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 | CAT | 2019-03-29 | 141 | Call | 0.97 | 1.2 | 0.2496 | 0.178 | 0.0222 | -0.0328 | 0.1227 | 0.0292 |
2019-02-09 | CAT | 2019-03-29 | 141 | Put | 13 | 13.55 | 0.2617 | -0.8225 | 0.0231 | -0.0274 | 0.1231 | -0.0919 |
2019-02-09 | CAT | 2019-03-29 | 145 | Call | 0.48 | 0.67 | 0.247 | 0.1069 | 0.0158 | -0.0228 | 0.0868 | 0.0177 |
2019-02-09 | CAT | 2019-03-29 | 145 | Put | 16.5 | 17.45 | 0.2824 | -0.8734 | 0.0178 | -0.0229 | 0.0985 | -0.0867 |
2019-02-09 | CB | 2019-02-15 | 110 | Call | 19.3 | 20.8 | 0.1574 | 1 | 0 | -0.0077 | 0 | 0.0211 |
2019-02-09 | CB | 2019-02-15 | 110 | Put | 0 | 0.2 | 0.1729 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CB | 2019-02-15 | 115 | Call | 14.1 | 15.8 | 0.1574 | 1 | 0 | -0.008 | 0 | 0.022 |
2019-02-09 | CB | 2019-02-15 | 115 | Put | 0 | 0.2 | 0.1729 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CB | 2019-02-15 | 120 | Call | 9.5 | 10.7 | 0.1574 | 0.9999 | 0.0001 | -0.0084 | 0 | 0.023 |
2019-02-09 | CB | 2019-02-15 | 120 | Put | 0.05 | 0.2 | 0.1729 | -0.0002 | 0.0003 | -0.0002 | 0.0002 | 0 |
2019-02-09 | CB | 2019-02-15 | 125 | Call | 4.7 | 6.1 | 0.1574 | 0.9748 | 0.0207 | -0.0204 | 0.0106 | 0.0233 |
2019-02-09 | CB | 2019-02-15 | 125 | Put | 0.1 | 0.25 | 0.1729 | -0.0372 | 0.026 | -0.0178 | 0.0147 | -0.0009 |
2019-02-09 | CB | 2019-02-15 | 130 | Call | 1.2 | 1.5 | 0.1574 | 0.5623 | 0.1388 | -0.0851 | 0.0711 | 0.0138 |
2019-02-09 | CB | 2019-02-15 | 130 | Put | 0.95 | 1.15 | 0.1729 | -0.4441 | 0.1279 | -0.0848 | 0.071 | -0.0098 |
2019-02-09 | CB | 2019-02-15 | 135 | Call | 0.05 | 0.1 | 0.1574 | 0.0576 | 0.0406 | -0.0239 | 0.0208 | 0.0014 |
2019-02-09 | CB | 2019-02-15 | 135 | Put | 4.6 | 5 | 0.1729 | -0.9328 | 0.0477 | -0.0244 | 0.0247 | -0.011 |
2019-02-09 | CB | 2019-02-15 | 140 | Call | 0 | 0.05 | 0.1574 | 0.0006 | 0.0007 | -0.0004 | 0.0004 | 0 |
2019-02-09 | CB | 2019-02-15 | 140 | Put | 9.5 | 11 | 0.1729 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CB | 2019-02-15 | 145 | Call | 0 | 0.05 | 0.1574 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CB | 2019-02-15 | 145 | Put | 14.4 | 15.8 | 0.1729 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CB | 2019-02-15 | 150 | Call | 0 | 0.15 | 0.1574 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CB | 2019-02-15 | 150 | Put | 19.3 | 21.3 | 0.1729 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CB | 2019-03-15 | 110 | Call | 19.7 | 22.6 | 0.1831 | 0.9989 | 0.0005 | -0.0081 | 0.0015 | 0.1049 |
2019-02-09 | CB | 2019-03-15 | 110 | Put | 0 | 0.3 | 0.223 | -0.0057 | 0.0018 | -0.002 | 0.0065 | -0.0007 |
2019-02-09 | CB | 2019-03-15 | 115 | Call | 14.9 | 16.5 | 0.1831 | 0.9888 | 0.004 | -0.0111 | 0.0119 | 0.1084 |
2019-02-09 | CB | 2019-03-15 | 115 | Put | 0.15 | 0.3 | 0.223 | -0.0296 | 0.0075 | -0.0084 | 0.0272 | -0.0038 |
2019-02-09 | CB | 2019-03-15 | 120 | Call | 10.4 | 11.3 | 0.1831 | 0.9372 | 0.0167 | -0.0209 | 0.0498 | 0.1066 |
2019-02-09 | CB | 2019-03-15 | 120 | Put | 0.35 | 0.55 | 0.223 | -0.1021 | 0.0199 | -0.0221 | 0.0763 | -0.0121 |
2019-02-09 | CB | 2019-03-15 | 125 | Call | 6 | 6.9 | 0.1742 | 0.8023 | 0.0396 | -0.0349 | 0.1121 | 0.094 |
2019-02-09 | CB | 2019-03-15 | 125 | Put | 0.9 | 1.2 | 0.1957 | -0.2241 | 0.0382 | -0.032 | 0.1242 | -0.0258 |
2019-02-09 | CB | 2019-03-15 | 130 | Call | 2.65 | 3.2 | 0.1606 | 0.5511 | 0.0611 | -0.0415 | 0.1596 | 0.066 |
2019-02-09 | CB | 2019-03-15 | 130 | Put | 2.35 | 2.7 | 0.1759 | -0.4564 | 0.057 | -0.0367 | 0.1599 | -0.0487 |
2019-02-09 | CB | 2019-03-15 | 135 | Call | 0.75 | 1.05 | 0.1519 | 0.2515 | 0.052 | -0.0302 | 0.1286 | 0.0305 |
2019-02-09 | CB | 2019-03-15 | 135 | Put | 5.1 | 6 | 0.1722 | -0.7329 | 0.0504 | -0.0277 | 0.1329 | -0.0638 |
2019-02-09 | CB | 2019-03-15 | 140 | Call | 0.1 | 0.3 | 0.1519 | 0.0745 | 0.023 | -0.013 | 0.0568 | 0.0091 |
2019-02-09 | CB | 2019-03-15 | 140 | Put | 9.5 | 12 | 0.1722 | -0.9211 | 0.0285 | -0.0106 | 0.0626 | -0.0436 |
2019-02-09 | CB | 2019-03-15 | 145 | Call | 0 | 0.25 | 0.1519 | 0.0143 | 0.0059 | -0.0033 | 0.0146 | 0.0018 |
2019-02-09 | CB | 2019-03-15 | 145 | Put | 14.4 | 17.2 | 0.1722 | -1 | 0.0007 | 0 | 0 | 0 |
2019-02-09 | CB | 2019-03-15 | 150 | Call | 0 | 0.2 | 0.1519 | 0.0018 | 0.0009 | -0.0005 | 0.0023 | 0.0002 |
2019-02-09 | CB | 2019-03-15 | 150 | Put | 19.6 | 21.7 | 0.1722 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CBOE | 2019-02-22 | 80 | Call | 14.4 | 15.4 | 0.3321 | 0.9958 | 0.002 | -0.0083 | 0.0023 | 0.0305 |
2019-02-09 | CBOE | 2019-02-22 | 80 | Put | 0 | 0.15 | 0.3533 | -0.0066 | 0.0028 | -0.0043 | 0.0034 | -0.0002 |
2019-02-09 | CBOE | 2019-02-22 | 85 | Call | 9.4 | 10.5 | 0.3321 | 0.9556 | 0.0152 | -0.0263 | 0.0174 | 0.0309 |
2019-02-09 | CBOE | 2019-02-22 | 85 | Put | 0 | 0.25 | 0.3533 | -0.0544 | 0.0168 | -0.0254 | 0.0204 | -0.002 |
2019-02-09 | CBOE | 2019-02-22 | 88 | Call | 6.7 | 7.3 | 0.2991 | 0.9015 | 0.0313 | -0.0399 | 0.0322 | 0.03 |
2019-02-09 | CBOE | 2019-02-22 | 88 | Put | 0.25 | 0.4 | 0.3171 | -0.111 | 0.0323 | -0.0391 | 0.036 | -0.0039 |
2019-02-09 | CBOE | 2019-02-22 | 91 | Call | 4 | 4.6 | 0.2572 | 0.7955 | 0.0595 | -0.0533 | 0.0526 | 0.0272 |
2019-02-09 | CBOE | 2019-02-22 | 91 | Put | 0.6 | 0.8 | 0.2827 | -0.225 | 0.0576 | -0.055 | 0.0569 | -0.0077 |
2019-02-09 | CBOE | 2019-02-22 | 93 | Call | 2.5 | 3 | 0.238 | 0.6634 | 0.0828 | -0.0617 | 0.0676 | 0.023 |
2019-02-09 | CBOE | 2019-02-22 | 93 | Put | 0.95 | 1.3 | 0.2543 | -0.3465 | 0.0789 | -0.0602 | 0.0685 | -0.0116 |
2019-02-09 | CBOE | 2019-02-22 | 94.5 | Call | 1.7 | 2.05 | 0.2372 | 0.5313 | 0.0905 | -0.0659 | 0.0737 | 0.0186 |
2019-02-09 | CBOE | 2019-02-22 | 94.5 | Put | 1.55 | 1.85 | 0.2454 | -0.471 | 0.0884 | -0.0621 | 0.0737 | -0.0152 |
2019-02-09 | CBOE | 2019-02-22 | 96.5 | Call | 0.85 | 1.1 | 0.2294 | 0.3495 | 0.0871 | -0.0585 | 0.0686 | 0.0123 |
2019-02-09 | CBOE | 2019-02-22 | 96.5 | Put | 2.65 | 3.1 | 0.2488 | -0.6413 | 0.0824 | -0.0582 | 0.0704 | -0.0192 |
2019-02-09 | CBOE | 2019-02-22 | 98.5 | Call | 0.35 | 0.55 | 0.2269 | 0.1967 | 0.0659 | -0.0429 | 0.0514 | 0.007 |
2019-02-09 | CBOE | 2019-02-22 | 98.5 | Put | 4 | 5 | 0.2776 | -0.7586 | 0.0621 | -0.0534 | 0.0571 | -0.0212 |
2019-02-09 | CBOE | 2019-02-22 | 101 | Call | 0.1 | 0.25 | 0.2566 | 0.106 | 0.0385 | -0.0318 | 0.0339 | 0.0038 |
2019-02-09 | CBOE | 2019-02-22 | 101 | Put | 5.9 | 7.4 | 0.2566 | -0.9017 | 0.0397 | -0.0257 | 0.0338 | -0.0188 |
2019-02-09 | CBOE | 2019-02-22 | 104 | Call | 0 | 0.75 | 0.2566 | 0.0336 | 0.0157 | -0.0129 | 0.0138 | 0.0012 |
2019-02-09 | CBOE | 2019-02-22 | 104 | Put | 9 | 10 | 0.2566 | -0.9779 | 0.017 | -0.0066 | 0.0104 | -0.0086 |
2019-02-09 | CBOE | 2019-02-22 | 109 | Call | 0 | 2.15 | 0.2566 | 0.0028 | 0.0018 | -0.0015 | 0.0016 | 0.0001 |
2019-02-09 | CBOE | 2019-02-22 | 109 | Put | 13.7 | 15.1 | 0.2566 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CBOE | 2019-03-08 | 80 | Call | 14 | 16.9 | 0.5289 | 0.8965 | 0.0136 | -0.0514 | 0.0462 | 0.0417 |
2019-02-09 | CBOE | 2019-03-08 | 80 | Put | 0.2 | 0.3 | 0.3908 | -0.0553 | 0.0109 | -0.02 | 0.0292 | -0.0042 |
2019-02-09 | CBOE | 2019-03-08 | 85 | Call | 9.6 | 11 | 0.3792 | 0.8689 | 0.0226 | -0.0446 | 0.0568 | 0.0427 |
2019-02-09 | CBOE | 2019-03-08 | 85 | Put | 0.4 | 1.1 | 0.3437 | -0.1221 | 0.0227 | -0.0318 | 0.0556 | -0.0086 |
2019-02-09 | CBOE | 2019-03-08 | 88 | Call | 7 | 8 | 0.3067 | 0.8271 | 0.0337 | -0.0436 | 0.0669 | 0.0431 |
2019-02-09 | CBOE | 2019-03-08 | 88 | Put | 0.7 | 1 | 0.3046 | -0.187 | 0.034 | -0.0371 | 0.0693 | -0.0131 |
2019-02-09 | CBOE | 2019-03-08 | 91 | Call | 4.6 | 5.8 | 0.2972 | 0.7063 | 0.0463 | -0.0541 | 0.0888 | 0.0387 |
2019-02-09 | CBOE | 2019-03-08 | 91 | Put | 1.25 | 1.55 | 0.2747 | -0.2964 | 0.0485 | -0.0426 | 0.0914 | -0.0203 |
2019-02-09 | CBOE | 2019-03-08 | 93 | Call | 3.3 | 3.7 | 0.2521 | 0.6198 | 0.0603 | -0.0506 | 0.0984 | 0.0354 |
2019-02-09 | CBOE | 2019-03-08 | 93 | Put | 1.85 | 2.5 | 0.277 | -0.4027 | 0.0539 | -0.0476 | 0.1018 | -0.0272 |
2019-02-09 | CBOE | 2019-03-08 | 94.5 | Call | 2.4 | 2.8 | 0.244 | 0.5267 | 0.0647 | -0.0503 | 0.1034 | 0.0315 |
2019-02-09 | CBOE | 2019-03-08 | 94.5 | Put | 2.35 | 2.8 | 0.2471 | -0.4872 | 0.0624 | -0.043 | 0.1041 | -0.0323 |
2019-02-09 | CBOE | 2019-03-08 | 96.5 | Call | 1.5 | 1.85 | 0.2386 | 0.3975 | 0.0636 | -0.0467 | 0.1001 | 0.0248 |
2019-02-09 | CBOE | 2019-03-08 | 96.5 | Put | 3.4 | 3.9 | 0.2397 | -0.6128 | 0.0618 | -0.039 | 0.0998 | -0.0397 |
2019-02-09 | CBOE | 2019-03-08 | 98.5 | Call | 0.8 | 1.15 | 0.2306 | 0.2741 | 0.0565 | -0.0384 | 0.0882 | 0.0177 |
2019-02-09 | CBOE | 2019-03-08 | 98.5 | Put | 4.7 | 5.7 | 0.2587 | -0.7088 | 0.0514 | -0.0369 | 0.0915 | -0.0454 |
2019-02-09 | CBOE | 2019-03-08 | 101 | Call | 0.4 | 0.6 | 0.2327 | 0.161 | 0.0407 | -0.0279 | 0.0642 | 0.0108 |
2019-02-09 | CBOE | 2019-03-08 | 101 | Put | 6.7 | 7.6 | 0.2568 | -0.8189 | 0.0399 | -0.0262 | 0.0695 | -0.0513 |
2019-02-09 | CBOE | 2019-03-08 | 104 | Call | 0.1 | 0.4 | 0.2602 | 0.0986 | 0.0258 | -0.0219 | 0.046 | 0.0068 |
2019-02-09 | CBOE | 2019-03-08 | 104 | Put | 9.1 | 11.3 | 0.2602 | -0.9052 | 0.0253 | -0.0142 | 0.0447 | -0.0558 |
2019-02-09 | CBOE | 2019-03-08 | 109 | Call | 0 | 0.75 | 0.2602 | 0.0261 | 0.0089 | -0.0075 | 0.0158 | 0.0018 |
2019-02-09 | CBOE | 2019-03-08 | 109 | Put | 13.9 | 16.2 | 0.2602 | -0.9764 | 0.0084 | 0 | 0.016 | -0.0596 |
2019-02-09 | CBOE | 2019-03-29 | 87.5 | Call | 8 | 8.7 | 0.2809 | 0.7967 | 0.0302 | -0.0338 | 0.0961 | 0.0799 |
2019-02-09 | CBOE | 2019-03-29 | 87.5 | Put | 1.15 | 1.4 | 0.2889 | -0.2134 | 0.0294 | -0.0284 | 0.1028 | -0.0258 |
2019-02-09 | CBOE | 2019-03-29 | 88 | Call | 7.7 | 8.4 | 0.2883 | 0.7748 | 0.031 | -0.0361 | 0.1044 | 0.0795 |
2019-02-09 | CBOE | 2019-03-29 | 88 | Put | 1.25 | 1.5 | 0.2861 | -0.2278 | 0.0308 | -0.0291 | 0.1054 | -0.0275 |
2019-02-09 | CBOE | 2019-03-29 | 91 | Call | 5.4 | 6 | 0.2643 | 0.6777 | 0.04 | -0.0382 | 0.1249 | 0.0748 |
2019-02-09 | CBOE | 2019-03-29 | 91 | Put | 1.9 | 2.2 | 0.2643 | -0.3261 | 0.0399 | -0.0316 | 0.1255 | -0.0382 |
2019-02-09 | CBOE | 2019-03-29 | 93 | Call | 4.2 | 4.7 | 0.2599 | 0.5934 | 0.0436 | -0.0396 | 0.1341 | 0.068 |
2019-02-09 | CBOE | 2019-03-29 | 93 | Put | 2.5 | 2.9 | 0.2525 | -0.409 | 0.0452 | -0.0322 | 0.1343 | -0.0467 |
2019-02-09 | CBOE | 2019-03-29 | 94.5 | Call | 3.2 | 3.8 | 0.2478 | 0.5264 | 0.0469 | -0.0384 | 0.1375 | 0.0615 |
2019-02-09 | CBOE | 2019-03-29 | 94.5 | Put | 3.2 | 3.6 | 0.2513 | -0.4782 | 0.0467 | -0.0325 | 0.1374 | -0.0533 |
2019-02-09 | CBOE | 2019-03-29 | 96.5 | Call | 2.3 | 2.75 | 0.2411 | 0.4315 | 0.0474 | -0.0363 | 0.1361 | 0.0514 |
2019-02-09 | CBOE | 2019-03-29 | 96.5 | Put | 4.1 | 4.6 | 0.2388 | -0.5758 | 0.0487 | -0.0296 | 0.1355 | -0.0613 |
2019-02-09 | CBOE | 2019-03-29 | 98.5 | Call | 1.55 | 1.95 | 0.2358 | 0.3387 | 0.0449 | -0.0326 | 0.1264 | 0.0405 |
2019-02-09 | CBOE | 2019-03-29 | 98.5 | Put | 5.3 | 5.8 | 0.2305 | -0.6742 | 0.0469 | -0.0254 | 0.125 | -0.0674 |
2019-02-09 | CBOE | 2019-03-29 | 101 | Call | 0.9 | 1.1 | 0.2259 | 0.229 | 0.0389 | -0.0257 | 0.105 | 0.028 |
2019-02-09 | CBOE | 2019-03-29 | 101 | Put | 7 | 7.9 | 0.2326 | -0.7744 | 0.0394 | -0.0202 | 0.1068 | -0.0717 |
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