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 | ABT | 2019-03-08 | 75 | Call | 0.73 | 0.88 | 0.176 | 0.3455 | 0.1031 | -0.0252 | 0.0749 | 0.0188 |
2019-02-09 | ABT | 2019-03-08 | 75 | Put | 2.32 | 2.58 | 0.1895 | -0.6499 | 0.0995 | -0.0228 | 0.0745 | -0.0285 |
2019-02-09 | ABT | 2019-03-08 | 76.5 | Call | 0.32 | 0.44 | 0.1696 | 0.2016 | 0.0817 | -0.0183 | 0.0571 | 0.011 |
2019-02-09 | ABT | 2019-03-08 | 76.5 | Put | 3.4 | 3.75 | 0.1936 | -0.7767 | 0.0808 | -0.0181 | 0.0622 | -0.0298 |
2019-02-09 | ABT | 2019-03-08 | 78.5 | Call | 0.07 | 0.39 | 0.1706 | 0.0843 | 0.0446 | -0.01 | 0.0314 | 0.0046 |
2019-02-09 | ABT | 2019-03-08 | 78.5 | Put | 4.65 | 5.85 | 0.1928 | -0.9039 | 0.0523 | -0.0093 | 0.0357 | -0.024 |
2019-02-09 | ABT | 2019-03-08 | 80 | Call | 0 | 0.12 | 0.1706 | 0.0378 | 0.0237 | -0.0053 | 0.0167 | 0.0021 |
2019-02-09 | ABT | 2019-03-08 | 80 | Put | 6 | 7.9 | 0.1928 | -0.9633 | 0.0337 | -0.0038 | 0.0177 | -0.013 |
2019-02-09 | ABT | 2019-03-29 | 66.5 | Call | 7.15 | 7.55 | 0.2217 | 0.9011 | 0.0292 | -0.0148 | 0.0468 | 0.0788 |
2019-02-09 | ABT | 2019-03-29 | 66.5 | Put | 0.38 | 0.7 | 0.2684 | -0.1405 | 0.0312 | -0.0158 | 0.0626 | -0.0132 |
2019-02-09 | ABT | 2019-03-29 | 68 | Call | 5.9 | 6.2 | 0.2187 | 0.8476 | 0.0401 | -0.0181 | 0.0633 | 0.0752 |
2019-02-09 | ABT | 2019-03-29 | 68 | Put | 0.4 | 0.77 | 0.2338 | -0.168 | 0.0403 | -0.0153 | 0.0694 | -0.0156 |
2019-02-09 | ABT | 2019-03-29 | 70.5 | Call | 3.8 | 4.2 | 0.2018 | 0.7313 | 0.0609 | -0.0218 | 0.0886 | 0.0666 |
2019-02-09 | ABT | 2019-03-29 | 70.5 | Put | 0.91 | 1.14 | 0.2123 | -0.2797 | 0.0597 | -0.0183 | 0.0923 | -0.0252 |
2019-02-09 | ABT | 2019-03-29 | 72 | Call | 2.78 | 3.15 | 0.1963 | 0.6328 | 0.0715 | -0.0234 | 0.1011 | 0.0583 |
2019-02-09 | ABT | 2019-03-29 | 72 | Put | 1.36 | 1.79 | 0.2137 | -0.379 | 0.0673 | -0.0206 | 0.1018 | -0.0332 |
2019-02-09 | ABT | 2019-03-29 | 73.5 | Call | 1.92 | 2.18 | 0.1874 | 0.5205 | 0.0792 | -0.0231 | 0.107 | 0.0484 |
2019-02-09 | ABT | 2019-03-29 | 73.5 | Put | 1.93 | 2.26 | 0.1977 | -0.485 | 0.0769 | -0.0194 | 0.1069 | -0.0404 |
2019-02-09 | ABT | 2019-03-29 | 75 | Call | 1.25 | 1.47 | 0.1836 | 0.4015 | 0.0784 | -0.0215 | 0.1039 | 0.0377 |
2019-02-09 | ABT | 2019-03-29 | 75 | Put | 2.66 | 3.05 | 0.1888 | -0.6044 | 0.079 | -0.0174 | 0.1024 | -0.0467 |
2019-02-09 | ABT | 2019-03-29 | 76.5 | Call | 0.72 | 0.9 | 0.1761 | 0.2844 | 0.0717 | -0.0178 | 0.0911 | 0.0269 |
2019-02-09 | ABT | 2019-03-29 | 76.5 | Put | 3.65 | 4 | 0.1827 | -0.7217 | 0.0734 | -0.014 | 0.0889 | -0.0495 |
2019-02-09 | ABT | 2019-03-29 | 78.5 | Call | 0.29 | 0.41 | 0.1677 | 0.1534 | 0.0526 | -0.0117 | 0.0636 | 0.0146 |
2019-02-09 | ABT | 2019-03-29 | 78.5 | Put | 5.3 | 5.7 | 0.1935 | -0.8283 | 0.0559 | -0.0107 | 0.0687 | -0.0472 |
2019-02-09 | ABT | 2019-03-29 | 80.5 | Call | 0.09 | 0.19 | 0.1677 | 0.0761 | 0.0318 | -0.007 | 0.0384 | 0.0073 |
2019-02-09 | ABT | 2019-03-29 | 80.5 | Put | 6.75 | 8 | 0.1935 | -0.917 | 0.0402 | -0.0058 | 0.0432 | -0.0344 |
2019-02-09 | ACN | 2019-02-22 | 132 | Call | 22.3 | 25.8 | 0.3848 | 0.9872 | 0.0028 | -0.0229 | 0.0101 | 0.0498 |
2019-02-09 | ACN | 2019-02-22 | 132 | Put | 0 | 0.15 | 0.3848 | -0.0128 | 0.0028 | -0.0137 | 0.0101 | -0.0008 |
2019-02-09 | ACN | 2019-02-22 | 140 | Call | 14.6 | 15.9 | 0.3848 | 0.9267 | 0.0119 | -0.0672 | 0.0424 | 0.0491 |
2019-02-09 | ACN | 2019-02-22 | 140 | Put | 0 | 0.15 | 0.3848 | -0.0733 | 0.0119 | -0.0574 | 0.0424 | -0.0045 |
2019-02-09 | ACN | 2019-02-22 | 145 | Call | 10.7 | 11.8 | 0.3071 | 0.8885 | 0.0203 | -0.0723 | 0.0578 | 0.0487 |
2019-02-09 | ACN | 2019-02-22 | 145 | Put | 0.15 | 0.2 | 0.2338 | -0.0566 | 0.016 | -0.0283 | 0.0347 | -0.0034 |
2019-02-09 | ACN | 2019-02-22 | 149 | Call | 6.9 | 7.2 | 0.1883 | 0.8886 | 0.0331 | -0.0481 | 0.0578 | 0.0503 |
2019-02-09 | ACN | 2019-02-22 | 149 | Put | 0.35 | 0.45 | 0.2022 | -0.1277 | 0.0341 | -0.0448 | 0.0667 | -0.0072 |
2019-02-09 | ACN | 2019-02-22 | 152.5 | Call | 4 | 4.2 | 0.1741 | 0.737 | 0.0615 | -0.0696 | 0.0994 | 0.0424 |
2019-02-09 | ACN | 2019-02-22 | 152.5 | Put | 0.9 | 1 | 0.1825 | -0.2731 | 0.0603 | -0.0635 | 0.102 | -0.0149 |
2019-02-09 | ACN | 2019-02-22 | 155 | Call | 2.3 | 2.45 | 0.1635 | 0.5656 | 0.079 | -0.076 | 0.1199 | 0.0328 |
2019-02-09 | ACN | 2019-02-22 | 155 | Put | 1.65 | 1.8 | 0.1704 | -0.439 | 0.0769 | -0.0691 | 0.1197 | -0.0229 |
2019-02-09 | ACN | 2019-02-22 | 157.5 | Call | 1.1 | 1.45 | 0.1664 | 0.3714 | 0.0746 | -0.0724 | 0.1152 | 0.0217 |
2019-02-09 | ACN | 2019-02-22 | 157.5 | Put | 2.9 | 3.1 | 0.1621 | -0.6376 | 0.0778 | -0.0607 | 0.1155 | -0.0301 |
2019-02-09 | ACN | 2019-02-22 | 162.5 | Call | 0.1 | 0.2 | 0.15 | 0.0762 | 0.0313 | -0.0242 | 0.0436 | 0.0045 |
2019-02-09 | ACN | 2019-02-22 | 162.5 | Put | 6.9 | 7.3 | 0.1634 | -0.9188 | 0.0359 | -0.0213 | 0.0485 | -0.0249 |
2019-02-09 | ACN | 2019-02-22 | 167.5 | Call | 0 | 0.05 | 0.15 | 0.0069 | 0.0042 | -0.0032 | 0.0059 | 0.0004 |
2019-02-09 | ACN | 2019-02-22 | 167.5 | Put | 11.1 | 12.3 | 0.1634 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ACN | 2019-02-22 | 170 | Call | 0 | 0.05 | 0.15 | 0.0015 | 0.0011 | -0.0008 | 0.0015 | 0.0001 |
2019-02-09 | ACN | 2019-02-22 | 170 | Put | 14.3 | 14.7 | 0.1634 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ACN | 2019-02-22 | 180 | Call | 0 | 0.05 | 0.15 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ACN | 2019-02-22 | 180 | Put | 24 | 24.8 | 0.1634 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ACN | 2019-03-08 | 134 | Call | 19.8 | 24 | 0.2151 | 0.9949 | 0.0016 | -0.0117 | 0.0063 | 0.102 |
2019-02-09 | ACN | 2019-03-08 | 134 | Put | 0 | 0.4 | 0.2284 | -0.0077 | 0.0021 | -0.0036 | 0.0091 | -0.0009 |
2019-02-09 | ACN | 2019-03-08 | 140 | Call | 15.2 | 17.4 | 0.2151 | 0.9667 | 0.008 | -0.0217 | 0.0319 | 0.1031 |
2019-02-09 | ACN | 2019-03-08 | 140 | Put | 0.2 | 0.6 | 0.2284 | -0.0417 | 0.0091 | -0.0152 | 0.0384 | -0.0051 |
2019-02-09 | ACN | 2019-03-08 | 145 | Call | 10.9 | 11.6 | 0.2007 | 0.9085 | 0.019 | -0.0345 | 0.0709 | 0.0998 |
2019-02-09 | ACN | 2019-03-08 | 145 | Put | 0.4 | 0.9 | 0.2007 | -0.0916 | 0.0191 | -0.0245 | 0.0727 | -0.0104 |
2019-02-09 | ACN | 2019-03-08 | 149 | Call | 7.6 | 8.3 | 0.207 | 0.7932 | 0.032 | -0.0536 | 0.1231 | 0.0886 |
2019-02-09 | ACN | 2019-03-08 | 149 | Put | 0.9 | 1.25 | 0.207 | -0.2077 | 0.0323 | -0.0436 | 0.124 | -0.0231 |
2019-02-09 | ACN | 2019-03-08 | 152.5 | Call | 4.8 | 5.2 | 0.1769 | 0.6822 | 0.0468 | -0.0556 | 0.1536 | 0.0776 |
2019-02-09 | ACN | 2019-03-08 | 152.5 | Put | 1.7 | 1.85 | 0.1867 | -0.328 | 0.0454 | -0.0488 | 0.1579 | -0.0351 |
2019-02-09 | ACN | 2019-03-08 | 155 | Call | 3.2 | 3.7 | 0.174 | 0.5571 | 0.0527 | -0.0587 | 0.1701 | 0.0638 |
2019-02-09 | ACN | 2019-03-08 | 155 | Put | 2.55 | 2.8 | 0.1797 | -0.448 | 0.0519 | -0.0506 | 0.1707 | -0.0461 |
2019-02-09 | ACN | 2019-03-08 | 157.5 | Call | 2 | 2.25 | 0.1652 | 0.4203 | 0.0549 | -0.0541 | 0.1685 | 0.0485 |
2019-02-09 | ACN | 2019-03-08 | 157.5 | Put | 3.7 | 4.1 | 0.1734 | -0.5815 | 0.0537 | -0.047 | 0.1683 | -0.056 |
2019-02-09 | ACN | 2019-03-08 | 162.5 | Call | 0.55 | 0.9 | 0.1656 | 0.1889 | 0.0379 | -0.0365 | 0.1165 | 0.022 |
2019-02-09 | ACN | 2019-03-08 | 162.5 | Put | 6.8 | 7.7 | 0.1511 | -0.8522 | 0.0408 | -0.0211 | 0.1018 | -0.0548 |
2019-02-09 | ACN | 2019-03-08 | 167.5 | Call | 0.05 | 0.3 | 0.1656 | 0.0614 | 0.017 | -0.0161 | 0.0523 | 0.0072 |
2019-02-09 | ACN | 2019-03-08 | 167.5 | Put | 9.9 | 14.1 | 0.1511 | -0.9877 | 0.0162 | -0.0021 | 0.0193 | -0.0047 |
2019-02-09 | ACN | 2019-03-08 | 170 | Call | 0 | 0.2 | 0.1656 | 0.031 | 0.0098 | -0.0092 | 0.0302 | 0.0036 |
2019-02-09 | ACN | 2019-03-08 | 170 | Put | 12.6 | 16.6 | 0.1511 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ACN | 2019-03-08 | 180 | Call | 0 | 0.05 | 0.1656 | 0.0009 | 0.0004 | -0.0004 | 0.0014 | 0.0001 |
2019-02-09 | ACN | 2019-03-08 | 180 | Put | 22.4 | 26.9 | 0.1511 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ACN | 2019-03-29 | 139 | Call | 17.2 | 18.4 | 0.2574 | 0.8998 | 0.012 | -0.0351 | 0.1002 | 0.1639 |
2019-02-09 | ACN | 2019-03-29 | 139 | Put | 0.95 | 1.4 | 0.2974 | -0.1313 | 0.0126 | -0.0355 | 0.1198 | -0.0266 |
2019-02-09 | ACN | 2019-03-29 | 140 | Call | 16.4 | 18.2 | 0.2888 | 0.8609 | 0.0135 | -0.0456 | 0.1263 | 0.1564 |
2019-02-09 | ACN | 2019-03-29 | 140 | Put | 1.05 | 1.45 | 0.2907 | -0.1408 | 0.0136 | -0.0364 | 0.1327 | -0.0284 |
2019-02-09 | ACN | 2019-03-29 | 145 | Call | 12.1 | 13.4 | 0.2518 | 0.8019 | 0.0194 | -0.0488 | 0.1586 | 0.1502 |
2019-02-09 | ACN | 2019-03-29 | 145 | Put | 1.7 | 2.15 | 0.2679 | -0.2119 | 0.0191 | -0.0431 | 0.167 | -0.042 |
2019-02-09 | ACN | 2019-03-29 | 149 | Call | 9.3 | 10.2 | 0.2467 | 0.7133 | 0.0242 | -0.0561 | 0.194 | 0.1358 |
2019-02-09 | ACN | 2019-03-29 | 149 | Put | 2.55 | 3 | 0.2525 | -0.2925 | 0.0241 | -0.0476 | 0.1975 | -0.0567 |
2019-02-09 | ACN | 2019-03-29 | 152.5 | Call | 6.9 | 7.4 | 0.2287 | 0.6267 | 0.0291 | -0.0569 | 0.2158 | 0.1212 |
2019-02-09 | ACN | 2019-03-29 | 152.5 | Put | 3.6 | 3.9 | 0.2376 | -0.3799 | 0.0285 | -0.0489 | 0.216 | -0.0715 |
2019-02-09 | ACN | 2019-03-29 | 155 | Call | 5.4 | 5.9 | 0.2237 | 0.5517 | 0.031 | -0.0572 | 0.2254 | 0.1076 |
2019-02-09 | ACN | 2019-03-29 | 155 | Put | 4.2 | 4.8 | 0.221 | -0.4527 | 0.0321 | -0.0466 | 0.2256 | -0.0824 |
2019-02-09 | ACN | 2019-03-29 | 157.5 | Call | 4.2 | 4.5 | 0.2191 | 0.4727 | 0.0319 | -0.0557 | 0.2268 | 0.0928 |
2019-02-09 | ACN | 2019-03-29 | 157.5 | Put | 5.7 | 6.1 | 0.2251 | -0.5317 | 0.0318 | -0.047 | 0.2263 | -0.0937 |
2019-02-09 | ACN | 2019-03-29 | 162.5 | Call | 2.2 | 2.45 | 0.2092 | 0.3145 | 0.0298 | -0.0466 | 0.2023 | 0.0625 |
2019-02-09 | ACN | 2019-03-29 | 162.5 | Put | 8.3 | 9.2 | 0.2085 | -0.6974 | 0.031 | -0.0363 | 0.2002 | -0.1075 |
2019-02-09 | ACN | 2019-03-29 | 167.5 | Call | 1 | 1.2 | 0.2026 | 0.1814 | 0.0228 | -0.033 | 0.1502 | 0.0364 |
2019-02-09 | ACN | 2019-03-29 | 167.5 | Put | 11.8 | 13.8 | 0.2168 | -0.8168 | 0.0239 | -0.0272 | 0.1524 | -0.1056 |
2019-02-09 | ACN | 2019-03-29 | 170 | Call | 0.4 | 0.8 | 0.2366 | 0.174 | 0.0191 | -0.0372 | 0.1463 | 0.0347 |
2019-02-09 | ACN | 2019-03-29 | 170 | Put | 14.6 | 15.8 | 0.2366 | -0.8417 | 0.0202 | -0.027 | 0.139 | -0.105 |
2019-02-09 | ACN | 2019-03-29 | 180 | Call | 0 | 0.3 | 0.2366 | 0.055 | 0.0082 | -0.0159 | 0.0634 | 0.0111 |
2019-02-09 | ACN | 2019-03-29 | 180 | Put | 22.5 | 27 | 0.2366 | -0.9724 | 0.0097 | -0.0054 | 0.039 | -0.0336 |
2019-02-09 | ADBE | 2019-02-22 | 217.5 | Call | 39.1 | 40 | 0.2787 | 0.999 | 0.0002 | -0.0168 | 0.0016 | 0.0832 |
2019-02-09 | ADBE | 2019-02-22 | 217.5 | Put | 0 | 0.12 | 0.3544 | -0.0071 | 0.0011 | -0.0124 | 0.0099 | -0.0007 |
2019-02-09 | ADBE | 2019-02-22 | 232.5 | Call | 24.55 | 25.35 | 0.2939 | 0.963 | 0.0055 | -0.0583 | 0.0407 | 0.0853 |
2019-02-09 | ADBE | 2019-02-22 | 232.5 | Put | 0.32 | 0.42 | 0.325 | -0.0524 | 0.0066 | -0.0616 | 0.0539 | -0.0053 |
2019-02-09 | ADBE | 2019-02-22 | 240 | Call | 17.6 | 18.2 | 0.28 | 0.9021 | 0.0123 | -0.102 | 0.087 | 0.082 |
2019-02-09 | ADBE | 2019-02-22 | 240 | Put | 0.67 | 0.89 | 0.2928 | -0.1075 | 0.0126 | -0.0954 | 0.0931 | -0.0109 |
2019-02-09 | ADBE | 2019-02-22 | 247.5 | Call | 11.2 | 11.7 | 0.2635 | 0.7808 | 0.0223 | -0.1532 | 0.1487 | 0.0725 |
2019-02-09 | ADBE | 2019-02-22 | 247.5 | Put | 1.79 | 1.97 | 0.2747 | -0.2282 | 0.022 | -0.1461 | 0.1576 | -0.0212 |
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