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 | CAH | 2019-03-08 | 45 | Call | 7.2 | 8.2 | 0.3317 | 0.9625 | 0.0169 | -0.0101 | 0.0119 | 0.0329 |
2019-02-09 | CAH | 2019-03-08 | 45 | Put | 0 | 0.2 | 0.3317 | -0.0375 | 0.0169 | -0.0069 | 0.0119 | -0.0016 |
2019-02-09 | CAH | 2019-03-08 | 47.5 | Call | 5.2 | 5.9 | 0.3317 | 0.8833 | 0.0405 | -0.0198 | 0.0286 | 0.0314 |
2019-02-09 | CAH | 2019-03-08 | 47.5 | Put | 0.1 | 0.25 | 0.3317 | -0.1165 | 0.0407 | -0.0166 | 0.0292 | -0.0046 |
2019-02-09 | CAH | 2019-03-08 | 49 | Call | 3.9 | 4.8 | 0.3395 | 0.7984 | 0.0568 | -0.0275 | 0.041 | 0.0289 |
2019-02-09 | CAH | 2019-03-08 | 49 | Put | 0.25 | 0.4 | 0.2708 | -0.1526 | 0.06 | -0.0161 | 0.0348 | -0.0059 |
2019-02-09 | CAH | 2019-03-08 | 50.5 | Call | 2.75 | 3.1 | 0.2689 | 0.7351 | 0.0835 | -0.0254 | 0.0478 | 0.0275 |
2019-02-09 | CAH | 2019-03-08 | 50.5 | Put | 0.5 | 0.9 | 0.2773 | -0.2714 | 0.0826 | -0.0231 | 0.0483 | -0.0103 |
2019-02-09 | CAH | 2019-03-08 | 51.5 | Call | 2 | 2.3 | 0.248 | 0.6517 | 0.1022 | -0.0261 | 0.0539 | 0.0247 |
2019-02-09 | CAH | 2019-03-08 | 51.5 | Put | 0.75 | 1 | 0.2463 | -0.3493 | 0.104 | -0.0226 | 0.0537 | -0.0129 |
2019-02-09 | CAH | 2019-03-08 | 52.5 | Call | 1.4 | 1.65 | 0.2386 | 0.5444 | 0.1139 | -0.0265 | 0.0578 | 0.0208 |
2019-02-09 | CAH | 2019-03-08 | 52.5 | Put | 1.15 | 1.45 | 0.2455 | -0.4589 | 0.1123 | -0.0239 | 0.0579 | -0.0164 |
2019-02-09 | CAH | 2019-03-08 | 53.5 | Call | 0.9 | 1.2 | 0.236 | 0.4299 | 0.1141 | -0.0257 | 0.0573 | 0.0166 |
2019-02-09 | CAH | 2019-03-08 | 53.5 | Put | 1.65 | 1.9 | 0.234 | -0.5753 | 0.1171 | -0.0221 | 0.057 | -0.0195 |
2019-02-09 | CAH | 2019-03-08 | 55 | Call | 0.4 | 0.6 | 0.2231 | 0.2617 | 0.1 | -0.0198 | 0.0475 | 0.0102 |
2019-02-09 | CAH | 2019-03-08 | 55 | Put | 2.55 | 2.9 | 0.2195 | -0.7505 | 0.1039 | -0.0161 | 0.0471 | -0.022 |
2019-02-09 | CAH | 2019-03-08 | 56.5 | Call | 0.1 | 0.25 | 0.2195 | 0.1374 | 0.0686 | -0.0131 | 0.0321 | 0.0054 |
2019-02-09 | CAH | 2019-03-08 | 56.5 | Put | 3.2 | 4.2 | 0.2205 | -0.8742 | 0.0721 | -0.0098 | 0.0304 | -0.02 |
2019-02-09 | CAH | 2019-03-08 | 58 | Call | 0 | 0.25 | 0.2195 | 0.0639 | 0.0391 | -0.0074 | 0.0182 | 0.0025 |
2019-02-09 | CAH | 2019-03-08 | 58 | Put | 4.6 | 6 | 0.2205 | -0.9533 | 0.0432 | -0.0041 | 0.015 | -0.0123 |
2019-02-09 | CAH | 2019-03-29 | 45 | Call | 7 | 8.6 | 0.3497 | 0.9106 | 0.0245 | -0.014 | 0.0308 | 0.0521 |
2019-02-09 | CAH | 2019-03-29 | 45 | Put | 0 | 0.3 | 0.3074 | -0.08 | 0.0253 | -0.0086 | 0.0284 | -0.0059 |
2019-02-09 | CAH | 2019-03-29 | 47.5 | Call | 5.5 | 6.2 | 0.3139 | 0.8425 | 0.0407 | -0.0177 | 0.0473 | 0.0505 |
2019-02-09 | CAH | 2019-03-29 | 47.5 | Put | 0.4 | 0.5 | 0.2769 | -0.155 | 0.0452 | -0.0123 | 0.0458 | -0.0112 |
2019-02-09 | CAH | 2019-03-29 | 49 | Call | 4.3 | 4.6 | 0.2706 | 0.7965 | 0.0556 | -0.0178 | 0.0561 | 0.0492 |
2019-02-09 | CAH | 2019-03-29 | 49 | Put | 0.65 | 0.8 | 0.2663 | -0.2321 | 0.0602 | -0.015 | 0.0583 | -0.0169 |
2019-02-09 | CAH | 2019-03-29 | 50.5 | Call | 2.95 | 3.4 | 0.2388 | 0.717 | 0.0752 | -0.0185 | 0.0659 | 0.0454 |
2019-02-09 | CAH | 2019-03-29 | 50.5 | Put | 1.05 | 1.2 | 0.2557 | -0.3314 | 0.0745 | -0.0169 | 0.0695 | -0.0242 |
2019-02-09 | CAH | 2019-03-29 | 51.5 | Call | 2.5 | 2.95 | 0.2653 | 0.6252 | 0.0758 | -0.022 | 0.0721 | 0.0397 |
2019-02-09 | CAH | 2019-03-29 | 51.5 | Put | 1.35 | 1.55 | 0.2448 | -0.4081 | 0.0833 | -0.017 | 0.0743 | -0.0299 |
2019-02-09 | CAH | 2019-03-29 | 52.5 | Call | 1.9 | 2.1 | 0.2416 | 0.5478 | 0.0869 | -0.0208 | 0.0754 | 0.0353 |
2019-02-09 | CAH | 2019-03-29 | 52.5 | Put | 1.8 | 2 | 0.2404 | -0.4935 | 0.0872 | -0.0168 | 0.0764 | -0.0364 |
2019-02-09 | CAH | 2019-03-29 | 53.5 | Call | 1.35 | 1.55 | 0.2308 | 0.4578 | 0.0912 | -0.0197 | 0.0758 | 0.0298 |
2019-02-09 | CAH | 2019-03-29 | 53.5 | Put | 2.3 | 2.5 | 0.2313 | -0.583 | 0.0887 | -0.0154 | 0.0755 | -0.0432 |
2019-02-09 | CAH | 2019-03-29 | 55 | Call | 0.75 | 1 | 0.2258 | 0.3259 | 0.0846 | -0.0173 | 0.0672 | 0.0215 |
2019-02-09 | CAH | 2019-03-29 | 55 | Put | 3.2 | 3.5 | 0.2221 | -0.7129 | 0.0805 | -0.0119 | 0.0649 | -0.0534 |
2019-02-09 | CAH | 2019-03-29 | 56.5 | Call | 0.35 | 0.75 | 0.2261 | 0.2165 | 0.0689 | -0.0139 | 0.0586 | 0.0144 |
2019-02-09 | CAH | 2019-03-29 | 56.5 | Put | 4.3 | 4.8 | 0.2261 | -0.8096 | 0.0631 | -0.0087 | 0.0523 | -0.0616 |
2019-02-09 | CAH | 2019-03-29 | 58 | Call | 0.15 | 0.25 | 0.2054 | 0.1097 | 0.0485 | -0.008 | 0.0383 | 0.0074 |
2019-02-09 | CAH | 2019-03-29 | 58 | Put | 5.5 | 6.5 | 0.2632 | -0.8446 | 0.0476 | -0.0087 | 0.0479 | -0.0659 |
2019-02-09 | CAT | 2019-02-22 | 110 | Call | 16.3 | 20.5 | 0.3494 | 0.9902 | 0.003 | -0.0159 | 0.0066 | 0.0416 |
2019-02-09 | CAT | 2019-02-22 | 110 | Put | 0 | 0.07 | 0.3494 | -0.0098 | 0.003 | -0.0082 | 0.0066 | -0.0005 |
2019-02-09 | CAT | 2019-02-22 | 116 | Call | 11.9 | 14.55 | 0.4248 | 0.902 | 0.0162 | -0.0733 | 0.0435 | 0.0394 |
2019-02-09 | CAT | 2019-02-22 | 116 | Put | 0.15 | 0.18 | 0.3247 | -0.0475 | 0.0121 | -0.0285 | 0.0249 | -0.0024 |
2019-02-09 | CAT | 2019-02-22 | 120 | Call | 8.8 | 9.3 | 0.2823 | 0.9028 | 0.0242 | -0.0511 | 0.0433 | 0.041 |
2019-02-09 | CAT | 2019-02-22 | 120 | Put | 0.34 | 0.42 | 0.2929 | -0.1051 | 0.0247 | -0.047 | 0.0458 | -0.0053 |
2019-02-09 | CAT | 2019-02-22 | 123 | Call | 6.25 | 6.6 | 0.2683 | 0.814 | 0.0397 | -0.0715 | 0.0674 | 0.0377 |
2019-02-09 | CAT | 2019-02-22 | 123 | Put | 0.73 | 0.85 | 0.2805 | -0.1961 | 0.0394 | -0.0684 | 0.0711 | -0.0092 |
2019-02-09 | CAT | 2019-02-22 | 126 | Call | 4.05 | 4.3 | 0.2605 | 0.6719 | 0.0551 | -0.0905 | 0.091 | 0.0315 |
2019-02-09 | CAT | 2019-02-22 | 126 | Put | 1.51 | 1.6 | 0.2713 | -0.3346 | 0.0537 | -0.0864 | 0.0929 | -0.0152 |
2019-02-09 | CAT | 2019-02-22 | 129 | Call | 2.34 | 2.51 | 0.2546 | 0.4929 | 0.0622 | -0.0956 | 0.1004 | 0.0234 |
2019-02-09 | CAT | 2019-02-22 | 129 | Put | 2.74 | 2.84 | 0.2625 | -0.5082 | 0.061 | -0.0904 | 0.1005 | -0.0221 |
2019-02-09 | CAT | 2019-02-22 | 131 | Call | 1.53 | 1.66 | 0.254 | 0.3717 | 0.0591 | -0.0896 | 0.0952 | 0.0177 |
2019-02-09 | CAT | 2019-02-22 | 131 | Put | 3.85 | 4.15 | 0.2663 | -0.6245 | 0.0574 | -0.0863 | 0.0957 | -0.0259 |
2019-02-09 | CAT | 2019-02-22 | 134 | Call | 0.73 | 0.82 | 0.2542 | 0.2171 | 0.0459 | -0.0691 | 0.074 | 0.0104 |
2019-02-09 | CAT | 2019-02-22 | 134 | Put | 5.95 | 6.4 | 0.2684 | -0.7744 | 0.0457 | -0.0672 | 0.0774 | -0.0288 |
2019-02-09 | CAT | 2019-02-22 | 138 | Call | 0.25 | 0.43 | 0.2768 | 0.1044 | 0.026 | -0.046 | 0.0456 | 0.005 |
2019-02-09 | CAT | 2019-02-22 | 138 | Put | 9.2 | 10.05 | 0.2715 | -0.9076 | 0.0264 | -0.0353 | 0.0434 | -0.0255 |
2019-02-09 | CAT | 2019-02-22 | 141 | Call | 0.11 | 0.25 | 0.2702 | 0.045 | 0.0139 | -0.0235 | 0.0239 | 0.0022 |
2019-02-09 | CAT | 2019-02-22 | 141 | Put | 10.75 | 15 | 0.399 | -0.8746 | 0.0214 | -0.0684 | 0.0536 | -0.03 |
2019-02-09 | CAT | 2019-02-22 | 146 | Call | 0 | 0.05 | 0.2702 | 0.0093 | 0.0037 | -0.0062 | 0.0063 | 0.0004 |
2019-02-09 | CAT | 2019-02-22 | 146 | Put | 15.7 | 19.6 | 0.399 | -0.9483 | 0.0119 | -0.033 | 0.0272 | -0.0237 |
2019-02-09 | CAT | 2019-03-08 | 110 | Call | 16.75 | 20.3 | 0.3549 | 0.9514 | 0.008 | -0.03 | 0.0359 | 0.0792 |
2019-02-09 | CAT | 2019-03-08 | 110 | Put | 0.24 | 0.29 | 0.3549 | -0.0486 | 0.008 | -0.0223 | 0.0359 | -0.005 |
2019-02-09 | CAT | 2019-03-08 | 116 | Call | 12.7 | 14.65 | 0.3516 | 0.8703 | 0.0169 | -0.0541 | 0.0752 | 0.0753 |
2019-02-09 | CAT | 2019-03-08 | 116 | Put | 0.56 | 0.76 | 0.3251 | -0.1127 | 0.0166 | -0.0387 | 0.0678 | -0.0108 |
2019-02-09 | CAT | 2019-03-08 | 120 | Call | 9.4 | 10 | 0.2722 | 0.8369 | 0.0254 | -0.0495 | 0.0877 | 0.0751 |
2019-02-09 | CAT | 2019-03-08 | 120 | Put | 1.02 | 1.09 | 0.2926 | -0.1795 | 0.0253 | -0.0473 | 0.0937 | -0.017 |
2019-02-09 | CAT | 2019-03-08 | 123 | Call | 6.85 | 7.6 | 0.2573 | 0.7543 | 0.0344 | -0.0578 | 0.1121 | 0.0688 |
2019-02-09 | CAT | 2019-03-08 | 123 | Put | 1.51 | 1.69 | 0.2756 | -0.2596 | 0.0333 | -0.0548 | 0.1177 | -0.0241 |
2019-02-09 | CAT | 2019-03-08 | 126 | Call | 4.95 | 5.5 | 0.2581 | 0.6364 | 0.0408 | -0.067 | 0.1337 | 0.0588 |
2019-02-09 | CAT | 2019-03-08 | 126 | Put | 2.51 | 2.58 | 0.2695 | -0.3697 | 0.0397 | -0.0618 | 0.1353 | -0.0334 |
2019-02-09 | CAT | 2019-03-08 | 129 | Call | 3.35 | 3.75 | 0.255 | 0.5076 | 0.0439 | -0.069 | 0.142 | 0.0473 |
2019-02-09 | CAT | 2019-03-08 | 129 | Put | 3.75 | 4.15 | 0.2712 | -0.494 | 0.0419 | -0.065 | 0.142 | -0.0431 |
2019-02-09 | CAT | 2019-03-08 | 131 | Call | 2.71 | 2.89 | 0.2636 | 0.4247 | 0.0417 | -0.0693 | 0.1395 | 0.0397 |
2019-02-09 | CAT | 2019-03-08 | 131 | Put | 4.8 | 5.15 | 0.2638 | -0.5791 | 0.0424 | -0.0612 | 0.1394 | -0.0487 |
2019-02-09 | CAT | 2019-03-08 | 134 | Call | 1.63 | 1.76 | 0.2563 | 0.3027 | 0.0383 | -0.0595 | 0.1243 | 0.0286 |
2019-02-09 | CAT | 2019-03-08 | 134 | Put | 6.75 | 7.2 | 0.2643 | -0.6966 | 0.0382 | -0.0537 | 0.1251 | -0.0545 |
2019-02-09 | CAT | 2019-03-08 | 138 | Call | 0.71 | 0.91 | 0.2532 | 0.1728 | 0.0284 | -0.0427 | 0.0911 | 0.0164 |
2019-02-09 | CAT | 2019-03-08 | 138 | Put | 9.9 | 10.6 | 0.2794 | -0.8096 | 0.0288 | -0.0429 | 0.0995 | -0.0562 |
2019-02-09 | CAT | 2019-03-08 | 141 | Call | 0.39 | 0.53 | 0.2558 | 0.1081 | 0.0204 | -0.0312 | 0.0661 | 0.0103 |
2019-02-09 | CAT | 2019-03-08 | 141 | Put | 11.3 | 15 | 0.3192 | -0.8428 | 0.0224 | -0.0433 | 0.0849 | -0.0569 |
2019-02-09 | CAT | 2019-03-08 | 150 | Call | 0.04 | 0.14 | 0.2631 | 0.0202 | 0.0052 | -0.0084 | 0.0174 | 0.0019 |
2019-02-09 | CAT | 2019-03-08 | 150 | Put | 19.65 | 24 | 0.3277 | -0.961 | 0.0097 | -0.0135 | 0.0322 | -0.0334 |
2019-02-09 | CAT | 2019-03-29 | 117 | Call | 13 | 13.65 | 0.2956 | 0.8314 | 0.0181 | -0.0425 | 0.1185 | 0.1255 |
2019-02-09 | CAT | 2019-03-29 | 117 | Put | 1.17 | 1.49 | 0.2961 | -0.1696 | 0.0182 | -0.0346 | 0.1213 | -0.0282 |
2019-02-09 | CAT | 2019-03-29 | 120 | Call | 10.5 | 11.2 | 0.2831 | 0.7743 | 0.0225 | -0.0472 | 0.1415 | 0.119 |
2019-02-09 | CAT | 2019-03-29 | 120 | Put | 1.87 | 2.07 | 0.2919 | -0.2328 | 0.0224 | -0.041 | 0.1438 | -0.0383 |
2019-02-09 | CAT | 2019-03-29 | 123 | Call | 8.4 | 9 | 0.2799 | 0.6984 | 0.0264 | -0.0527 | 0.1641 | 0.1088 |
2019-02-09 | CAT | 2019-03-29 | 123 | Put | 2.62 | 2.91 | 0.2845 | -0.3058 | 0.0264 | -0.0455 | 0.1637 | -0.0495 |
2019-02-09 | CAT | 2019-03-29 | 126 | Call | 6.4 | 6.95 | 0.2699 | 0.6146 | 0.0301 | -0.0548 | 0.1801 | 0.097 |
2019-02-09 | CAT | 2019-03-29 | 126 | Put | 3.6 | 3.9 | 0.2751 | -0.3895 | 0.03 | -0.0476 | 0.1813 | -0.0613 |
2019-02-09 | CAT | 2019-03-29 | 129 | Call | 4.75 | 5.1 | 0.261 | 0.5207 | 0.0324 | -0.0544 | 0.1876 | 0.0832 |
2019-02-09 | CAT | 2019-03-29 | 129 | Put | 4.9 | 5.15 | 0.267 | -0.4831 | 0.0323 | -0.0473 | 0.1875 | -0.0736 |
2019-02-09 | CAT | 2019-03-29 | 131 | Call | 3.8 | 4.1 | 0.2568 | 0.4553 | 0.0328 | -0.0529 | 0.1867 | 0.0732 |
2019-02-09 | CAT | 2019-03-29 | 131 | Put | 5.9 | 6.4 | 0.2682 | -0.5464 | 0.0321 | -0.0468 | 0.1875 | -0.0811 |
2019-02-09 | CAT | 2019-03-29 | 134 | Call | 2.58 | 2.91 | 0.2516 | 0.3585 | 0.0315 | -0.0483 | 0.1759 | 0.0581 |
2019-02-09 | CAT | 2019-03-29 | 134 | Put | 7.65 | 8.15 | 0.2605 | -0.6429 | 0.0314 | -0.0418 | 0.1741 | -0.0898 |
2019-02-09 | CAT | 2019-03-29 | 138 | Call | 1.53 | 1.74 | 0.2493 | 0.2455 | 0.0268 | -0.0399 | 0.1482 | 0.0401 |
2019-02-09 | CAT | 2019-03-29 | 138 | Put | 10.5 | 11.2 | 0.2626 | -0.7522 | 0.0271 | -0.0346 | 0.1469 | -0.0947 |
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