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 | CDNS | 2019-02-15 | 47 | Call | 3.6 | 4.5 | 0.2454 | 0.9914 | 0.0135 | -0.0061 | 0.0016 | 0.0089 |
2019-02-09 | CDNS | 2019-02-15 | 47 | Put | 0 | 0.1 | 0.2695 | -0.0148 | 0.0198 | -0.005 | 0.0026 | -0.0001 |
2019-02-09 | CDNS | 2019-02-15 | 49 | Call | 1.8 | 2.15 | 0.2454 | 0.8764 | 0.1181 | -0.0282 | 0.0144 | 0.0082 |
2019-02-09 | CDNS | 2019-02-15 | 49 | Put | 0.1 | 0.2 | 0.2695 | -0.1451 | 0.1206 | -0.0306 | 0.0162 | -0.0014 |
2019-02-09 | CDNS | 2019-02-15 | 50 | Call | 1.15 | 1.35 | 0.2454 | 0.713 | 0.1969 | -0.0446 | 0.024 | 0.0067 |
2019-02-09 | CDNS | 2019-02-15 | 50 | Put | 0.3 | 0.45 | 0.2695 | -0.3036 | 0.1852 | -0.0466 | 0.025 | -0.0027 |
2019-02-09 | CDNS | 2019-02-15 | 55 | Call | 0 | 0.15 | 0.2454 | 0.0124 | 0.0186 | -0.004 | 0.0023 | 0.0001 |
2019-02-09 | CDNS | 2019-02-15 | 55 | Put | 3.7 | 5.1 | 0.2695 | -0.9871 | 0.0282 | -0.0035 | 0.0026 | -0.002 |
2019-02-09 | CDNS | 2019-02-15 | 60 | Call | 0 | 0.05 | 0.2454 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CDNS | 2019-02-15 | 60 | Put | 7.5 | 9.9 | 0.2695 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CDNS | 2019-03-15 | 43 | Call | 7.4 | 8.8 | 0.3246 | 0.9605 | 0.0167 | -0.0091 | 0.0134 | 0.0391 |
2019-02-09 | CDNS | 2019-03-15 | 43 | Put | 0.15 | 0.25 | 0.391 | -0.0699 | 0.0218 | -0.0116 | 0.0211 | -0.0036 |
2019-02-09 | CDNS | 2019-03-15 | 46 | Call | 5.2 | 5.6 | 0.3242 | 0.8612 | 0.0433 | -0.0189 | 0.0349 | 0.0368 |
2019-02-09 | CDNS | 2019-03-15 | 46 | Put | 0.4 | 0.5 | 0.344 | -0.1519 | 0.0436 | -0.0177 | 0.0372 | -0.0072 |
2019-02-09 | CDNS | 2019-03-15 | 47 | Call | 4.4 | 4.8 | 0.3259 | 0.807 | 0.0533 | -0.0227 | 0.0432 | 0.0349 |
2019-02-09 | CDNS | 2019-03-15 | 47 | Put | 0.6 | 0.7 | 0.3424 | -0.2037 | 0.0528 | -0.0212 | 0.0447 | -0.0096 |
2019-02-09 | CDNS | 2019-03-15 | 49 | Call | 3 | 3.3 | 0.3201 | 0.6774 | 0.0712 | -0.0281 | 0.0565 | 0.03 |
2019-02-09 | CDNS | 2019-03-15 | 49 | Put | 1.15 | 1.25 | 0.3332 | -0.329 | 0.0695 | -0.0261 | 0.0574 | -0.0152 |
2019-02-09 | CDNS | 2019-03-15 | 50 | Call | 2.45 | 2.6 | 0.3161 | 0.602 | 0.0775 | -0.0295 | 0.0608 | 0.0269 |
2019-02-09 | CDNS | 2019-03-15 | 50 | Put | 1.5 | 1.65 | 0.3284 | -0.4022 | 0.0755 | -0.0274 | 0.0612 | -0.0182 |
2019-02-09 | CDNS | 2019-03-15 | 55 | Call | 0.45 | 0.65 | 0.2929 | 0.2176 | 0.0638 | -0.0202 | 0.0464 | 0.0101 |
2019-02-09 | CDNS | 2019-03-15 | 55 | Put | 4.4 | 4.9 | 0.3178 | -0.7686 | 0.0634 | -0.0197 | 0.0492 | -0.0285 |
2019-02-09 | CDNS | 2019-03-15 | 60 | Call | 0 | 0.5 | 0.2929 | 0.0409 | 0.019 | -0.0059 | 0.0138 | 0.0019 |
2019-02-09 | CDNS | 2019-03-15 | 60 | Put | 8.8 | 9.6 | 0.3178 | -0.9598 | 0.0244 | -0.0047 | 0.0141 | -0.0157 |
2019-02-09 | CE | 2019-02-15 | 82.5 | Call | 12.7 | 14 | 0.2675 | 1 | 0 | -0.0057 | 0 | 0.0135 |
2019-02-09 | CE | 2019-02-15 | 82.5 | Put | 0.05 | 0.1 | 0.29 | -0.0001 | 0.0001 | -0.0001 | 0.0001 | 0 |
2019-02-09 | CE | 2019-02-15 | 87.5 | Call | 8 | 9.3 | 0.2675 | 0.9968 | 0.0029 | -0.0087 | 0.0014 | 0.0143 |
2019-02-09 | CE | 2019-02-15 | 87.5 | Put | 0.05 | 0.15 | 0.29 | -0.0136 | 0.0091 | -0.0094 | 0.0046 | -0.0003 |
2019-02-09 | CE | 2019-02-15 | 90 | Call | 5.6 | 6.7 | 0.2675 | 0.9712 | 0.0198 | -0.0237 | 0.0088 | 0.0143 |
2019-02-09 | CE | 2019-02-15 | 90 | Put | 0.1 | 0.25 | 0.29 | -0.0659 | 0.0334 | -0.0347 | 0.0169 | -0.0012 |
2019-02-09 | CE | 2019-02-15 | 92.5 | Call | 3.4 | 4.2 | 0.2675 | 0.8651 | 0.0653 | -0.0639 | 0.0294 | 0.0131 |
2019-02-09 | CE | 2019-02-15 | 92.5 | Put | 0.35 | 0.55 | 0.29 | -0.2046 | 0.0744 | -0.0767 | 0.0388 | -0.0036 |
2019-02-09 | CE | 2019-02-15 | 95 | Call | 1.55 | 2.1 | 0.2443 | 0.6423 | 0.1226 | -0.0956 | 0.0478 | 0.0099 |
2019-02-09 | CE | 2019-02-15 | 95 | Put | 1 | 1.2 | 0.2564 | -0.4305 | 0.1165 | -0.0927 | 0.052 | -0.0075 |
2019-02-09 | CE | 2019-02-15 | 100 | Call | 0.05 | 0.15 | 0.2652 | 0.1276 | 0.0622 | -0.0555 | 0.028 | 0.0021 |
2019-02-09 | CE | 2019-02-15 | 100 | Put | 4.2 | 5.1 | 0.2652 | -0.8908 | 0.0536 | -0.0408 | 0.025 | -0.0152 |
2019-02-09 | CE | 2019-02-15 | 105 | Call | 0 | 0.35 | 0.4112 | 0.0549 | 0.0209 | -0.0446 | 0.015 | 0.0009 |
2019-02-09 | CE | 2019-02-15 | 105 | Put | 8.8 | 10.3 | 0.4112 | -0.9493 | 0.0192 | -0.0336 | 0.0142 | -0.0168 |
2019-02-09 | CE | 2019-02-15 | 110 | Call | 0 | 0.25 | 0.5572 | 0.0378 | 0.0113 | -0.0443 | 0.0107 | 0.0006 |
2019-02-09 | CE | 2019-02-15 | 110 | Put | 13.4 | 15.6 | 0.5572 | -0.9639 | 0.0108 | -0.0344 | 0.0102 | -0.0178 |
2019-02-09 | CE | 2019-03-15 | 80 | Call | 15.5 | 16.4 | 0.3106 | 0.9956 | 0.0027 | -0.0088 | 0.0044 | 0.0159 |
2019-02-09 | CE | 2019-03-15 | 80 | Put | 0.15 | 0.3 | 0.3106 | -0.0277 | 0.0069 | -0.0082 | 0.0188 | -0.0026 |
2019-02-09 | CE | 2019-03-15 | 87.5 | Call | 8.6 | 9.3 | 0.2916 | 0.8716 | 0.0319 | -0.0392 | 0.0623 | 0.0494 |
2019-02-09 | CE | 2019-03-15 | 87.5 | Put | 0.65 | 0.8 | 0.296 | -0.1526 | 0.0271 | -0.0286 | 0.07 | -0.0135 |
2019-02-09 | CE | 2019-03-15 | 90 | Call | 6.4 | 7 | 0.2617 | 0.802 | 0.0428 | -0.0416 | 0.0806 | 0.0551 |
2019-02-09 | CE | 2019-03-15 | 90 | Put | 0.95 | 1.2 | 0.2741 | -0.2215 | 0.037 | -0.0331 | 0.0908 | -0.0192 |
2019-02-09 | CE | 2019-03-15 | 92.5 | Call | 4.5 | 5.1 | 0.2509 | 0.6879 | 0.0504 | -0.0439 | 0.1043 | 0.0562 |
2019-02-09 | CE | 2019-03-15 | 92.5 | Put | 1.55 | 1.85 | 0.2618 | -0.3231 | 0.0469 | -0.0378 | 0.1078 | -0.0273 |
2019-02-09 | CE | 2019-03-15 | 95 | Call | 3.2 | 3.5 | 0.253 | 0.5545 | 0.0534 | -0.0462 | 0.117 | 0.0475 |
2019-02-09 | CE | 2019-03-15 | 95 | Put | 2.45 | 2.75 | 0.2496 | -0.4486 | 0.0544 | -0.0391 | 0.117 | -0.0365 |
2019-02-09 | CE | 2019-03-15 | 97.5 | Call | 2 | 2.1 | 0.2393 | 0.4162 | 0.0554 | -0.0423 | 0.1164 | 0.0363 |
2019-02-09 | CE | 2019-03-15 | 97.5 | Put | 3.6 | 4.2 | 0.244 | -0.5865 | 0.0552 | -0.0369 | 0.1158 | -0.045 |
2019-02-09 | CE | 2019-03-15 | 100 | Call | 1 | 1.3 | 0.2303 | 0.2816 | 0.0498 | -0.0348 | 0.0996 | 0.0249 |
2019-02-09 | CE | 2019-03-15 | 100 | Put | 5.2 | 5.8 | 0.2347 | -0.7222 | 0.0504 | -0.0295 | 0.0981 | -0.0497 |
2019-02-09 | CE | 2019-03-15 | 105 | Call | 0.2 | 0.35 | 0.2203 | 0.0931 | 0.0256 | -0.0161 | 0.0492 | 0.0082 |
2019-02-09 | CE | 2019-03-15 | 105 | Put | 9.3 | 10.3 | 0.2542 | -0.8851 | 0.029 | -0.0168 | 0.0596 | -0.0458 |
2019-02-09 | CE | 2019-03-15 | 110 | Call | 0 | 0.15 | 0.2887 | 0.0653 | 0.0149 | -0.016 | 0.0376 | 0.0058 |
2019-02-09 | CE | 2019-03-15 | 110 | Put | 14.1 | 15.1 | 0.2887 | -0.9484 | 0.0152 | -0.0084 | 0.0328 | -0.0372 |
2019-02-09 | CELG | 2019-02-22 | 75 | Call | 10.9 | 14.95 | 0.4359 | 0.9723 | 0.0085 | -0.0222 | 0.011 | 0.0277 |
2019-02-09 | CELG | 2019-02-22 | 75 | Put | 0 | 1.95 | 0.4359 | -0.0277 | 0.0085 | -0.0169 | 0.011 | -0.001 |
2019-02-09 | CELG | 2019-02-22 | 79 | Call | 7.3 | 10.55 | 0.4359 | 0.9043 | 0.0227 | -0.0505 | 0.0292 | 0.0269 |
2019-02-09 | CELG | 2019-02-22 | 79 | Put | 0 | 1.65 | 0.4359 | -0.0955 | 0.0227 | -0.045 | 0.0293 | -0.0032 |
2019-02-09 | CELG | 2019-02-22 | 82 | Call | 4.55 | 7.55 | 0.3709 | 0.8433 | 0.0376 | -0.0595 | 0.0413 | 0.0259 |
2019-02-09 | CELG | 2019-02-22 | 82 | Put | 0 | 1.79 | 0.3709 | -0.1566 | 0.0377 | -0.054 | 0.0416 | -0.0051 |
2019-02-09 | CELG | 2019-02-22 | 84.5 | Call | 2.94 | 4.75 | 0.2895 | 0.7714 | 0.0607 | -0.0583 | 0.0521 | 0.0244 |
2019-02-09 | CELG | 2019-02-22 | 84.5 | Put | 0.09 | 1.34 | 0.2895 | -0.2288 | 0.0611 | -0.0528 | 0.0539 | -0.0073 |
2019-02-09 | CELG | 2019-02-22 | 86 | Call | 1.56 | 3.5 | 0.2407 | 0.6951 | 0.0845 | -0.0559 | 0.0603 | 0.0223 |
2019-02-09 | CELG | 2019-02-22 | 86 | Put | 0.35 | 1.67 | 0.2407 | -0.3058 | 0.0852 | -0.0503 | 0.0608 | -0.0095 |
2019-02-09 | CELG | 2019-02-22 | 88 | Call | 0.9 | 1.95 | 0.244 | 0.5091 | 0.095 | -0.0629 | 0.0686 | 0.0165 |
2019-02-09 | CELG | 2019-02-22 | 88 | Put | 1.05 | 2.51 | 0.244 | -0.4929 | 0.096 | -0.0574 | 0.0686 | -0.0146 |
2019-02-09 | CELG | 2019-02-22 | 90 | Call | 0.07 | 0.55 | 0.27 | 0.3447 | 0.0793 | -0.0632 | 0.0634 | 0.0112 |
2019-02-09 | CELG | 2019-02-22 | 90 | Put | 2.16 | 3.95 | 0.27 | -0.6584 | 0.0803 | -0.0577 | 0.0631 | -0.0184 |
2019-02-09 | CELG | 2019-02-22 | 91.5 | Call | 0 | 1.22 | 0.27 | 0.2381 | 0.0666 | -0.0528 | 0.0533 | 0.0078 |
2019-02-09 | CELG | 2019-02-22 | 91.5 | Put | 2.93 | 5.05 | 0.27 | -0.7663 | 0.0677 | -0.0472 | 0.053 | -0.0197 |
2019-02-09 | CELG | 2019-02-22 | 94 | Call | 0 | 0.75 | 0.27 | 0.1108 | 0.0407 | -0.0321 | 0.0325 | 0.0036 |
2019-02-09 | CELG | 2019-02-22 | 94 | Put | 5.3 | 7.9 | 0.27 | -0.8962 | 0.0418 | -0.0263 | 0.0317 | -0.018 |
2019-02-09 | CELG | 2019-02-22 | 95 | Call | 0 | 1.2 | 0.27 | 0.0774 | 0.0312 | -0.0246 | 0.025 | 0.0025 |
2019-02-09 | CELG | 2019-02-22 | 95 | Put | 6.3 | 9 | 0.27 | -0.9308 | 0.0324 | -0.0188 | 0.0235 | -0.0158 |
2019-02-09 | CELG | 2019-02-22 | 100 | Call | 0 | 0.75 | 0.27 | 0.0084 | 0.0049 | -0.0038 | 0.0039 | 0.0003 |
2019-02-09 | CELG | 2019-02-22 | 100 | Put | 10.4 | 14.6 | 0.27 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CELG | 2019-03-08 | 79.5 | Call | 7.7 | 9.6 | 0.2754 | 0.9166 | 0.0229 | -0.0234 | 0.0373 | 0.055 |
2019-02-09 | CELG | 2019-03-08 | 79.5 | Put | 0.04 | 1.53 | 0.2754 | -0.0834 | 0.0229 | -0.0178 | 0.0373 | -0.0058 |
2019-02-09 | CELG | 2019-03-08 | 82 | Call | 5.95 | 7.4 | 0.2754 | 0.8356 | 0.0369 | -0.0343 | 0.0603 | 0.0512 |
2019-02-09 | CELG | 2019-03-08 | 82 | Put | 0.27 | 2.28 | 0.2754 | -0.1646 | 0.0372 | -0.0288 | 0.0626 | -0.0106 |
2019-02-09 | CELG | 2019-03-08 | 84.5 | Call | 3.05 | 5.35 | 0.2637 | 0.7274 | 0.0518 | -0.0422 | 0.0809 | 0.0454 |
2019-02-09 | CELG | 2019-03-08 | 84.5 | Put | 0.62 | 2.07 | 0.2637 | -0.2736 | 0.0522 | -0.0367 | 0.0807 | -0.0173 |
2019-02-09 | CELG | 2019-03-08 | 86 | Call | 2.7 | 4.4 | 0.2467 | 0.6496 | 0.0617 | -0.0435 | 0.0902 | 0.0411 |
2019-02-09 | CELG | 2019-03-08 | 86 | Put | 1.06 | 2.46 | 0.2467 | -0.3522 | 0.0624 | -0.038 | 0.0896 | -0.0217 |
2019-02-09 | CELG | 2019-03-08 | 88 | Call | 1.54 | 3.35 | 0.2821 | 0.5203 | 0.058 | -0.0519 | 0.097 | 0.0329 |
2019-02-09 | CELG | 2019-03-08 | 88 | Put | 1.82 | 3.6 | 0.2821 | -0.4823 | 0.0588 | -0.0464 | 0.0969 | -0.029 |
2019-02-09 | CELG | 2019-03-08 | 89.5 | Call | 0.75 | 2.99 | 0.2701 | 0.4301 | 0.0597 | -0.0486 | 0.0956 | 0.0275 |
2019-02-09 | CELG | 2019-03-08 | 89.5 | Put | 2.41 | 4.45 | 0.2701 | -0.5736 | 0.0607 | -0.0431 | 0.0952 | -0.0331 |
2019-02-09 | CELG | 2019-03-08 | 91.5 | Call | 0.08 | 1.85 | 0.237 | 0.2921 | 0.0595 | -0.0371 | 0.0836 | 0.0189 |
2019-02-09 | CELG | 2019-03-08 | 91.5 | Put | 3.45 | 5.55 | 0.237 | -0.7148 | 0.061 | -0.0316 | 0.0833 | -0.0369 |
2019-02-09 | CELG | 2019-03-08 | 94.5 | Call | 0 | 0.82 | 0.237 | 0.1495 | 0.0403 | -0.0249 | 0.0566 | 0.0097 |
2019-02-09 | CELG | 2019-03-08 | 94.5 | Put | 5.8 | 7.7 | 0.237 | -0.8619 | 0.042 | -0.0192 | 0.0563 | -0.0349 |
2019-02-09 | CELG | 2019-03-29 | 81 | Call | 7.75 | 9.35 | 0.3216 | 0.7834 | 0.0283 | -0.0353 | 0.0945 | 0.0809 |
2019-02-09 | CELG | 2019-03-29 | 81 | Put | 1 | 2.37 | 0.3216 | -0.2173 | 0.0286 | -0.0299 | 0.0976 | -0.0247 |
2019-02-09 | CELG | 2019-03-29 | 82 | Call | 6.9 | 8.35 | 0.302 | 0.7631 | 0.0318 | -0.0349 | 0.0994 | 0.0797 |
2019-02-09 | CELG | 2019-03-29 | 82 | Put | 1.19 | 2.45 | 0.302 | -0.238 | 0.0321 | -0.0294 | 0.0985 | -0.0268 |
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