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 | C | 2019-03-08 | 57.5 | Call | 4.85 | 5.1 | 0.2716 | 0.8572 | 0.0484 | -0.0222 | 0.0387 | 0.0369 |
2019-02-09 | C | 2019-03-08 | 57.5 | Put | 0.41 | 0.52 | 0.299 | -0.1644 | 0.0485 | -0.0221 | 0.0441 | -0.0075 |
2019-02-09 | C | 2019-03-08 | 59.5 | Call | 3.25 | 3.65 | 0.2756 | 0.7274 | 0.0702 | -0.031 | 0.057 | 0.0319 |
2019-02-09 | C | 2019-03-08 | 59.5 | Put | 0.76 | 0.82 | 0.269 | -0.2692 | 0.072 | -0.0262 | 0.0569 | -0.012 |
2019-02-09 | C | 2019-03-08 | 61 | Call | 2.13 | 2.36 | 0.2384 | 0.6222 | 0.0928 | -0.0303 | 0.0653 | 0.0279 |
2019-02-09 | C | 2019-03-08 | 61 | Put | 1.13 | 1.31 | 0.2533 | -0.3852 | 0.0888 | -0.0283 | 0.0654 | -0.0167 |
2019-02-09 | C | 2019-03-08 | 62 | Call | 1.64 | 1.8 | 0.2417 | 0.5259 | 0.0959 | -0.0317 | 0.0684 | 0.0237 |
2019-02-09 | C | 2019-03-08 | 62 | Put | 1.58 | 1.61 | 0.2414 | -0.4771 | 0.0975 | -0.0278 | 0.0683 | -0.0199 |
2019-02-09 | C | 2019-03-08 | 63.5 | Call | 0.99 | 1.08 | 0.2351 | 0.3812 | 0.0944 | -0.0291 | 0.0654 | 0.0173 |
2019-02-09 | C | 2019-03-08 | 63.5 | Put | 2.37 | 2.44 | 0.2333 | -0.625 | 0.0969 | -0.0249 | 0.0655 | -0.0243 |
2019-02-09 | C | 2019-03-08 | 64.5 | Call | 0.65 | 0.7 | 0.227 | 0.2865 | 0.0873 | -0.0249 | 0.0584 | 0.0131 |
2019-02-09 | C | 2019-03-08 | 64.5 | Put | 3 | 3.25 | 0.2383 | -0.7102 | 0.0866 | -0.0226 | 0.0601 | -0.026 |
2019-02-09 | C | 2019-03-08 | 66.5 | Call | 0.25 | 0.29 | 0.2226 | 0.142 | 0.0588 | -0.0159 | 0.0386 | 0.0065 |
2019-02-09 | C | 2019-03-08 | 66.5 | Put | 4.6 | 4.9 | 0.2435 | -0.8452 | 0.0616 | -0.0152 | 0.0406 | -0.0255 |
2019-02-09 | C | 2019-03-08 | 68 | Call | 0.1 | 0.17 | 0.2258 | 0.0789 | 0.038 | -0.0105 | 0.0253 | 0.0037 |
2019-02-09 | C | 2019-03-08 | 68 | Put | 5.95 | 6.45 | 0.2797 | -0.8802 | 0.0458 | -0.0146 | 0.0357 | -0.0249 |
2019-02-09 | C | 2019-03-08 | 71 | Call | 0 | 0.71 | 0.2287 | 0.019 | 0.0118 | -0.0033 | 0.008 | 0.0009 |
2019-02-09 | C | 2019-03-08 | 71 | Put | 8.6 | 9.4 | 0.2872 | -0.964 | 0.0231 | -0.0052 | 0.0148 | -0.0142 |
2019-02-09 | C | 2019-03-29 | 57 | Call | 5.65 | 6 | 0.2723 | 0.8238 | 0.0419 | -0.0196 | 0.0588 | 0.0607 |
2019-02-09 | C | 2019-03-29 | 57 | Put | 0.61 | 0.73 | 0.2808 | -0.1835 | 0.042 | -0.0166 | 0.0606 | -0.0146 |
2019-02-09 | C | 2019-03-29 | 57.5 | Call | 5.2 | 5.6 | 0.2669 | 0.8044 | 0.0456 | -0.0203 | 0.0627 | 0.0596 |
2019-02-09 | C | 2019-03-29 | 57.5 | Put | 0.68 | 0.82 | 0.2757 | -0.2034 | 0.0455 | -0.0173 | 0.0642 | -0.0161 |
2019-02-09 | C | 2019-03-29 | 59.5 | Call | 3.75 | 4.1 | 0.2616 | 0.6969 | 0.0588 | -0.024 | 0.0793 | 0.0527 |
2019-02-09 | C | 2019-03-29 | 59.5 | Put | 1.16 | 1.3 | 0.2634 | -0.306 | 0.0593 | -0.0202 | 0.079 | -0.0237 |
2019-02-09 | C | 2019-03-29 | 61 | Call | 2.81 | 3 | 0.2499 | 0.6039 | 0.0679 | -0.0248 | 0.0875 | 0.0463 |
2019-02-09 | C | 2019-03-29 | 61 | Put | 1.58 | 1.82 | 0.2505 | -0.3995 | 0.0689 | -0.0209 | 0.0881 | -0.0299 |
2019-02-09 | C | 2019-03-29 | 62 | Call | 2.19 | 2.36 | 0.2389 | 0.5341 | 0.0733 | -0.0242 | 0.0903 | 0.0414 |
2019-02-09 | C | 2019-03-29 | 62 | Put | 2.07 | 2.26 | 0.2502 | -0.4702 | 0.0714 | -0.0213 | 0.0902 | -0.0343 |
2019-02-09 | C | 2019-03-29 | 63.5 | Call | 1.56 | 1.61 | 0.2361 | 0.4243 | 0.0731 | -0.0232 | 0.089 | 0.0332 |
2019-02-09 | C | 2019-03-29 | 63.5 | Put | 2.84 | 3.05 | 0.2436 | -0.5788 | 0.0727 | -0.0199 | 0.0891 | -0.0402 |
2019-02-09 | C | 2019-03-29 | 64.5 | Call | 1.16 | 1.27 | 0.2344 | 0.3538 | 0.0699 | -0.0217 | 0.0844 | 0.0278 |
2019-02-09 | C | 2019-03-29 | 64.5 | Put | 3.45 | 3.65 | 0.2388 | -0.6512 | 0.0708 | -0.0181 | 0.0839 | -0.0429 |
2019-02-09 | C | 2019-03-29 | 66.5 | Call | 0.54 | 0.73 | 0.226 | 0.2234 | 0.0582 | -0.0166 | 0.0678 | 0.0177 |
2019-02-09 | C | 2019-03-29 | 66.5 | Put | 4.8 | 5.1 | 0.2263 | -0.79 | 0.061 | -0.0126 | 0.0649 | -0.0436 |
2019-02-09 | C | 2019-03-29 | 68 | Call | 0.31 | 0.4 | 0.2195 | 0.1438 | 0.0455 | -0.0122 | 0.0515 | 0.0115 |
2019-02-09 | C | 2019-03-29 | 68 | Put | 6.05 | 6.35 | 0.2221 | -0.8718 | 0.049 | -0.0084 | 0.0484 | -0.0383 |
2019-02-09 | C | 2019-03-29 | 71 | Call | 0.09 | 0.14 | 0.2206 | 0.0557 | 0.0224 | -0.006 | 0.0255 | 0.0045 |
2019-02-09 | C | 2019-03-29 | 71 | Put | 8.85 | 9.35 | 0.2636 | -0.9259 | 0.0306 | -0.0064 | 0.0334 | -0.032 |
2019-02-09 | CAG | 2019-02-15 | 19 | Call | 3.1 | 3.3 | 0.2711 | 1 | 0.0001 | -0.0013 | 0 | 0.0036 |
2019-02-09 | CAG | 2019-02-15 | 19 | Put | 0 | 0.05 | 0.2711 | 0 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | CAG | 2019-02-15 | 20 | Call | 2.15 | 2.3 | 0.2711 | 0.9975 | 0.0095 | -0.0019 | 0.0002 | 0.0038 |
2019-02-09 | CAG | 2019-02-15 | 20 | Put | 0 | 0.05 | 0.2711 | -0.0025 | 0.0095 | -0.0005 | 0.0002 | 0 |
2019-02-09 | CAG | 2019-02-15 | 21 | Call | 1.2 | 1.25 | 0.2711 | 0.9333 | 0.1554 | -0.0091 | 0.004 | 0.0037 |
2019-02-09 | CAG | 2019-02-15 | 21 | Put | 0 | 0.1 | 0.2711 | -0.0667 | 0.1554 | -0.0076 | 0.004 | -0.0003 |
2019-02-09 | CAG | 2019-02-15 | 22 | Call | 0.4 | 0.5 | 0.2789 | 0.6005 | 0.4508 | -0.0246 | 0.0119 | 0.0025 |
2019-02-09 | CAG | 2019-02-15 | 22 | Put | 0.2 | 0.3 | 0.279 | -0.4003 | 0.4539 | -0.0232 | 0.0118 | -0.0016 |
2019-02-09 | CAG | 2019-02-15 | 23 | Call | 0 | 0.1 | 0.2789 | 0.185 | 0.3115 | -0.0166 | 0.0082 | 0.0008 |
2019-02-09 | CAG | 2019-02-15 | 23 | Put | 0.8 | 0.9 | 0.279 | -0.8184 | 0.3154 | -0.0152 | 0.0081 | -0.0026 |
2019-02-09 | CAG | 2019-02-15 | 24 | Call | 0 | 0.05 | 0.2789 | 0.0228 | 0.0632 | -0.0033 | 0.0017 | 0.0001 |
2019-02-09 | CAG | 2019-02-15 | 24 | Put | 1.75 | 1.9 | 0.279 | -0.9844 | 0.0668 | -0.0019 | 0.0013 | -0.001 |
2019-02-09 | CAG | 2019-02-15 | 26 | Call | 0 | 0.05 | 0.2789 | 0 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | CAG | 2019-02-15 | 26 | Put | 3.7 | 3.9 | 0.279 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CAG | 2019-03-15 | 19 | Call | 3.1 | 3.4 | 0.2914 | 0.9635 | 0.0399 | -0.0036 | 0.0055 | 0.0173 |
2019-02-09 | CAG | 2019-03-15 | 19 | Put | 0.05 | 0.1 | 0.302 | -0.0415 | 0.0428 | -0.0026 | 0.0061 | -0.0009 |
2019-02-09 | CAG | 2019-03-15 | 20 | Call | 2.25 | 2.45 | 0.2914 | 0.8896 | 0.0942 | -0.0066 | 0.0129 | 0.0167 |
2019-02-09 | CAG | 2019-03-15 | 20 | Put | 0.1 | 0.15 | 0.302 | -0.1179 | 0.0958 | -0.0057 | 0.0143 | -0.0024 |
2019-02-09 | CAG | 2019-03-15 | 21 | Call | 1.4 | 1.6 | 0.2683 | 0.7688 | 0.1653 | -0.0091 | 0.0209 | 0.0149 |
2019-02-09 | CAG | 2019-03-15 | 21 | Put | 0.25 | 0.3 | 0.2754 | -0.2373 | 0.1645 | -0.008 | 0.0212 | -0.0048 |
2019-02-09 | CAG | 2019-03-15 | 22 | Call | 0.8 | 0.85 | 0.2556 | 0.5712 | 0.2237 | -0.0107 | 0.027 | 0.0113 |
2019-02-09 | CAG | 2019-03-15 | 22 | Put | 0.55 | 0.65 | 0.2615 | -0.4325 | 0.222 | -0.0095 | 0.0269 | -0.0083 |
2019-02-09 | CAG | 2019-03-15 | 23 | Call | 0.3 | 0.4 | 0.2368 | 0.3375 | 0.2247 | -0.009 | 0.0251 | 0.0068 |
2019-02-09 | CAG | 2019-03-15 | 23 | Put | 1.05 | 1.2 | 0.2421 | -0.6651 | 0.2261 | -0.0078 | 0.0253 | -0.0112 |
2019-02-09 | CAG | 2019-03-15 | 24 | Call | 0.1 | 0.15 | 0.2331 | 0.1546 | 0.1486 | -0.0057 | 0.0163 | 0.0032 |
2019-02-09 | CAG | 2019-03-15 | 24 | Put | 1.8 | 1.95 | 0.2204 | -0.8747 | 0.1558 | -0.0036 | 0.0143 | -0.0102 |
2019-02-09 | CAG | 2019-03-15 | 26 | Call | 0 | 0.05 | 0.2331 | 0.0167 | 0.026 | -0.001 | 0.0029 | 0.0003 |
2019-02-09 | CAG | 2019-03-15 | 26 | Put | 3.7 | 3.9 | 0.2204 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CAG | 2019-04-18 | 19 | Call | 3.5 | 3.7 | 0.391 | 0.8494 | 0.0625 | -0.0076 | 0.0224 | 0.0284 |
2019-02-09 | CAG | 2019-04-18 | 19 | Put | 0.2 | 0.3 | 0.3601 | -0.134 | 0.0631 | -0.0053 | 0.0217 | -0.0055 |
2019-02-09 | CAG | 2019-04-18 | 20 | Call | 2.65 | 2.8 | 0.3497 | 0.7873 | 0.0867 | -0.0082 | 0.0278 | 0.0275 |
2019-02-09 | CAG | 2019-04-18 | 20 | Put | 0.4 | 0.5 | 0.3538 | -0.2159 | 0.0872 | -0.007 | 0.0286 | -0.0087 |
2019-02-09 | CAG | 2019-04-18 | 21 | Call | 1.9 | 2.05 | 0.3295 | 0.6892 | 0.1119 | -0.0092 | 0.0338 | 0.0248 |
2019-02-09 | CAG | 2019-04-18 | 21 | Put | 0.65 | 0.75 | 0.3338 | -0.3144 | 0.1123 | -0.0079 | 0.0344 | -0.0124 |
2019-02-09 | CAG | 2019-04-18 | 22 | Call | 1.3 | 1.4 | 0.3151 | 0.5666 | 0.1304 | -0.0096 | 0.0377 | 0.0209 |
2019-02-09 | CAG | 2019-04-18 | 22 | Put | 1 | 1.15 | 0.3192 | -0.4373 | 0.131 | -0.0082 | 0.0377 | -0.0166 |
2019-02-09 | CAG | 2019-04-18 | 23 | Call | 0.8 | 0.9 | 0.3006 | 0.4312 | 0.1366 | -0.009 | 0.0376 | 0.0162 |
2019-02-09 | CAG | 2019-04-18 | 23 | Put | 1.5 | 1.65 | 0.3047 | -0.5736 | 0.1381 | -0.0076 | 0.0377 | -0.0205 |
2019-02-09 | CAG | 2019-04-18 | 24 | Call | 0.45 | 0.55 | 0.2913 | 0.301 | 0.1248 | -0.0076 | 0.0333 | 0.0115 |
2019-02-09 | CAG | 2019-04-18 | 24 | Put | 2.15 | 2.3 | 0.295 | -0.7063 | 0.1282 | -0.0062 | 0.0325 | -0.0227 |
2019-02-09 | CAG | 2019-04-18 | 26 | Call | 0.1 | 0.2 | 0.2852 | 0.1178 | 0.0723 | -0.0041 | 0.0189 | 0.0046 |
2019-02-09 | CAG | 2019-04-18 | 26 | Put | 3.8 | 4 | 0.2869 | -0.9013 | 0.0792 | -0.0027 | 0.0171 | -0.018 |
2019-02-09 | CAH | 2019-02-22 | 45 | Call | 7 | 8.8 | 0.2726 | 0.9986 | 0.0016 | -0.0036 | 0.0005 | 0.0172 |
2019-02-09 | CAH | 2019-02-22 | 45 | Put | 0 | 0.3 | 0.2594 | -0.0008 | 0.0011 | -0.0003 | 0.0003 | 0 |
2019-02-09 | CAH | 2019-02-22 | 47.5 | Call | 4.5 | 5.4 | 0.2726 | 0.9762 | 0.02 | -0.0089 | 0.0058 | 0.0177 |
2019-02-09 | CAH | 2019-02-22 | 47.5 | Put | 0 | 0.1 | 0.2594 | -0.0188 | 0.0172 | -0.0043 | 0.0047 | -0.0004 |
2019-02-09 | CAH | 2019-02-22 | 49 | Call | 3.5 | 4 | 0.2726 | 0.919 | 0.0534 | -0.0182 | 0.0155 | 0.0171 |
2019-02-09 | CAH | 2019-02-22 | 49 | Put | 0.1 | 0.2 | 0.2594 | -0.0712 | 0.0509 | -0.0127 | 0.014 | -0.0015 |
2019-02-09 | CAH | 2019-02-22 | 50.5 | Call | 2.25 | 2.65 | 0.2379 | 0.8283 | 0.1038 | -0.0252 | 0.0263 | 0.0158 |
2019-02-09 | CAH | 2019-02-22 | 50.5 | Put | 0.2 | 0.35 | 0.2539 | -0.1868 | 0.1031 | -0.0245 | 0.0276 | -0.0036 |
2019-02-09 | CAH | 2019-02-22 | 51.5 | Call | 1.6 | 1.85 | 0.2456 | 0.6955 | 0.1382 | -0.0341 | 0.0361 | 0.0134 |
2019-02-09 | CAH | 2019-02-22 | 51.5 | Put | 0.4 | 0.6 | 0.2437 | -0.3041 | 0.1402 | -0.0305 | 0.0365 | -0.0057 |
2019-02-09 | CAH | 2019-02-22 | 52.5 | Call | 0.95 | 1.15 | 0.2278 | 0.5465 | 0.1687 | -0.0352 | 0.0409 | 0.0106 |
2019-02-09 | CAH | 2019-02-22 | 52.5 | Put | 0.75 | 0.95 | 0.2321 | -0.456 | 0.1673 | -0.0325 | 0.041 | -0.0082 |
2019-02-09 | CAH | 2019-02-22 | 53.5 | Call | 0.5 | 0.65 | 0.22 | 0.3749 | 0.1672 | -0.0321 | 0.0391 | 0.0074 |
2019-02-09 | CAH | 2019-02-22 | 53.5 | Put | 1.25 | 1.45 | 0.2177 | -0.6302 | 0.1712 | -0.0284 | 0.0392 | -0.0105 |
2019-02-09 | CAH | 2019-02-22 | 55 | Call | 0.1 | 0.2 | 0.2085 | 0.1549 | 0.1107 | -0.0189 | 0.0246 | 0.0031 |
2019-02-09 | CAH | 2019-02-22 | 55 | Put | 2.1 | 2.55 | 0.2198 | -0.8392 | 0.1137 | -0.0176 | 0.0261 | -0.0112 |
2019-02-09 | CAH | 2019-02-22 | 56.5 | Call | 0 | 0.15 | 0.2085 | 0.047 | 0.0456 | -0.0077 | 0.0101 | 0.0009 |
2019-02-09 | CAH | 2019-02-22 | 56.5 | Put | 3.6 | 4.2 | 0.2198 | -0.9554 | 0.0533 | -0.006 | 0.0103 | -0.0071 |
2019-02-09 | CAH | 2019-02-22 | 58 | Call | 0 | 0.4 | 0.2085 | 0.0103 | 0.0127 | -0.0021 | 0.0028 | 0.0002 |
2019-02-09 | CAH | 2019-02-22 | 58 | Put | 4.8 | 5.9 | 0.2198 | -1 | 0.0047 | 0 | 0.0001 | 0 |
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