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 | BWA | 2019-02-15 | 45 | Call | 0 | 0.2 | 0.3891 | 0.0015 | 0.0024 | -0.0007 | 0.0003 | 0 |
2019-02-09 | BWA | 2019-02-15 | 45 | Put | 6.5 | 7.1 | 0.418 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BWA | 2019-03-15 | 32.5 | Call | 5.5 | 6.3 | 0.353 | 0.9525 | 0.0268 | -0.0088 | 0.0116 | 0.0185 |
2019-02-09 | BWA | 2019-03-15 | 32.5 | Put | 0.15 | 0.25 | 0.4025 | -0.0867 | 0.0334 | -0.0105 | 0.0193 | -0.0031 |
2019-02-09 | BWA | 2019-03-15 | 35 | Call | 3.6 | 3.8 | 0.3469 | 0.8235 | 0.0684 | -0.0183 | 0.0314 | 0.0199 |
2019-02-09 | BWA | 2019-03-15 | 35 | Put | 0.45 | 0.55 | 0.3594 | -0.2 | 0.0664 | -0.0165 | 0.0334 | -0.0071 |
2019-02-09 | BWA | 2019-03-15 | 37.5 | Call | 1.75 | 2 | 0.3177 | 0.6031 | 0.1073 | -0.023 | 0.0454 | 0.0174 |
2019-02-09 | BWA | 2019-03-15 | 37.5 | Put | 1.1 | 1.25 | 0.3206 | -0.4082 | 0.1037 | -0.02 | 0.0459 | -0.0139 |
2019-02-09 | BWA | 2019-03-15 | 40 | Call | 0.65 | 0.8 | 0.3001 | 0.3289 | 0.1039 | -0.0195 | 0.042 | 0.0108 |
2019-02-09 | BWA | 2019-03-15 | 40 | Put | 2.45 | 2.6 | 0.2997 | -0.6777 | 0.1033 | -0.0165 | 0.0417 | -0.0213 |
2019-02-09 | BWA | 2019-03-15 | 42.5 | Call | 0.15 | 0.25 | 0.2869 | 0.1239 | 0.0605 | -0.0102 | 0.0241 | 0.0043 |
2019-02-09 | BWA | 2019-03-15 | 42.5 | Put | 4.4 | 4.8 | 0.322 | -0.8517 | 0.0627 | -0.0103 | 0.0285 | -0.025 |
2019-02-09 | BWA | 2019-03-15 | 45 | Call | 0 | 0.25 | 0.2869 | 0.036 | 0.0233 | -0.0039 | 0.0093 | 0.0013 |
2019-02-09 | BWA | 2019-03-15 | 45 | Put | 6.7 | 7.2 | 0.322 | -0.9494 | 0.0287 | -0.0029 | 0.0127 | -0.0261 |
2019-02-09 | BWA | 2019-04-18 | 32.5 | Call | 5.9 | 6.3 | 0.335 | 0.8904 | 0.0361 | -0.0101 | 0.0324 | 0.0457 |
2019-02-09 | BWA | 2019-04-18 | 32.5 | Put | 0.35 | 0.5 | 0.3651 | -0.1313 | 0.0357 | -0.0091 | 0.0359 | -0.0093 |
2019-02-09 | BWA | 2019-04-18 | 35 | Call | 4 | 4.2 | 0.3277 | 0.7613 | 0.0582 | -0.0143 | 0.0522 | 0.0459 |
2019-02-09 | BWA | 2019-04-18 | 35 | Put | 0.8 | 0.9 | 0.3334 | -0.2438 | 0.0577 | -0.012 | 0.0528 | -0.0167 |
2019-02-09 | BWA | 2019-04-18 | 37.5 | Call | 2.35 | 2.5 | 0.3084 | 0.589 | 0.0771 | -0.016 | 0.0638 | 0.0375 |
2019-02-09 | BWA | 2019-04-18 | 37.5 | Put | 1.55 | 1.7 | 0.3061 | -0.4142 | 0.0787 | -0.0134 | 0.0638 | -0.0271 |
2019-02-09 | BWA | 2019-04-18 | 40 | Call | 1.2 | 1.25 | 0.2917 | 0.3887 | 0.0802 | -0.0146 | 0.0639 | 0.0255 |
2019-02-09 | BWA | 2019-04-18 | 40 | Put | 2.9 | 3 | 0.293 | -0.6181 | 0.0818 | -0.012 | 0.0633 | -0.0368 |
2019-02-09 | BWA | 2019-04-18 | 42.5 | Call | 0.45 | 0.55 | 0.2754 | 0.2071 | 0.0631 | -0.0101 | 0.047 | 0.0138 |
2019-02-09 | BWA | 2019-04-18 | 42.5 | Put | 4.6 | 4.9 | 0.2793 | -0.803 | 0.0653 | -0.0075 | 0.0472 | -0.0396 |
2019-02-09 | BWA | 2019-04-18 | 45 | Call | 0.1 | 0.2 | 0.3096 | 0.1271 | 0.0409 | -0.0081 | 0.0342 | 0.0085 |
2019-02-09 | BWA | 2019-04-18 | 45 | Put | 6.8 | 7.3 | 0.3096 | -0.8878 | 0.0419 | -0.005 | 0.031 | -0.0388 |
2019-02-09 | BXP | 2019-02-15 | 115 | Call | 16.3 | 18.6 | 0.1819 | 1 | 0 | -0.008 | 0 | 0.022 |
2019-02-09 | BXP | 2019-02-15 | 115 | Put | 0 | 0.1 | 0.1819 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | BXP | 2019-02-15 | 120 | Call | 11.1 | 13.5 | 0.1819 | 1 | 0.0001 | -0.0084 | 0 | 0.023 |
2019-02-09 | BXP | 2019-02-15 | 120 | Put | 0 | 1.55 | 0.1819 | 0 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | BXP | 2019-02-15 | 125 | Call | 6.2 | 8.4 | 0.1819 | 0.9897 | 0.0082 | -0.0151 | 0.005 | 0.0237 |
2019-02-09 | BXP | 2019-02-15 | 125 | Put | 0.05 | 0.2 | 0.1819 | -0.0103 | 0.0082 | -0.0064 | 0.005 | -0.0003 |
2019-02-09 | BXP | 2019-02-15 | 130 | Call | 2.7 | 3.1 | 0.1819 | 0.7759 | 0.0897 | -0.0783 | 0.0549 | 0.0191 |
2019-02-09 | BXP | 2019-02-15 | 130 | Put | 0.25 | 0.6 | 0.1819 | -0.2245 | 0.0903 | -0.0697 | 0.0557 | -0.0053 |
2019-02-09 | BXP | 2019-02-15 | 135 | Call | 0.15 | 0.35 | 0.1819 | 0.2296 | 0.091 | -0.0744 | 0.0556 | 0.0057 |
2019-02-09 | BXP | 2019-02-15 | 135 | Put | 2.6 | 3.5 | 0.1819 | -0.7751 | 0.0925 | -0.0661 | 0.0559 | -0.0144 |
2019-02-09 | BXP | 2019-02-15 | 140 | Call | 0 | 1.55 | 0.1819 | 0.0145 | 0.011 | -0.0089 | 0.0067 | 0.0004 |
2019-02-09 | BXP | 2019-02-15 | 140 | Put | 7.1 | 9 | 0.1819 | -0.9983 | 0.0082 | 0 | 0.0022 | 0 |
2019-02-09 | BXP | 2019-02-15 | 145 | Call | 0 | 1.55 | 0.1819 | 0.0002 | 0.0002 | -0.0002 | 0.0001 | 0 |
2019-02-09 | BXP | 2019-02-15 | 145 | Put | 10.7 | 15.2 | 0.1819 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BXP | 2019-02-15 | 150 | Call | 0 | 1.55 | 0.1819 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | BXP | 2019-02-15 | 150 | Put | 15.9 | 20.2 | 0.1819 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BXP | 2019-03-15 | 115 | Call | 15.6 | 19.9 | 0.1887 | 0.9935 | 0.0024 | -0.01 | 0.0075 | 0.109 |
2019-02-09 | BXP | 2019-03-15 | 115 | Put | 0 | 0.6 | 0.1968 | -0.0086 | 0.0029 | -0.0026 | 0.0095 | -0.0011 |
2019-02-09 | BXP | 2019-03-15 | 120 | Call | 11.4 | 15 | 0.1887 | 0.9604 | 0.0111 | -0.0175 | 0.035 | 0.1095 |
2019-02-09 | BXP | 2019-03-15 | 120 | Put | 0.2 | 0.45 | 0.1968 | -0.0459 | 0.012 | -0.0107 | 0.0395 | -0.006 |
2019-02-09 | BXP | 2019-03-15 | 125 | Call | 7.7 | 8.9 | 0.1887 | 0.8546 | 0.0295 | -0.0326 | 0.0936 | 0.1004 |
2019-02-09 | BXP | 2019-03-15 | 125 | Put | 0.55 | 0.8 | 0.1968 | -0.1557 | 0.0298 | -0.0263 | 0.099 | -0.0185 |
2019-02-09 | BXP | 2019-03-15 | 130 | Call | 4.1 | 4.6 | 0.172 | 0.6615 | 0.0519 | -0.0427 | 0.1499 | 0.0797 |
2019-02-09 | BXP | 2019-03-15 | 130 | Put | 1.55 | 1.95 | 0.1789 | -0.3467 | 0.0511 | -0.0359 | 0.1504 | -0.0391 |
2019-02-09 | BXP | 2019-03-15 | 135 | Call | 1.35 | 1.85 | 0.1563 | 0.3718 | 0.059 | -0.038 | 0.1549 | 0.0456 |
2019-02-09 | BXP | 2019-03-15 | 135 | Put | 3.8 | 4.4 | 0.1684 | -0.6269 | 0.057 | -0.0327 | 0.1559 | -0.0613 |
2019-02-09 | BXP | 2019-03-15 | 140 | Call | 0.3 | 0.65 | 0.1563 | 0.1404 | 0.0348 | -0.0217 | 0.0914 | 0.0174 |
2019-02-09 | BXP | 2019-03-15 | 140 | Put | 6.9 | 10.7 | 0.1684 | -0.8598 | 0.0377 | -0.0171 | 0.0929 | -0.0574 |
2019-02-09 | BXP | 2019-03-15 | 145 | Call | 0 | 0.75 | 0.1563 | 0.0356 | 0.0122 | -0.0075 | 0.0321 | 0.0044 |
2019-02-09 | BXP | 2019-03-15 | 145 | Put | 11.3 | 15.4 | 0.1684 | -0.9858 | 0.0164 | -0.0019 | 0.0193 | -0.0063 |
2019-02-09 | BXP | 2019-03-15 | 150 | Call | 0 | 0.75 | 0.1563 | 0.0061 | 0.0027 | -0.0016 | 0.0071 | 0.0008 |
2019-02-09 | BXP | 2019-03-15 | 150 | Put | 16.1 | 20.5 | 0.1684 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | BXP | 2019-04-18 | 115 | Call | 17.3 | 18.4 | 0.1782 | 0.9825 | 0.0048 | -0.0118 | 0.0271 | 0.1455 |
2019-02-09 | BXP | 2019-04-18 | 115 | Put | 0.4 | 0.55 | 0.2331 | -0.0766 | 0.0109 | -0.0133 | 0.0863 | -0.0182 |
2019-02-09 | BXP | 2019-04-18 | 120 | Call | 12.7 | 13.6 | 0.1847 | 0.9221 | 0.0154 | -0.0204 | 0.0839 | 0.1456 |
2019-02-09 | BXP | 2019-04-18 | 120 | Put | 0.75 | 1 | 0.2124 | -0.1375 | 0.0184 | -0.0183 | 0.1304 | -0.0321 |
2019-02-09 | BXP | 2019-04-18 | 125 | Call | 8.6 | 9.2 | 0.1836 | 0.8032 | 0.029 | -0.0302 | 0.1538 | 0.1363 |
2019-02-09 | BXP | 2019-04-18 | 125 | Put | 1.55 | 1.85 | 0.1969 | -0.2463 | 0.0285 | -0.0237 | 0.1832 | -0.0563 |
2019-02-09 | BXP | 2019-04-18 | 130 | Call | 5 | 5.5 | 0.1735 | 0.6295 | 0.0412 | -0.035 | 0.211 | 0.1163 |
2019-02-09 | BXP | 2019-04-18 | 130 | Put | 3 | 3.4 | 0.1839 | -0.4092 | 0.0378 | -0.0261 | 0.2201 | -0.0907 |
2019-02-09 | BXP | 2019-04-18 | 135 | Call | 2.45 | 2.85 | 0.1673 | 0.4139 | 0.0433 | -0.0324 | 0.2197 | 0.0829 |
2019-02-09 | BXP | 2019-04-18 | 135 | Put | 5.4 | 6 | 0.1762 | -0.6054 | 0.0393 | -0.0227 | 0.2181 | -0.1294 |
2019-02-09 | BXP | 2019-04-18 | 140 | Call | 1 | 1.25 | 0.1633 | 0.222 | 0.0333 | -0.0231 | 0.1739 | 0.0485 |
2019-02-09 | BXP | 2019-04-18 | 140 | Put | 8.8 | 9.8 | 0.1772 | -0.7739 | 0.0308 | -0.0148 | 0.1725 | -0.1601 |
2019-02-09 | BXP | 2019-04-18 | 145 | Call | 0.3 | 0.5 | 0.1607 | 0.0966 | 0.0191 | -0.0126 | 0.1031 | 0.0223 |
2019-02-09 | BXP | 2019-04-18 | 145 | Put | 12.9 | 14.2 | 0.177 | -0.8902 | 0.0194 | -0.0049 | 0.1112 | -0.1801 |
2019-02-09 | BXP | 2019-04-18 | 150 | Call | 0 | 0.75 | 0.1607 | 0.0361 | 0.0087 | -0.0057 | 0.045 | 0.0086 |
2019-02-09 | BXP | 2019-04-18 | 150 | Put | 16.6 | 20.6 | 0.177 | -0.9547 | 0.0099 | 0 | 0.0594 | -0.1916 |
2019-02-09 | C | 2019-02-22 | 52.5 | Call | 9.45 | 9.8 | 0.288 | 0.9986 | 0.0013 | -0.0042 | 0.0005 | 0.0201 |
2019-02-09 | C | 2019-02-22 | 52.5 | Put | 0 | 0.05 | 0.3575 | -0.0076 | 0.0048 | -0.0032 | 0.0025 | -0.0002 |
2019-02-09 | C | 2019-02-22 | 56 | Call | 6.05 | 6.2 | 0.3046 | 0.9604 | 0.0231 | -0.015 | 0.0104 | 0.0205 |
2019-02-09 | C | 2019-02-22 | 56 | Put | 0.08 | 0.1 | 0.3301 | -0.0521 | 0.0266 | -0.015 | 0.0129 | -0.0013 |
2019-02-09 | C | 2019-02-22 | 57.5 | Call | 4.65 | 4.75 | 0.287 | 0.9176 | 0.0436 | -0.0226 | 0.0184 | 0.02 |
2019-02-09 | C | 2019-02-22 | 57.5 | Put | 0.15 | 0.18 | 0.303 | -0.0934 | 0.0455 | -0.0216 | 0.0209 | -0.0021 |
2019-02-09 | C | 2019-02-22 | 59.5 | Call | 2.88 | 2.97 | 0.2616 | 0.8028 | 0.0874 | -0.0348 | 0.0337 | 0.018 |
2019-02-09 | C | 2019-02-22 | 59.5 | Put | 0.35 | 0.38 | 0.2639 | -0.1992 | 0.0877 | -0.0313 | 0.0353 | -0.0045 |
2019-02-09 | C | 2019-02-22 | 60.5 | Call | 2.09 | 2.17 | 0.2476 | 0.7099 | 0.1139 | -0.0397 | 0.0416 | 0.0161 |
2019-02-09 | C | 2019-02-22 | 60.5 | Put | 0.56 | 0.58 | 0.2494 | -0.292 | 0.1143 | -0.0361 | 0.0426 | -0.0064 |
2019-02-09 | C | 2019-02-22 | 62 | Call | 1.13 | 1.18 | 0.2313 | 0.5191 | 0.1419 | -0.0422 | 0.0484 | 0.0119 |
2019-02-09 | C | 2019-02-22 | 62 | Put | 1.06 | 1.1 | 0.2296 | -0.4831 | 0.1447 | -0.038 | 0.0484 | -0.0101 |
2019-02-09 | C | 2019-02-22 | 63.5 | Call | 0.5 | 0.53 | 0.221 | 0.3069 | 0.1309 | -0.035 | 0.0426 | 0.0071 |
2019-02-09 | C | 2019-02-22 | 63.5 | Put | 1.92 | 1.96 | 0.2181 | -0.7001 | 0.1344 | -0.0305 | 0.0423 | -0.0131 |
2019-02-09 | C | 2019-02-22 | 65 | Call | 0.17 | 0.2 | 0.2151 | 0.1414 | 0.0858 | -0.0215 | 0.0272 | 0.0033 |
2019-02-09 | C | 2019-02-22 | 65 | Put | 3 | 3.2 | 0.2035 | -0.8815 | 0.0875 | -0.0151 | 0.0249 | -0.0122 |
2019-02-09 | C | 2019-02-22 | 66.5 | Call | 0.05 | 0.07 | 0.217 | 0.0546 | 0.042 | -0.0106 | 0.0134 | 0.0013 |
2019-02-09 | C | 2019-02-22 | 66.5 | Put | 4.45 | 4.6 | 0.225 | -0.9498 | 0.0469 | -0.0081 | 0.0134 | -0.009 |
2019-02-09 | C | 2019-02-22 | 68 | Call | 0 | 0.03 | 0.2178 | 0.0171 | 0.016 | -0.0041 | 0.0051 | 0.0004 |
2019-02-09 | C | 2019-02-22 | 68 | Put | 5.95 | 6.1 | 0.2436 | -0.9832 | 0.025 | -0.0031 | 0.0058 | -0.0043 |
2019-02-09 | C | 2019-02-22 | 71 | Call | 0 | 0.03 | 0.2178 | 0.0009 | 0.0011 | -0.0003 | 0.0004 | 0 |
2019-02-09 | C | 2019-02-22 | 71 | Put | 8.95 | 9.1 | 0.2436 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | C | 2019-03-08 | 55 | Call | 6.95 | 7.5 | 0.2776 | 0.9479 | 0.0224 | -0.0127 | 0.0183 | 0.0395 |
2019-02-09 | C | 2019-03-08 | 55 | Put | 0.21 | 0.24 | 0.3298 | -0.0837 | 0.0272 | -0.0152 | 0.0264 | -0.0042 |
2019-02-09 | C | 2019-03-08 | 56 | Call | 6.1 | 6.5 | 0.2762 | 0.9188 | 0.0317 | -0.0163 | 0.0258 | 0.0389 |
2019-02-09 | C | 2019-03-08 | 56 | Put | 0.26 | 0.32 | 0.3138 | -0.1076 | 0.0345 | -0.0174 | 0.0327 | -0.005 |
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