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 | CCI | 2019-03-15 | 100 | Call | 16.4 | 20.6 | 0.2442 | 0.9922 | 0.0025 | -0.0097 | 0.0086 | 0.0861 |
2019-02-09 | CCI | 2019-03-15 | 100 | Put | 0.05 | 0.25 | 0.2442 | -0.0148 | 0.0042 | -0.0046 | 0.0136 | -0.0017 |
2019-02-09 | CCI | 2019-03-15 | 105 | Call | 11.5 | 15.6 | 0.2442 | 0.9583 | 0.0105 | -0.0187 | 0.0335 | 0.0869 |
2019-02-09 | CCI | 2019-03-15 | 105 | Put | 0.2 | 0.3 | 0.2442 | -0.0628 | 0.014 | -0.0152 | 0.0455 | -0.007 |
2019-02-09 | CCI | 2019-03-15 | 110 | Call | 8.3 | 9.5 | 0.1939 | 0.9115 | 0.0238 | -0.0237 | 0.0585 | 0.0864 |
2019-02-09 | CCI | 2019-03-15 | 110 | Put | 0.45 | 0.6 | 0.2016 | -0.1373 | 0.0302 | -0.0219 | 0.0822 | -0.0152 |
2019-02-09 | CCI | 2019-03-15 | 115 | Call | 4.3 | 4.7 | 0.1629 | 0.7491 | 0.0563 | -0.034 | 0.1151 | 0.0737 |
2019-02-09 | CCI | 2019-03-15 | 115 | Put | 1.3 | 1.5 | 0.1713 | -0.3319 | 0.0587 | -0.0296 | 0.1326 | -0.0364 |
2019-02-09 | CCI | 2019-03-15 | 120 | Call | 1.35 | 1.65 | 0.1505 | 0.4065 | 0.0741 | -0.0349 | 0.1387 | 0.0412 |
2019-02-09 | CCI | 2019-03-15 | 120 | Put | 3.5 | 3.9 | 0.1536 | -0.6624 | 0.066 | -0.0236 | 0.135 | -0.0727 |
2019-02-09 | CCI | 2019-03-15 | 125 | Call | 0.25 | 0.35 | 0.1479 | 0.1194 | 0.0386 | -0.0169 | 0.0741 | 0.0124 |
2019-02-09 | CCI | 2019-03-15 | 125 | Put | 5.9 | 9.9 | 0.177 | -0.8655 | 0.0339 | -0.0123 | 0.0804 | -0.0969 |
2019-02-09 | CCI | 2019-03-15 | 130 | Call | 0 | 0.15 | 0.1479 | 0.0189 | 0.0089 | -0.0038 | 0.0188 | 0.002 |
2019-02-09 | CCI | 2019-03-15 | 130 | Put | 11.2 | 14.6 | 0.177 | -0.9663 | 0.0117 | 0 | 0.0299 | -0.1109 |
2019-02-09 | CCI | 2019-03-15 | 135 | Call | 0 | 0.05 | 0.1479 | 0.0016 | 0.001 | -0.0004 | 0.0025 | 0.0002 |
2019-02-09 | CCI | 2019-03-15 | 135 | Put | 16.2 | 19.8 | 0.177 | -0.9943 | 0.0025 | 0 | 0.0073 | -0.1178 |
2019-02-09 | CCI | 2019-04-18 | 100 | Call | 17 | 18.9 | 0.2498 | 0.9708 | 0.0067 | -0.0148 | 0.0339 | 0.0905 |
2019-02-09 | CCI | 2019-04-18 | 100 | Put | 0.25 | 0.4 | 0.2498 | -0.0575 | 0.0092 | -0.0102 | 0.0606 | -0.0122 |
2019-02-09 | CCI | 2019-04-18 | 105 | Call | 13.7 | 14.1 | 0.2248 | 0.9304 | 0.0146 | -0.0208 | 0.0667 | 0.0968 |
2019-02-09 | CCI | 2019-04-18 | 105 | Put | 0.55 | 0.65 | 0.2227 | -0.1065 | 0.0164 | -0.0144 | 0.0947 | -0.0223 |
2019-02-09 | CCI | 2019-04-18 | 110 | Call | 9 | 9.4 | 0.1892 | 0.8581 | 0.0285 | -0.0259 | 0.1124 | 0.1019 |
2019-02-09 | CCI | 2019-04-18 | 110 | Put | 1 | 1.25 | 0.1952 | -0.1972 | 0.0284 | -0.0186 | 0.1414 | -0.04 |
2019-02-09 | CCI | 2019-04-18 | 115 | Call | 5 | 5.4 | 0.1721 | 0.6796 | 0.0474 | -0.0319 | 0.1757 | 0.0988 |
2019-02-09 | CCI | 2019-04-18 | 115 | Put | 2.3 | 2.55 | 0.1821 | -0.3689 | 0.0418 | -0.0227 | 0.1906 | -0.071 |
2019-02-09 | CCI | 2019-04-18 | 120 | Call | 2.2 | 2.5 | 0.1606 | 0.4245 | 0.0521 | -0.0287 | 0.1945 | 0.0762 |
2019-02-09 | CCI | 2019-04-18 | 120 | Put | 4.5 | 5.1 | 0.1741 | -0.5928 | 0.0458 | -0.0207 | 0.1958 | -0.1036 |
2019-02-09 | CCI | 2019-04-18 | 125 | Call | 0.75 | 0.95 | 0.1556 | 0.2007 | 0.0366 | -0.0183 | 0.1436 | 0.0413 |
2019-02-09 | CCI | 2019-04-18 | 125 | Put | 7.8 | 8.6 | 0.1605 | -0.8121 | 0.0358 | -0.0098 | 0.1394 | -0.1215 |
2019-02-09 | CCI | 2019-04-18 | 130 | Call | 0.2 | 0.3 | 0.1538 | 0.0738 | 0.018 | -0.0086 | 0.0708 | 0.0157 |
2019-02-09 | CCI | 2019-04-18 | 130 | Put | 12.3 | 13.3 | 0.1808 | -0.9059 | 0.0202 | -0.0038 | 0.0895 | -0.1261 |
2019-02-09 | CCI | 2019-04-18 | 135 | Call | 0 | 0.25 | 0.2017 | 0.0643 | 0.0123 | -0.01 | 0.0636 | 0.0135 |
2019-02-09 | CCI | 2019-04-18 | 135 | Put | 16.5 | 19.9 | 0.2241 | -0.9264 | 0.0135 | -0.0036 | 0.072 | -0.1314 |
2019-02-09 | CCL | 2019-02-22 | 48 | Call | 8.2 | 8.9 | 0.1779 | 1 | 0 | -0.0033 | 0 | 0.0156 |
2019-02-09 | CCL | 2019-02-22 | 48 | Put | 0 | 0.05 | 0.2408 | -0.0004 | 0.0005 | -0.0001 | 0.0002 | 0 |
2019-02-09 | CCL | 2019-02-22 | 51 | Call | 5.5 | 5.8 | 0.1779 | 0.9996 | 0.0008 | -0.0036 | 0.0002 | 0.0166 |
2019-02-09 | CCL | 2019-02-22 | 51 | Put | 0 | 0.1 | 0.2408 | -0.0189 | 0.0174 | -0.0043 | 0.0051 | -0.0004 |
2019-02-09 | CCL | 2019-02-22 | 52.5 | Call | 4 | 4.3 | 0.1779 | 0.9921 | 0.012 | -0.0052 | 0.0027 | 0.0169 |
2019-02-09 | CCL | 2019-02-22 | 52.5 | Put | 0.05 | 0.15 | 0.2408 | -0.0718 | 0.0517 | -0.0127 | 0.015 | -0.0016 |
2019-02-09 | CCL | 2019-02-22 | 54.5 | Call | 2.25 | 2.4 | 0.2022 | 0.8609 | 0.1072 | -0.0221 | 0.024 | 0.0152 |
2019-02-09 | CCL | 2019-02-22 | 54.5 | Put | 0.3 | 0.45 | 0.231 | -0.2436 | 0.124 | -0.0276 | 0.0345 | -0.0051 |
2019-02-09 | CCL | 2019-02-22 | 55.5 | Call | 1.4 | 1.6 | 0.1903 | 0.7332 | 0.1688 | -0.0292 | 0.0349 | 0.0131 |
2019-02-09 | CCL | 2019-02-22 | 55.5 | Put | 0.6 | 0.75 | 0.2242 | -0.3824 | 0.1557 | -0.0322 | 0.042 | -0.0079 |
2019-02-09 | CCL | 2019-02-22 | 56.5 | Call | 0.8 | 0.9 | 0.1846 | 0.5429 | 0.2097 | -0.0329 | 0.0421 | 0.0099 |
2019-02-09 | CCL | 2019-02-22 | 56.5 | Put | 1 | 1.2 | 0.2117 | -0.5467 | 0.1713 | -0.0309 | 0.0436 | -0.0111 |
2019-02-09 | CCL | 2019-02-22 | 58 | Call | 0.2 | 0.3 | 0.1748 | 0.238 | 0.1721 | -0.0236 | 0.0335 | 0.0044 |
2019-02-09 | CCL | 2019-02-22 | 58 | Put | 2 | 2.15 | 0.1981 | -0.7901 | 0.1332 | -0.0193 | 0.0316 | -0.0158 |
2019-02-09 | CCL | 2019-02-22 | 59 | Call | 0 | 0.15 | 0.2083 | 0.1496 | 0.1077 | -0.0207 | 0.0256 | 0.0028 |
2019-02-09 | CCL | 2019-02-22 | 59 | Put | 2.8 | 3.1 | 0.2083 | -0.8825 | 0.0867 | -0.0126 | 0.0225 | -0.0177 |
2019-02-09 | CCL | 2019-02-22 | 61 | Call | 0 | 0.05 | 0.2266 | 0.0402 | 0.0364 | -0.0082 | 0.01 | 0.0008 |
2019-02-09 | CCL | 2019-02-22 | 61 | Put | 4.7 | 5 | 0.2266 | -0.9676 | 0.0293 | -0.0024 | 0.0084 | -0.0196 |
2019-02-09 | CCL | 2019-02-22 | 62.5 | Call | 0 | 0.05 | 0.3341 | 0.0611 | 0.034 | -0.0166 | 0.0134 | 0.0012 |
2019-02-09 | CCL | 2019-02-22 | 62.5 | Put | 6.2 | 6.6 | 0.3341 | -0.9458 | 0.0301 | -0.0103 | 0.0121 | -0.0198 |
2019-02-09 | CCL | 2019-02-22 | 65 | Call | 0 | 0.05 | 0.3696 | 0.0255 | 0.015 | -0.0089 | 0.0068 | 0.0005 |
2019-02-09 | CCL | 2019-02-22 | 65 | Put | 8.6 | 9.1 | 0.3696 | -0.9769 | 0.0135 | -0.0035 | 0.0064 | -0.0211 |
2019-02-09 | CCL | 2019-03-08 | 48 | Call | 7.9 | 8.8 | 0.2575 | 0.9991 | 0.0011 | -0.0036 | 0.0005 | 0.0156 |
2019-02-09 | CCL | 2019-03-08 | 48 | Put | 0 | 0.15 | 0.2575 | -0.012 | 0.0078 | -0.0022 | 0.0049 | -0.0005 |
2019-02-09 | CCL | 2019-03-08 | 51 | Call | 5.3 | 5.8 | 0.2575 | 0.9677 | 0.0245 | -0.0104 | 0.0098 | 0.0169 |
2019-02-09 | CCL | 2019-03-08 | 51 | Put | 0.1 | 0.25 | 0.2575 | -0.0796 | 0.0371 | -0.0103 | 0.0237 | -0.0033 |
2019-02-09 | CCL | 2019-03-08 | 52.5 | Call | 4 | 4.4 | 0.1907 | 0.9684 | 0.0332 | -0.0087 | 0.0103 | 0.0174 |
2019-02-09 | CCL | 2019-03-08 | 52.5 | Put | 0.25 | 0.35 | 0.2453 | -0.1477 | 0.0609 | -0.0152 | 0.0371 | -0.0061 |
2019-02-09 | CCL | 2019-03-08 | 54.5 | Call | 2.4 | 2.6 | 0.213 | 0.7815 | 0.1128 | -0.025 | 0.0433 | 0.0184 |
2019-02-09 | CCL | 2019-03-08 | 54.5 | Put | 0.6 | 0.8 | 0.2286 | -0.3003 | 0.0987 | -0.021 | 0.0545 | -0.0119 |
2019-02-09 | CCL | 2019-03-08 | 55.5 | Call | 1.75 | 1.85 | 0.2129 | 0.6525 | 0.1352 | -0.0289 | 0.0562 | 0.0187 |
2019-02-09 | CCL | 2019-03-08 | 55.5 | Put | 0.95 | 1.15 | 0.2244 | -0.406 | 0.1126 | -0.0228 | 0.0606 | -0.0157 |
2019-02-09 | CCL | 2019-03-08 | 56.5 | Call | 1.15 | 1.25 | 0.206 | 0.5137 | 0.1439 | -0.0283 | 0.0596 | 0.0159 |
2019-02-09 | CCL | 2019-03-08 | 56.5 | Put | 1.35 | 1.6 | 0.2144 | -0.5232 | 0.1216 | -0.022 | 0.0616 | -0.0193 |
2019-02-09 | CCL | 2019-03-08 | 58 | Call | 0.45 | 0.6 | 0.1894 | 0.2987 | 0.1275 | -0.0209 | 0.053 | 0.0113 |
2019-02-09 | CCL | 2019-03-08 | 58 | Put | 2.25 | 2.5 | 0.2055 | -0.7031 | 0.1117 | -0.0174 | 0.0545 | -0.0236 |
2019-02-09 | CCL | 2019-03-08 | 59 | Call | 0.25 | 0.35 | 0.1897 | 0.1916 | 0.0964 | -0.0157 | 0.0424 | 0.0076 |
2019-02-09 | CCL | 2019-03-08 | 59 | Put | 3 | 3.4 | 0.2181 | -0.7853 | 0.0896 | -0.0151 | 0.0454 | -0.0249 |
2019-02-09 | CCL | 2019-03-08 | 60.5 | Call | 0 | 0.15 | 0.2248 | 0.1268 | 0.0595 | -0.0135 | 0.0323 | 0.0053 |
2019-02-09 | CCL | 2019-03-08 | 60.5 | Put | 4.3 | 4.7 | 0.2248 | -0.8826 | 0.0599 | -0.0093 | 0.0321 | -0.025 |
2019-02-09 | CCL | 2019-03-08 | 62.5 | Call | 0 | 0.05 | 0.2713 | 0.0858 | 0.0372 | -0.0121 | 0.0243 | 0.0036 |
2019-02-09 | CCL | 2019-03-08 | 62.5 | Put | 6.1 | 6.8 | 0.2713 | -0.9221 | 0.0369 | -0.0077 | 0.0233 | -0.0254 |
2019-02-09 | CCL | 2019-03-08 | 65 | Call | 0 | 0.05 | 0.3681 | 0.0855 | 0.0273 | -0.0163 | 0.0243 | 0.0035 |
2019-02-09 | CCL | 2019-03-08 | 65 | Put | 8.7 | 9.3 | 0.3681 | -0.9206 | 0.0273 | -0.0117 | 0.0227 | -0.0272 |
2019-02-09 | CCL | 2019-03-29 | 51.5 | Call | 5.2 | 5.5 | 0.2486 | 0.8939 | 0.0512 | -0.0168 | 0.0357 | 0.03 |
2019-02-09 | CCL | 2019-03-29 | 51.5 | Put | 0.55 | 0.7 | 0.2879 | -0.1841 | 0.0453 | -0.0154 | 0.0552 | -0.0133 |
2019-02-09 | CCL | 2019-03-29 | 52.5 | Call | 4.3 | 4.7 | 0.2466 | 0.8318 | 0.0657 | -0.0203 | 0.0492 | 0.0345 |
2019-02-09 | CCL | 2019-03-29 | 52.5 | Put | 0.75 | 0.9 | 0.2812 | -0.2324 | 0.0533 | -0.0172 | 0.0628 | -0.0167 |
2019-02-09 | CCL | 2019-03-29 | 54.5 | Call | 2.9 | 3.2 | 0.2465 | 0.6734 | 0.0808 | -0.0237 | 0.0722 | 0.0386 |
2019-02-09 | CCL | 2019-03-29 | 54.5 | Put | 1.25 | 1.45 | 0.2641 | -0.351 | 0.0692 | -0.0193 | 0.0769 | -0.0243 |
2019-02-09 | CCL | 2019-03-29 | 55.5 | Call | 2.3 | 2.5 | 0.2396 | 0.5916 | 0.0851 | -0.0233 | 0.079 | 0.0374 |
2019-02-09 | CCL | 2019-03-29 | 55.5 | Put | 1.65 | 1.85 | 0.2611 | -0.4232 | 0.0741 | -0.02 | 0.0802 | -0.0287 |
2019-02-09 | CCL | 2019-03-29 | 56.5 | Call | 1.75 | 1.95 | 0.2351 | 0.5061 | 0.0858 | -0.0224 | 0.0819 | 0.0342 |
2019-02-09 | CCL | 2019-03-29 | 56.5 | Put | 1.95 | 2.35 | 0.2492 | -0.5 | 0.0795 | -0.0191 | 0.0821 | -0.0328 |
2019-02-09 | CCL | 2019-03-29 | 58 | Call | 1.15 | 1.25 | 0.2306 | 0.3807 | 0.0813 | -0.0201 | 0.0794 | 0.0271 |
2019-02-09 | CCL | 2019-03-29 | 58 | Put | 2.9 | 3.2 | 0.2507 | -0.6145 | 0.0765 | -0.0181 | 0.0787 | -0.0381 |
2019-02-09 | CCL | 2019-03-29 | 59 | Call | 0.85 | 0.9 | 0.2288 | 0.3045 | 0.0744 | -0.018 | 0.072 | 0.0217 |
2019-02-09 | CCL | 2019-03-29 | 59 | Put | 3.5 | 3.9 | 0.2464 | -0.6893 | 0.0727 | -0.016 | 0.0725 | -0.0403 |
2019-02-09 | CCL | 2019-03-29 | 60.5 | Call | 0.4 | 0.55 | 0.2188 | 0.1967 | 0.0618 | -0.0135 | 0.0575 | 0.0144 |
2019-02-09 | CCL | 2019-03-29 | 60.5 | Put | 4.6 | 5 | 0.2386 | -0.7932 | 0.0627 | -0.0119 | 0.0589 | -0.0407 |
2019-02-09 | CCL | 2019-03-29 | 62.5 | Call | 0.15 | 0.25 | 0.2143 | 0.0992 | 0.0396 | -0.0082 | 0.0359 | 0.0072 |
2019-02-09 | CCL | 2019-03-29 | 62.5 | Put | 6.3 | 6.7 | 0.2321 | -0.8982 | 0.043 | -0.0059 | 0.0371 | -0.0361 |
2019-02-09 | CCL | 2019-03-29 | 65 | Call | 0 | 0.15 | 0.3203 | 0.1221 | 0.0308 | -0.0141 | 0.0416 | 0.0088 |
2019-02-09 | CCL | 2019-03-29 | 65 | Put | 8.7 | 9.5 | 0.3203 | -0.8898 | 0.0318 | -0.0099 | 0.0386 | -0.0407 |
2019-02-09 | CDNS | 2019-02-15 | 43 | Call | 7.5 | 8.2 | 0.2454 | 1 | 0 | -0.003 | 0 | 0.0082 |
2019-02-09 | CDNS | 2019-02-15 | 43 | Put | 0 | 0.25 | 0.2695 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CDNS | 2019-02-15 | 46 | Call | 4.3 | 6.5 | 0.2454 | 0.9987 | 0.0024 | -0.0037 | 0.0003 | 0.0088 |
2019-02-09 | CDNS | 2019-02-15 | 46 | Put | 0 | 0.25 | 0.2695 | -0.003 | 0.0048 | -0.0012 | 0.0006 | 0 |
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