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 | CBOE | 2019-03-29 | 103 | Call | 0.55 | 0.7 | 0.2226 | 0.1597 | 0.0317 | -0.0202 | 0.0863 | 0.0196 |
2019-02-09 | CBOE | 2019-03-29 | 103 | Put | 8.7 | 9.6 | 0.2378 | -0.8345 | 0.0323 | -0.016 | 0.0883 | -0.0729 |
2019-02-09 | CBRE | 2019-02-15 | 40 | Call | 6 | 6.6 | 0.4031 | 0.9965 | 0.0041 | -0.0047 | 0.0007 | 0.0076 |
2019-02-09 | CBRE | 2019-02-15 | 40 | Put | 0 | 0.2 | 0.3965 | -0.0031 | 0.0037 | -0.0017 | 0.0006 | 0 |
2019-02-09 | CBRE | 2019-02-15 | 45 | Call | 1.6 | 2.15 | 0.4031 | 0.7197 | 0.1301 | -0.0645 | 0.0216 | 0.006 |
2019-02-09 | CBRE | 2019-02-15 | 45 | Put | 0.35 | 0.55 | 0.3965 | -0.2776 | 0.1323 | -0.0604 | 0.0216 | -0.0023 |
2019-02-09 | CBRE | 2019-02-15 | 50 | Call | 0 | 0.15 | 0.4031 | 0.0957 | 0.0657 | -0.0318 | 0.0109 | 0.0008 |
2019-02-09 | CBRE | 2019-02-15 | 50 | Put | 3.5 | 4.1 | 0.3965 | -0.9115 | 0.0656 | -0.0272 | 0.0105 | -0.0053 |
2019-02-09 | CBRE | 2019-02-15 | 55 | Call | 0 | 0.05 | 0.4031 | 0.0013 | 0.0016 | -0.0008 | 0.0003 | 0 |
2019-02-09 | CBRE | 2019-02-15 | 55 | Put | 8.1 | 9.2 | 0.3965 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CBRE | 2019-03-15 | 40 | Call | 6.2 | 6.9 | 0.2676 | 0.9686 | 0.0184 | -0.0066 | 0.0101 | 0.0368 |
2019-02-09 | CBRE | 2019-03-15 | 40 | Put | 0.1 | 0.25 | 0.2953 | -0.0451 | 0.0224 | -0.0056 | 0.0136 | -0.0021 |
2019-02-09 | CBRE | 2019-03-15 | 45 | Call | 2.15 | 2.6 | 0.2676 | 0.6694 | 0.0943 | -0.0219 | 0.052 | 0.0275 |
2019-02-09 | CBRE | 2019-03-15 | 45 | Put | 0.85 | 1.2 | 0.2953 | -0.3442 | 0.0876 | -0.0213 | 0.0526 | -0.0142 |
2019-02-09 | CBRE | 2019-03-15 | 50 | Call | 0.2 | 0.3 | 0.2227 | 0.1545 | 0.0744 | -0.0114 | 0.0341 | 0.0066 |
2019-02-09 | CBRE | 2019-03-15 | 50 | Put | 3.7 | 4.2 | 0.2717 | -0.8032 | 0.0755 | -0.0135 | 0.0411 | -0.0249 |
2019-02-09 | CBRE | 2019-03-15 | 55 | Call | 0 | 0.05 | 0.2227 | 0.0082 | 0.007 | -0.001 | 0.0032 | 0.0004 |
2019-02-09 | CBRE | 2019-03-15 | 55 | Put | 6.7 | 11.1 | 0.2717 | -0.9967 | 0.0127 | 0 | 0.0023 | 0 |
2019-02-09 | CBS | 2019-02-22 | 42 | Call | 6.65 | 8.8 | 0.4115 | 0.9824 | 0.0109 | -0.0091 | 0.0042 | 0.0157 |
2019-02-09 | CBS | 2019-02-22 | 42 | Put | 0.02 | 0.27 | 0.4115 | -0.0176 | 0.0109 | -0.0061 | 0.0042 | -0.0003 |
2019-02-09 | CBS | 2019-02-22 | 44.5 | Call | 4.25 | 5.7 | 0.4115 | 0.9176 | 0.0381 | -0.0245 | 0.0148 | 0.0154 |
2019-02-09 | CBS | 2019-02-22 | 44.5 | Put | 0.11 | 0.2 | 0.4115 | -0.0824 | 0.0381 | -0.0214 | 0.0148 | -0.0016 |
2019-02-09 | CBS | 2019-02-22 | 46 | Call | 3.6 | 4.05 | 0.3483 | 0.8732 | 0.0615 | -0.0279 | 0.0202 | 0.0151 |
2019-02-09 | CBS | 2019-02-22 | 46 | Put | 0.21 | 0.44 | 0.3483 | -0.1266 | 0.0617 | -0.0247 | 0.0211 | -0.0023 |
2019-02-09 | CBS | 2019-02-22 | 47.5 | Call | 2.32 | 2.7 | 0.3079 | 0.7735 | 0.1007 | -0.0346 | 0.0292 | 0.0137 |
2019-02-09 | CBS | 2019-02-22 | 47.5 | Put | 0.44 | 0.59 | 0.3445 | -0.2494 | 0.0954 | -0.0372 | 0.0304 | -0.0045 |
2019-02-09 | CBS | 2019-02-22 | 48.5 | Call | 1.65 | 1.94 | 0.3025 | 0.6595 | 0.1249 | -0.0406 | 0.0356 | 0.0118 |
2019-02-09 | CBS | 2019-02-22 | 48.5 | Put | 0.67 | 0.98 | 0.3402 | -0.3555 | 0.1136 | -0.0429 | 0.0359 | -0.0063 |
2019-02-09 | CBS | 2019-02-22 | 49.5 | Call | 1.19 | 1.35 | 0.3142 | 0.5264 | 0.1305 | -0.0451 | 0.0386 | 0.0095 |
2019-02-09 | CBS | 2019-02-22 | 49.5 | Put | 1.12 | 1.32 | 0.3284 | -0.475 | 0.126 | -0.044 | 0.0386 | -0.0082 |
2019-02-09 | CBS | 2019-02-22 | 50.5 | Call | 0.7 | 0.87 | 0.3014 | 0.3927 | 0.1314 | -0.0415 | 0.0373 | 0.0072 |
2019-02-09 | CBS | 2019-02-22 | 50.5 | Put | 1.62 | 1.92 | 0.3253 | -0.6 | 0.1239 | -0.0419 | 0.038 | -0.0099 |
2019-02-09 | CBS | 2019-02-22 | 51.5 | Call | 0.44 | 0.54 | 0.3059 | 0.276 | 0.1126 | -0.0364 | 0.0324 | 0.0051 |
2019-02-09 | CBS | 2019-02-22 | 51.5 | Put | 2.16 | 2.72 | 0.3222 | -0.716 | 0.1104 | -0.0359 | 0.033 | -0.0111 |
2019-02-09 | CBS | 2019-02-22 | 53.5 | Call | 0.12 | 0.24 | 0.3052 | 0.1087 | 0.0629 | -0.0201 | 0.0181 | 0.002 |
2019-02-09 | CBS | 2019-02-22 | 53.5 | Put | 3.9 | 4.6 | 0.3323 | -0.8757 | 0.0668 | -0.0215 | 0.0205 | -0.0111 |
2019-02-09 | CBS | 2019-02-22 | 55 | Call | 0 | 0.15 | 0.3052 | 0.0449 | 0.0319 | -0.0102 | 0.0092 | 0.0008 |
2019-02-09 | CBS | 2019-02-22 | 55 | Put | 4.45 | 6.25 | 0.3323 | -0.9473 | 0.0383 | -0.0106 | 0.0112 | -0.0086 |
2019-02-09 | CBS | 2019-02-22 | 56.5 | Call | 0 | 0.11 | 0.3052 | 0.0159 | 0.0135 | -0.0043 | 0.0039 | 0.0003 |
2019-02-09 | CBS | 2019-02-22 | 56.5 | Put | 5.85 | 8.85 | 0.3323 | -0.9849 | 0.0194 | -0.0033 | 0.0041 | -0.004 |
2019-02-09 | CBS | 2019-03-08 | 42 | Call | 5.9 | 9.2 | 0.306 | 0.9801 | 0.0117 | -0.0065 | 0.0073 | 0.0301 |
2019-02-09 | CBS | 2019-03-08 | 42 | Put | 0.02 | 0.22 | 0.3288 | -0.0325 | 0.0162 | -0.0057 | 0.01 | -0.0013 |
2019-02-09 | CBS | 2019-03-08 | 44.5 | Call | 5.05 | 5.95 | 0.306 | 0.9124 | 0.0386 | -0.0148 | 0.022 | 0.0294 |
2019-02-09 | CBS | 2019-03-08 | 44.5 | Put | 0.15 | 0.45 | 0.3288 | -0.1129 | 0.0428 | -0.015 | 0.026 | -0.0043 |
2019-02-09 | CBS | 2019-03-08 | 46 | Call | 3.85 | 4.2 | 0.3026 | 0.8331 | 0.0613 | -0.0213 | 0.0341 | 0.0275 |
2019-02-09 | CBS | 2019-03-08 | 46 | Put | 0.41 | 0.55 | 0.318 | -0.1915 | 0.063 | -0.0206 | 0.0384 | -0.0074 |
2019-02-09 | CBS | 2019-03-08 | 47.5 | Call | 2.58 | 3 | 0.2789 | 0.7326 | 0.0876 | -0.0251 | 0.0456 | 0.0248 |
2019-02-09 | CBS | 2019-03-08 | 47.5 | Put | 0.67 | 0.91 | 0.2961 | -0.2954 | 0.0856 | -0.024 | 0.0478 | -0.0114 |
2019-02-09 | CBS | 2019-03-08 | 48.5 | Call | 2.02 | 2.29 | 0.2827 | 0.6341 | 0.0987 | -0.0284 | 0.0511 | 0.0217 |
2019-02-09 | CBS | 2019-03-08 | 48.5 | Put | 1 | 1.26 | 0.2902 | -0.3869 | 0.0969 | -0.0258 | 0.0521 | -0.015 |
2019-02-09 | CBS | 2019-03-08 | 49.5 | Call | 1.47 | 1.68 | 0.2774 | 0.5312 | 0.1063 | -0.0291 | 0.0543 | 0.0184 |
2019-02-09 | CBS | 2019-03-08 | 49.5 | Put | 1.4 | 1.74 | 0.2851 | -0.487 | 0.1027 | -0.0261 | 0.0546 | -0.019 |
2019-02-09 | CBS | 2019-03-08 | 50.5 | Call | 1.02 | 1.21 | 0.2752 | 0.4254 | 0.1056 | -0.0281 | 0.054 | 0.0148 |
2019-02-09 | CBS | 2019-03-08 | 50.5 | Put | 1.95 | 2.32 | 0.2847 | -0.5877 | 0.1004 | -0.025 | 0.0538 | -0.0231 |
2019-02-09 | CBS | 2019-03-08 | 51.5 | Call | 0.67 | 0.89 | 0.2774 | 0.3283 | 0.0965 | -0.0259 | 0.0492 | 0.0115 |
2019-02-09 | CBS | 2019-03-08 | 51.5 | Put | 2.46 | 3.05 | 0.2758 | -0.6873 | 0.0942 | -0.0214 | 0.0485 | -0.0272 |
2019-02-09 | CBS | 2019-03-08 | 53 | Call | 0.35 | 0.46 | 0.2735 | 0.2015 | 0.0761 | -0.0197 | 0.0381 | 0.0072 |
2019-02-09 | CBS | 2019-03-08 | 53 | Put | 3.7 | 4.2 | 0.2861 | -0.7971 | 0.0725 | -0.0168 | 0.0402 | -0.0321 |
2019-02-09 | CBS | 2019-03-08 | 54.5 | Call | 0.16 | 0.33 | 0.2819 | 0.1207 | 0.0526 | -0.0144 | 0.0279 | 0.0043 |
2019-02-09 | CBS | 2019-03-08 | 54.5 | Put | 4.4 | 5.95 | 0.2955 | -0.8739 | 0.0514 | -0.0116 | 0.0297 | -0.0358 |
2019-02-09 | CBS | 2019-03-08 | 56.5 | Call | 0 | 0.17 | 0.2819 | 0.0503 | 0.0271 | -0.0074 | 0.0152 | 0.0018 |
2019-02-09 | CBS | 2019-03-08 | 56.5 | Put | 5.35 | 9.55 | 0.2955 | -0.9437 | 0.0281 | -0.0044 | 0.0157 | -0.0397 |
2019-02-09 | CBS | 2019-03-29 | 43 | Call | 6.4 | 7.45 | 0.369 | 0.8765 | 0.0325 | -0.0174 | 0.0366 | 0.0367 |
2019-02-09 | CBS | 2019-03-29 | 43 | Put | 0.2 | 0.52 | 0.369 | -0.1321 | 0.0322 | -0.0142 | 0.0383 | -0.0087 |
2019-02-09 | CBS | 2019-03-29 | 44.5 | Call | 5.2 | 6 | 0.3194 | 0.845 | 0.0437 | -0.0175 | 0.0445 | 0.0374 |
2019-02-09 | CBS | 2019-03-29 | 44.5 | Put | 0.36 | 0.6 | 0.3077 | -0.1564 | 0.0434 | -0.0131 | 0.0439 | -0.0101 |
2019-02-09 | CBS | 2019-03-29 | 46 | Call | 4.05 | 4.5 | 0.2877 | 0.7843 | 0.059 | -0.0188 | 0.0537 | 0.0375 |
2019-02-09 | CBS | 2019-03-29 | 46 | Put | 0.64 | 0.87 | 0.2954 | -0.2302 | 0.0573 | -0.0158 | 0.0552 | -0.0146 |
2019-02-09 | CBS | 2019-03-29 | 47.5 | Call | 2.99 | 3.35 | 0.2783 | 0.6853 | 0.073 | -0.0211 | 0.0649 | 0.0359 |
2019-02-09 | CBS | 2019-03-29 | 47.5 | Put | 0.97 | 1.25 | 0.2774 | -0.3221 | 0.0722 | -0.0173 | 0.0656 | -0.0199 |
2019-02-09 | CBS | 2019-03-29 | 48.5 | Call | 2.34 | 2.66 | 0.2691 | 0.6097 | 0.081 | -0.0216 | 0.0697 | 0.0335 |
2019-02-09 | CBS | 2019-03-29 | 48.5 | Put | 1.36 | 1.65 | 0.2769 | -0.3992 | 0.0781 | -0.0185 | 0.0701 | -0.0243 |
2019-02-09 | CBS | 2019-03-29 | 49.5 | Call | 1.81 | 2.09 | 0.2659 | 0.5265 | 0.0844 | -0.0216 | 0.0719 | 0.0301 |
2019-02-09 | CBS | 2019-03-29 | 49.5 | Put | 1.79 | 2.12 | 0.273 | -0.4795 | 0.0819 | -0.0186 | 0.072 | -0.0286 |
2019-02-09 | CBS | 2019-03-29 | 50.5 | Call | 1.37 | 1.61 | 0.2638 | 0.4429 | 0.0839 | -0.021 | 0.0711 | 0.0262 |
2019-02-09 | CBS | 2019-03-29 | 50.5 | Put | 2.31 | 2.68 | 0.2705 | -0.561 | 0.082 | -0.0179 | 0.0709 | -0.0327 |
2019-02-09 | CBS | 2019-03-29 | 51.5 | Call | 0.99 | 1.21 | 0.2601 | 0.3613 | 0.0804 | -0.0194 | 0.0675 | 0.022 |
2019-02-09 | CBS | 2019-03-29 | 51.5 | Put | 2.9 | 3.3 | 0.266 | -0.6415 | 0.0794 | -0.0163 | 0.067 | -0.0363 |
2019-02-09 | CBS | 2019-03-29 | 53 | Call | 0.6 | 0.93 | 0.2733 | 0.267 | 0.0665 | -0.0175 | 0.0595 | 0.0167 |
2019-02-09 | CBS | 2019-03-29 | 53 | Put | 3.95 | 4.35 | 0.2592 | -0.7532 | 0.0694 | -0.0126 | 0.0569 | -0.0406 |
2019-02-09 | CBS | 2019-03-29 | 54.5 | Call | 0.33 | 0.5 | 0.2608 | 0.1711 | 0.0541 | -0.0129 | 0.0458 | 0.0108 |
2019-02-09 | CBS | 2019-03-29 | 54.5 | Put | 5.2 | 5.7 | 0.2745 | -0.8228 | 0.0542 | -0.0104 | 0.0483 | -0.0431 |
2019-02-09 | CBS | 2019-03-29 | 57 | Call | 0.13 | 0.97 | 0.2734 | 0.0888 | 0.0325 | -0.0084 | 0.0291 | 0.0056 |
2019-02-09 | CBS | 2019-03-29 | 57 | Put | 6.1 | 7.9 | 0.2734 | -0.9191 | 0.0319 | -0.0042 | 0.0277 | -0.0451 |
2019-02-09 | CCI | 2019-02-15 | 100 | Call | 17.7 | 18.9 | 0.1958 | 1 | 0 | -0.007 | 0 | 0.0191 |
2019-02-09 | CCI | 2019-02-15 | 100 | Put | 0 | 0.05 | 0.2028 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CCI | 2019-02-15 | 105 | Call | 12.9 | 13.8 | 0.1958 | 1 | 0 | -0.0073 | 0 | 0.0201 |
2019-02-09 | CCI | 2019-02-15 | 105 | Put | 0 | 0.05 | 0.2028 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CCI | 2019-02-15 | 110 | Call | 7.9 | 8.7 | 0.1958 | 0.9969 | 0.0029 | -0.0098 | 0.0015 | 0.021 |
2019-02-09 | CCI | 2019-02-15 | 110 | Put | 0.05 | 0.1 | 0.2028 | -0.0041 | 0.0036 | -0.0028 | 0.002 | -0.0001 |
2019-02-09 | CCI | 2019-02-15 | 115 | Call | 3.5 | 3.8 | 0.1958 | 0.8638 | 0.0681 | -0.057 | 0.0358 | 0.0189 |
2019-02-09 | CCI | 2019-02-15 | 115 | Put | 0.2 | 0.3 | 0.2028 | -0.1444 | 0.0687 | -0.053 | 0.0381 | -0.0031 |
2019-02-09 | CCI | 2019-02-15 | 120 | Call | 0.25 | 0.45 | 0.1417 | 0.2539 | 0.138 | -0.0553 | 0.0525 | 0.0057 |
2019-02-09 | CCI | 2019-02-15 | 120 | Put | 1.85 | 2.4 | 0.1773 | -0.7041 | 0.1214 | -0.0672 | 0.0568 | -0.0125 |
2019-02-09 | CCI | 2019-02-15 | 125 | Call | 0 | 0.05 | 0.1417 | 0.003 | 0.004 | -0.0016 | 0.0015 | 0.0001 |
2019-02-09 | CCI | 2019-02-15 | 125 | Put | 5.7 | 8.3 | 0.1773 | -0.9986 | 0.0083 | 0 | 0.0016 | 0 |
2019-02-09 | CCI | 2019-02-15 | 130 | Call | 0 | 0.05 | 0.1417 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CCI | 2019-02-15 | 130 | Put | 10.9 | 13.1 | 0.1773 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CCI | 2019-02-15 | 135 | Call | 0 | 0.05 | 0.1417 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CCI | 2019-02-15 | 135 | Put | 15 | 19.1 | 0.1773 | -1 | 0 | 0 | 0 | 0 |
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