | 0.0253 |
2019-02-09 | BRK.B | 2019-03-29 | 220 | Put | 18.75 | 20.25 | 0.1846 | -0.9235 | 0.015 | -0.0137 | 0.1105 | -0.0869 |
2019-02-09 | BRK.B | 2019-03-29 | 230 | Call | 0 | 0.75 | 0.1788 | 0.0239 | 0.0043 | -0.0079 | 0.0415 | 0.0063 |
2019-02-09 | BRK.B | 2019-03-29 | 230 | Put | 28.75 | 29.65 | 0.1846 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BSX | 2019-02-22 | 33.5 | Call | 4.5 | 6.35 | 0.2416 | 0.9996 | 0.0008 | -0.0024 | 0.0001 | 0.0128 |
2019-02-09 | BSX | 2019-02-22 | 33.5 | Put | 0 | 1.26 | 0.2336 | -0.0003 | 0.0005 | -0.0001 | 0.0001 | 0 |
2019-02-09 | BSX | 2019-02-22 | 35.5 | Call | 1.84 | 4.45 | 0.2416 | 0.9836 | 0.022 | -0.0051 | 0.0031 | 0.0133 |
2019-02-09 | BSX | 2019-02-22 | 35.5 | Put | 0 | 0.37 | 0.2336 | -0.0137 | 0.0195 | -0.0022 | 0.0027 | -0.0002 |
2019-02-09 | BSX | 2019-02-22 | 36.5 | Call | 1.68 | 3.85 | 0.2416 | 0.9392 | 0.065 | -0.0104 | 0.0092 | 0.013 |
2019-02-09 | BSX | 2019-02-22 | 36.5 | Put | 0.01 | 0.34 | 0.2336 | -0.0549 | 0.062 | -0.007 | 0.0085 | -0.0008 |
2019-02-09 | BSX | 2019-02-22 | 37.5 | Call | 1.65 | 1.97 | 0.2416 | 0.8356 | 0.1336 | -0.0186 | 0.019 | 0.0118 |
2019-02-09 | BSX | 2019-02-22 | 37.5 | Put | 0.13 | 0.3 | 0.2336 | -0.1569 | 0.1346 | -0.015 | 0.0187 | -0.0022 |
2019-02-09 | BSX | 2019-02-22 | 38.5 | Call | 1.04 | 1.18 | 0.2261 | 0.672 | 0.2082 | -0.0242 | 0.0277 | 0.0097 |
2019-02-09 | BSX | 2019-02-22 | 38.5 | Put | 0.31 | 0.51 | 0.2355 | -0.3348 | 0.2032 | -0.0228 | 0.0283 | -0.0046 |
2019-02-09 | BSX | 2019-02-22 | 39 | Call | 0.71 | 0.86 | 0.2178 | 0.5629 | 0.2357 | -0.025 | 0.0302 | 0.0082 |
2019-02-09 | BSX | 2019-02-22 | 39 | Put | 0.47 | 0.7 | 0.2264 | -0.4407 | 0.2295 | -0.0235 | 0.0301 | -0.0059 |
2019-02-09 | BSX | 2019-02-22 | 40 | Call | 0.26 | 0.44 | 0.2154 | 0.3296 | 0.2191 | -0.0223 | 0.0278 | 0.0048 |
2019-02-09 | BSX | 2019-02-22 | 40 | Put | 1.03 | 1.31 | 0.231 | -0.6621 | 0.2101 | -0.0217 | 0.0281 | -0.0081 |
2019-02-09 | BSX | 2019-02-22 | 41 | Call | 0.08 | 0.21 | 0.2154 | 0.1523 | 0.1425 | -0.0143 | 0.0181 | 0.0022 |
2019-02-09 | BSX | 2019-02-22 | 41 | Put | 1.66 | 2.23 | 0.231 | -0.8369 | 0.1463 | -0.014 | 0.0197 | -0.0084 |
2019-02-09 | BSX | 2019-02-22 | 41.5 | Call | 0.04 | 0.47 | 0.2154 | 0.0944 | 0.1018 | -0.0102 | 0.0129 | 0.0014 |
2019-02-09 | BSX | 2019-02-22 | 41.5 | Put | 1.69 | 2.97 | 0.231 | -0.8975 | 0.1103 | -0.0098 | 0.014 | -0.0077 |
2019-02-09 | BSX | 2019-02-22 | 43 | Call | 0 | 0.49 | 0.2154 | 0.0155 | 0.0236 | -0.0023 | 0.003 | 0.0002 |
2019-02-09 | BSX | 2019-02-22 | 43 | Put | 3.05 | 4.1 | 0.231 | -0.9919 | 0.0332 | -0.0008 | 0.0021 | -0.001 |
2019-02-09 | BSX | 2019-02-22 | 45 | Call | 0 | 0.49 | 0.2154 | 0.0006 | 0.0013 | -0.0001 | 0.0002 | 0 |
2019-02-09 | BSX | 2019-02-22 | 45 | Put | 5.6 | 6.45 | 0.231 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BSX | 2019-03-08 | 33.5 | Call | 3.35 | 7.8 | 0.2512 | 0.9898 | 0.01 | -0.0036 | 0.0029 | 0.0253 |
2019-02-09 | BSX | 2019-03-08 | 33.5 | Put | 0 | 2.23 | 0.2512 | -0.0102 | 0.01 | -0.0013 | 0.0029 | -0.0003 |
2019-02-09 | BSX | 2019-03-08 | 35.5 | Call | 1.76 | 5.75 | 0.2512 | 0.9312 | 0.0486 | -0.0087 | 0.0144 | 0.025 |
2019-02-09 | BSX | 2019-03-08 | 35.5 | Put | 0 | 2.07 | 0.2512 | -0.0688 | 0.0486 | -0.0063 | 0.0144 | -0.0021 |
2019-02-09 | BSX | 2019-03-08 | 36.5 | Call | 2.77 | 3.15 | 0.2512 | 0.8611 | 0.0812 | -0.0129 | 0.024 | 0.0236 |
2019-02-09 | BSX | 2019-03-08 | 36.5 | Put | 0.14 | 0.39 | 0.2512 | -0.1391 | 0.0817 | -0.0105 | 0.0245 | -0.004 |
2019-02-09 | BSX | 2019-03-08 | 37.5 | Call | 2.02 | 2.27 | 0.2441 | 0.7627 | 0.1166 | -0.0166 | 0.0335 | 0.0213 |
2019-02-09 | BSX | 2019-03-08 | 37.5 | Put | 0.33 | 0.48 | 0.2503 | -0.2433 | 0.1161 | -0.0146 | 0.0337 | -0.0069 |
2019-02-09 | BSX | 2019-03-08 | 38.5 | Call | 1.32 | 1.58 | 0.2385 | 0.6299 | 0.1459 | -0.0191 | 0.041 | 0.0178 |
2019-02-09 | BSX | 2019-03-08 | 38.5 | Put | 0.58 | 0.8 | 0.2387 | -0.3723 | 0.1475 | -0.0166 | 0.0413 | -0.0101 |
2019-02-09 | BSX | 2019-03-08 | 39 | Call | 1 | 1.33 | 0.2379 | 0.5542 | 0.1531 | -0.0197 | 0.0429 | 0.0158 |
2019-02-09 | BSX | 2019-03-08 | 39 | Put | 0.74 | 1.05 | 0.2358 | -0.4483 | 0.1566 | -0.017 | 0.043 | -0.0119 |
2019-02-09 | BSX | 2019-03-08 | 40 | Call | 0.52 | 0.74 | 0.2178 | 0.391 | 0.1625 | -0.0172 | 0.0417 | 0.0113 |
2019-02-09 | BSX | 2019-03-08 | 40 | Put | 1.27 | 1.59 | 0.232 | -0.606 | 0.1563 | -0.0159 | 0.0413 | -0.015 |
2019-02-09 | BSX | 2019-03-08 | 41 | Call | 0.25 | 0.4 | 0.2147 | 0.2429 | 0.1343 | -0.0137 | 0.034 | 0.0071 |
2019-02-09 | BSX | 2019-03-08 | 41 | Put | 0.83 | 2.26 | 0.2147 | -0.766 | 0.1385 | -0.0112 | 0.0334 | -0.0163 |
2019-02-09 | BSX | 2019-03-08 | 42 | Call | 0.02 | 0.35 | 0.2147 | 0.1352 | 0.0933 | -0.0094 | 0.0236 | 0.0039 |
2019-02-09 | BSX | 2019-03-08 | 42 | Put | 2.09 | 3.25 | 0.2147 | -0.8781 | 0.0982 | -0.0069 | 0.0223 | -0.0146 |
2019-02-09 | BSX | 2019-03-08 | 43 | Call | 0 | 2.16 | 0.2147 | 0.0671 | 0.0558 | -0.0056 | 0.0141 | 0.002 |
2019-02-09 | BSX | 2019-03-08 | 43 | Put | 1.98 | 5.9 | 0.2147 | -0.9512 | 0.0613 | -0.0031 | 0.0116 | -0.0092 |
2019-02-09 | BSX | 2019-03-08 | 45 | Call | 0 | 2.26 | 0.2147 | 0.0118 | 0.0132 | -0.0013 | 0.0033 | 0.0003 |
2019-02-09 | BSX | 2019-03-08 | 45 | Put | 4.1 | 7.95 | 0.2147 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BSX | 2019-03-29 | 33.5 | Call | 5.65 | 6.1 | 0.377 | 0.8908 | 0.0346 | -0.0124 | 0.0269 | 0.0386 |
2019-02-09 | BSX | 2019-03-29 | 33.5 | Put | 0.01 | 0.48 | 0.377 | -0.1092 | 0.0347 | -0.0101 | 0.0265 | -0.0057 |
2019-02-09 | BSX | 2019-03-29 | 35.5 | Call | 3.75 | 4.35 | 0.2537 | 0.8747 | 0.0567 | -0.0098 | 0.0296 | 0.0405 |
2019-02-09 | BSX | 2019-03-29 | 35.5 | Put | 0.14 | 0.47 | 0.2537 | -0.1258 | 0.0571 | -0.0074 | 0.0301 | -0.0063 |
2019-02-09 | BSX | 2019-03-29 | 36.5 | Call | 2.93 | 3.6 | 0.2608 | 0.7964 | 0.0756 | -0.0128 | 0.0406 | 0.0375 |
2019-02-09 | BSX | 2019-03-29 | 36.5 | Put | 0.36 | 0.54 | 0.2606 | -0.2045 | 0.0764 | -0.0103 | 0.0406 | -0.0102 |
2019-02-09 | BSX | 2019-03-29 | 37.5 | Call | 2.32 | 2.65 | 0.2485 | 0.7151 | 0.0952 | -0.0142 | 0.0487 | 0.0342 |
2019-02-09 | BSX | 2019-03-29 | 37.5 | Put | 0.58 | 0.8 | 0.2528 | -0.2896 | 0.0953 | -0.0119 | 0.0497 | -0.0141 |
2019-02-09 | BSX | 2019-03-29 | 38.5 | Call | 1.64 | 1.95 | 0.2371 | 0.6134 | 0.1125 | -0.0149 | 0.0549 | 0.0298 |
2019-02-09 | BSX | 2019-03-29 | 38.5 | Put | 0.89 | 1.12 | 0.2421 | -0.3914 | 0.1123 | -0.0127 | 0.0556 | -0.0185 |
2019-02-09 | BSX | 2019-03-29 | 39 | Call | 1.34 | 1.61 | 0.229 | 0.5563 | 0.1202 | -0.0147 | 0.0567 | 0.0273 |
2019-02-09 | BSX | 2019-03-29 | 39 | Put | 1.06 | 1.33 | 0.2354 | -0.4486 | 0.1192 | -0.0126 | 0.0568 | -0.0208 |
2019-02-09 | BSX | 2019-03-29 | 40 | Call | 0.85 | 1.1 | 0.2222 | 0.4334 | 0.1234 | -0.014 | 0.0565 | 0.0215 |
2019-02-09 | BSX | 2019-03-29 | 40 | Put | 1.58 | 1.86 | 0.2326 | -0.5687 | 0.121 | -0.0121 | 0.0562 | -0.0249 |
2019-02-09 | BSX | 2019-03-29 | 41 | Call | 0.51 | 0.82 | 0.2286 | 0.3243 | 0.1096 | -0.0129 | 0.0516 | 0.0162 |
2019-02-09 | BSX | 2019-03-29 | 41 | Put | 2.16 | 2.54 | 0.2276 | -0.6863 | 0.1137 | -0.0103 | 0.0506 | -0.0275 |
2019-02-09 | BSX | 2019-03-29 | 42 | Call | 0.29 | 0.73 | 0.2254 | 0.2251 | 0.0927 | -0.0105 | 0.043 | 0.0113 |
2019-02-09 | BSX | 2019-03-29 | 42 | Put | 2.6 | 3.3 | 0.1893 | -0.8397 | 0.1039 | -0.0053 | 0.0361 | -0.0245 |
2019-02-09 | BSX | 2019-03-29 | 43 | Call | 0.02 | 0.6 | 0.2254 | 0.1491 | 0.0718 | -0.0081 | 0.0333 | 0.0075 |
2019-02-09 | BSX | 2019-03-29 | 43 | Put | 2.97 | 4.3 | 0.1893 | -0.922 | 0.0753 | -0.0028 | 0.0219 | -0.0174 |
2019-02-09 | BSX | 2019-03-29 | 45 | Call | 0 | 1.77 | 0.2254 | 0.0558 | 0.0348 | -0.0039 | 0.0162 | 0.0028 |
2019-02-09 | BSX | 2019-03-29 | 45 | Put | 4.1 | 8.1 | 0.1893 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BWA | 2019-02-15 | 32.5 | Call | 5.5 | 6 | 0.4406 | 0.9968 | 0.0042 | -0.0039 | 0.0005 | 0.0062 |
2019-02-09 | BWA | 2019-02-15 | 32.5 | Put | 0 | 0.15 | 0.4517 | -0.0039 | 0.0049 | -0.002 | 0.0006 | 0 |
2019-02-09 | BWA | 2019-02-15 | 35 | Call | 3.2 | 3.6 | 0.4406 | 0.9342 | 0.0549 | -0.0236 | 0.0068 | 0.0062 |
2019-02-09 | BWA | 2019-02-15 | 35 | Put | 0.05 | 0.15 | 0.4517 | -0.0705 | 0.0564 | -0.0229 | 0.0072 | -0.0005 |
2019-02-09 | BWA | 2019-02-15 | 37.5 | Call | 1.3 | 1.45 | 0.4406 | 0.6466 | 0.1592 | -0.0637 | 0.0197 | 0.0045 |
2019-02-09 | BWA | 2019-02-15 | 37.5 | Put | 0.55 | 0.65 | 0.4517 | -0.3566 | 0.1566 | -0.0632 | 0.0196 | -0.0025 |
2019-02-09 | BWA | 2019-02-15 | 40 | Call | 0.2 | 0.3 | 0.3891 | 0.2176 | 0.1428 | -0.0439 | 0.0156 | 0.0015 |
2019-02-09 | BWA | 2019-02-15 | 40 | Put | 1.9 | 2.1 | 0.418 | -0.7668 | 0.1399 | -0.0469 | 0.0163 | -0.0046 |
2019-02-09 | BWA | 2019-02-15 | 42.5 | Call | 0 | 0.15 | 0.3891 | 0.0283 | 0.0315 | -0.0096 | 0.0034 | 0.0002 |
2019-02-09 | BWA | 2019-02-15 | 42.5 | Put | 4.1 | 4.6 | 0.418 | -0.966 | 0.0383 | -0.0105 | 0.0043 | -0.0033 |
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