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 | CELG | 2019-03-29 | 84.5 | Call | 4.6 | 6.55 | 0.2711 | 0.6856 | 0.0407 | -0.0356 | 0.1143 | 0.0733 |
2019-02-09 | CELG | 2019-03-29 | 84.5 | Put | 1.79 | 3.1 | 0.3195 | -0.3367 | 0.0359 | -0.0364 | 0.1171 | -0.0374 |
2019-02-09 | CELG | 2019-03-29 | 86 | Call | 4 | 5.45 | 0.2769 | 0.6186 | 0.0428 | -0.0383 | 0.1227 | 0.0666 |
2019-02-09 | CELG | 2019-03-29 | 86 | Put | 2.23 | 3.55 | 0.3061 | -0.391 | 0.0395 | -0.0365 | 0.1246 | -0.0426 |
2019-02-09 | CELG | 2019-03-29 | 88 | Call | 3.5 | 4.6 | 0.3074 | 0.5312 | 0.0402 | -0.0432 | 0.128 | 0.0572 |
2019-02-09 | CELG | 2019-03-29 | 88 | Put | 2.96 | 4.45 | 0.2956 | -0.4729 | 0.0425 | -0.0361 | 0.128 | -0.05 |
2019-02-09 | CELG | 2019-03-29 | 89.5 | Call | 1.91 | 3.35 | 0.2497 | 0.4554 | 0.0493 | -0.0352 | 0.1276 | 0.0502 |
2019-02-09 | CELG | 2019-03-29 | 89.5 | Put | 2.71 | 5 | 0.2432 | -0.5527 | 0.0518 | -0.0287 | 0.1276 | -0.0549 |
2019-02-09 | CELG | 2019-03-29 | 91.5 | Call | 0.92 | 2.36 | 0.2787 | 0.3794 | 0.0424 | -0.0371 | 0.1225 | 0.0417 |
2019-02-09 | CELG | 2019-03-29 | 91.5 | Put | 4.6 | 6.5 | 0.2787 | -0.6271 | 0.0435 | -0.0314 | 0.1234 | -0.0612 |
2019-02-09 | CELG | 2019-03-29 | 94 | Call | 0.06 | 1.4 | 0.2422 | 0.251 | 0.0408 | -0.0269 | 0.1025 | 0.0281 |
2019-02-09 | CELG | 2019-03-29 | 94 | Put | 6.2 | 7.7 | 0.2422 | -0.7605 | 0.0425 | -0.0211 | 0.1 | -0.0635 |
2019-02-09 | CELG | 2019-03-29 | 95 | Call | 0 | 1.54 | 0.258 | 0.2307 | 0.0366 | -0.0272 | 0.0979 | 0.0258 |
2019-02-09 | CELG | 2019-03-29 | 95 | Put | 6.15 | 8.85 | 0.258 | -0.7809 | 0.0381 | -0.0214 | 0.0947 | -0.0642 |
2019-02-09 | CERN | 2019-02-15 | 47.5 | Call | 7.3 | 8.8 | 0.2711 | 1 | 0 | -0.0033 | 0 | 0.0091 |
2019-02-09 | CERN | 2019-02-15 | 47.5 | Put | 0 | 0.05 | 0.2376 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CERN | 2019-02-15 | 50 | Call | 5.7 | 6.3 | 0.2711 | 0.9989 | 0.0018 | -0.0041 | 0.0003 | 0.0096 |
2019-02-09 | CERN | 2019-02-15 | 50 | Put | 0.05 | 0.1 | 0.2376 | -0.0002 | 0.0005 | -0.0001 | 0.0001 | 0 |
2019-02-09 | CERN | 2019-02-15 | 52.5 | Call | 3.3 | 3.9 | 0.2711 | 0.9605 | 0.0406 | -0.0163 | 0.0066 | 0.0096 |
2019-02-09 | CERN | 2019-02-15 | 52.5 | Put | 0.05 | 0.15 | 0.2376 | -0.0228 | 0.0293 | -0.007 | 0.0042 | -0.0002 |
2019-02-09 | CERN | 2019-02-15 | 55 | Call | 1.35 | 1.55 | 0.2711 | 0.6973 | 0.1661 | -0.0551 | 0.0271 | 0.0072 |
2019-02-09 | CERN | 2019-02-15 | 55 | Put | 0.3 | 0.35 | 0.2376 | -0.2798 | 0.1837 | -0.0434 | 0.0262 | -0.0028 |
2019-02-09 | CERN | 2019-02-15 | 57.5 | Call | 0.15 | 0.25 | 0.224 | 0.2073 | 0.1647 | -0.0363 | 0.0222 | 0.0022 |
2019-02-09 | CERN | 2019-02-15 | 57.5 | Put | 1.6 | 2 | 0.2802 | -0.7432 | 0.1507 | -0.0478 | 0.0254 | -0.0064 |
2019-02-09 | CERN | 2019-02-15 | 60 | Call | 0 | 0.05 | 0.224 | 0.0143 | 0.0209 | -0.0046 | 0.0028 | 0.0002 |
2019-02-09 | CERN | 2019-02-15 | 60 | Put | 3.7 | 4.4 | 0.2802 | -0.9656 | 0.0416 | -0.01 | 0.0062 | -0.0042 |
2019-02-09 | CERN | 2019-02-15 | 65 | Call | 0 | 0.05 | 0.224 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CERN | 2019-02-15 | 65 | Put | 8.9 | 9.3 | 0.2802 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CERN | 2019-03-15 | 47.5 | Call | 8.4 | 8.9 | 0.2214 | 0.9934 | 0.0049 | -0.0043 | 0.0032 | 0.045 |
2019-02-09 | CERN | 2019-03-15 | 47.5 | Put | 0 | 0.15 | 0.2734 | -0.0217 | 0.011 | -0.0034 | 0.009 | -0.0012 |
2019-02-09 | CERN | 2019-03-15 | 50 | Call | 5.9 | 6.5 | 0.2214 | 0.9579 | 0.0234 | -0.0083 | 0.0156 | 0.0454 |
2019-02-09 | CERN | 2019-03-15 | 50 | Put | 0.15 | 0.2 | 0.2734 | -0.0787 | 0.0311 | -0.0097 | 0.0262 | -0.0041 |
2019-02-09 | CERN | 2019-03-15 | 52.5 | Call | 3.7 | 4.2 | 0.2191 | 0.8472 | 0.0621 | -0.0159 | 0.0409 | 0.0417 |
2019-02-09 | CERN | 2019-03-15 | 52.5 | Put | 0.35 | 0.45 | 0.2394 | -0.1733 | 0.0621 | -0.0146 | 0.0453 | -0.0088 |
2019-02-09 | CERN | 2019-03-15 | 55 | Call | 2.05 | 2.2 | 0.2167 | 0.6336 | 0.1002 | -0.0226 | 0.0652 | 0.0319 |
2019-02-09 | CERN | 2019-03-15 | 55 | Put | 0.9 | 1.1 | 0.2187 | -0.3699 | 0.1009 | -0.0192 | 0.0658 | -0.0178 |
2019-02-09 | CERN | 2019-03-15 | 57.5 | Call | 0.75 | 0.9 | 0.1997 | 0.3616 | 0.1083 | -0.0199 | 0.0649 | 0.0186 |
2019-02-09 | CERN | 2019-03-15 | 57.5 | Put | 2.1 | 2.55 | 0.2201 | -0.6305 | 0.102 | -0.0186 | 0.0661 | -0.0272 |
2019-02-09 | CERN | 2019-03-15 | 60 | Call | 0.15 | 0.25 | 0.1844 | 0.1284 | 0.0656 | -0.0101 | 0.0363 | 0.0067 |
2019-02-09 | CERN | 2019-03-15 | 60 | Put | 4 | 4.4 | 0.2132 | -0.8485 | 0.0708 | -0.0102 | 0.0405 | -0.0269 |
2019-02-09 | CERN | 2019-03-15 | 62.5 | Call | 0 | 0.1 | 0.1844 | 0.0322 | 0.0226 | -0.0034 | 0.0125 | 0.0017 |
2019-02-09 | CERN | 2019-03-15 | 62.5 | Put | 6.2 | 6.8 | 0.2132 | -0.9676 | 0.0351 | -0.0026 | 0.0134 | -0.0111 |
2019-02-09 | CERN | 2019-03-15 | 65 | Call | 0 | 0.1 | 0.1844 | 0.0056 | 0.005 | -0.0008 | 0.0028 | 0.0003 |
2019-02-09 | CERN | 2019-03-15 | 65 | Put | 8.8 | 9.4 | 0.2132 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CF | 2019-02-22 | 35.5 | Call | 6.1 | 6.7 | 0.5265 | 0.9761 | 0.0184 | -0.0145 | 0.0039 | 0.0052 |
2019-02-09 | CF | 2019-02-22 | 35.5 | Put | 0.12 | 0.22 | 0.5879 | -0.0756 | 0.0298 | -0.0241 | 0.0116 | -0.0013 |
2019-02-09 | CF | 2019-02-22 | 37.5 | Call | 4.25 | 4.65 | 0.4487 | 0.9347 | 0.0473 | -0.0249 | 0.0104 | 0.0063 |
2019-02-09 | CF | 2019-02-22 | 37.5 | Put | 0.28 | 0.35 | 0.5158 | -0.1403 | 0.0533 | -0.0331 | 0.0177 | -0.0022 |
2019-02-09 | CF | 2019-02-22 | 39 | Call | 3 | 3.3 | 0.4472 | 0.8222 | 0.0889 | -0.0443 | 0.0199 | 0.0072 |
2019-02-09 | CF | 2019-02-22 | 39 | Put | 0.48 | 0.62 | 0.4786 | -0.231 | 0.0785 | -0.0418 | 0.0253 | -0.0036 |
2019-02-09 | CF | 2019-02-22 | 40 | Call | 2.27 | 2.77 | 0.4891 | 0.6991 | 0.1001 | -0.0585 | 0.0283 | 0.0078 |
2019-02-09 | CF | 2019-02-22 | 40 | Put | 0.68 | 0.96 | 0.4658 | -0.3175 | 0.0946 | -0.0476 | 0.0287 | -0.0049 |
2019-02-09 | CF | 2019-02-22 | 41 | Call | 1.59 | 1.83 | 0.4241 | 0.6035 | 0.1245 | -0.0546 | 0.0311 | 0.0074 |
2019-02-09 | CF | 2019-02-22 | 41 | Put | 1.08 | 1.3 | 0.4553 | -0.4185 | 0.1061 | -0.0507 | 0.0318 | -0.0063 |
2019-02-09 | CF | 2019-02-22 | 42 | Call | 1.12 | 1.3 | 0.4267 | 0.4788 | 0.1217 | -0.0538 | 0.032 | 0.0063 |
2019-02-09 | CF | 2019-02-22 | 42 | Put | 1.57 | 1.79 | 0.4502 | -0.5268 | 0.1095 | -0.0509 | 0.0323 | -0.0077 |
2019-02-09 | CF | 2019-02-22 | 42.5 | Call | 0.9 | 1.06 | 0.4198 | 0.4183 | 0.1194 | -0.0509 | 0.0318 | 0.0059 |
2019-02-09 | CF | 2019-02-22 | 42.5 | Put | 1.79 | 2.11 | 0.4425 | -0.582 | 0.1094 | -0.0488 | 0.0319 | -0.0084 |
2019-02-09 | CF | 2019-02-22 | 43.5 | Call | 0.58 | 0.73 | 0.4224 | 0.3104 | 0.1046 | -0.045 | 0.0287 | 0.0046 |
2019-02-09 | CF | 2019-02-22 | 43.5 | Put | 2.48 | 2.79 | 0.4498 | -0.6803 | 0.0988 | -0.0451 | 0.0286 | -0.0095 |
2019-02-09 | CF | 2019-02-22 | 45 | Call | 0.26 | 0.35 | 0.4119 | 0.1753 | 0.077 | -0.0314 | 0.021 | 0.0027 |
2019-02-09 | CF | 2019-02-22 | 45 | Put | 3.6 | 3.95 | 0.4422 | -0.8093 | 0.0771 | -0.0331 | 0.0221 | -0.0103 |
2019-02-09 | CF | 2019-02-22 | 46 | Call | 0.14 | 0.21 | 0.409 | 0.1121 | 0.0573 | -0.023 | 0.0155 | 0.0017 |
2019-02-09 | CF | 2019-02-22 | 46 | Put | 4.35 | 4.9 | 0.436 | -0.8756 | 0.0596 | -0.0239 | 0.0174 | -0.0103 |
2019-02-09 | CF | 2019-02-22 | 48 | Call | 0 | 0.46 | 0.523 | 0.0891 | 0.0379 | -0.0248 | 0.0131 | 0.0014 |
2019-02-09 | CF | 2019-02-22 | 48 | Put | 6.35 | 6.8 | 0.523 | -0.9146 | 0.038 | -0.0215 | 0.0132 | -0.0103 |
2019-02-09 | CF | 2019-03-08 | 35.5 | Call | 6.15 | 6.65 | 0.4019 | 0.972 | 0.0245 | -0.0117 | 0.0066 | 0.0075 |
2019-02-09 | CF | 2019-03-08 | 35.5 | Put | 0.23 | 0.3 | 0.4699 | -0.0983 | 0.032 | -0.0164 | 0.0199 | -0.0033 |
2019-02-09 | CF | 2019-03-08 | 37.5 | Call | 4.4 | 4.75 | 0.4002 | 0.8685 | 0.0639 | -0.0264 | 0.0243 | 0.0167 |
2019-02-09 | CF | 2019-03-08 | 37.5 | Put | 0.38 | 0.58 | 0.4264 | -0.1722 | 0.0522 | -0.0219 | 0.0299 | -0.0054 |
2019-02-09 | CF | 2019-03-08 | 39 | Call | 3.3 | 3.85 | 0.4453 | 0.7289 | 0.07 | -0.0347 | 0.0373 | 0.0188 |
2019-02-09 | CF | 2019-03-08 | 39 | Put | 0.77 | 1.11 | 0.4465 | -0.2775 | 0.0656 | -0.0301 | 0.038 | -0.0087 |
2019-02-09 | CF | 2019-03-08 | 40 | Call | 2.56 | 2.83 | 0.3893 | 0.6684 | 0.0851 | -0.0323 | 0.0419 | 0.0187 |
2019-02-09 | CF | 2019-03-08 | 40 | Put | 1.07 | 1.24 | 0.4126 | -0.3422 | 0.0779 | -0.0303 | 0.0421 | -0.0105 |
2019-02-09 | CF | 2019-03-08 | 41 | Call | 1.96 | 2.44 | 0.4086 | 0.5774 | 0.0844 | -0.0349 | 0.0449 | 0.0166 |
2019-02-09 | CF | 2019-03-08 | 41 | Put | 1.33 | 1.84 | 0.4134 | -0.4249 | 0.0831 | -0.0322 | 0.045 | -0.0128 |
2019-02-09 | CF | 2019-03-08 | 42 | Call | 1.47 | 1.98 | 0.4118 | 0.4928 | 0.0847 | -0.0353 | 0.0461 | 0.0144 |
2019-02-09 | CF | 2019-03-08 | 42 | Put | 1.87 | 2.16 | 0.3958 | -0.5114 | 0.0885 | -0.0312 | 0.0461 | -0.015 |
2019-02-09 | CF | 2019-03-08 | 42.5 | Call | 1.27 | 1.48 | 0.3817 | 0.4441 | 0.0904 | -0.0323 | 0.0451 | 0.0132 |
2019-02-09 | CF | 2019-03-08 | 42.5 | Put | 2.22 | 2.44 | 0.4019 | -0.5532 | 0.0866 | -0.0313 | 0.0457 | -0.016 |
2019-02-09 | CF | 2019-03-08 | 43.5 | Call | 0.89 | 1.28 | 0.398 | 0.3663 | 0.0825 | -0.0319 | 0.0427 | 0.0109 |
2019-02-09 | CF | 2019-03-08 | 43.5 | Put | 2.75 | 3.05 | 0.3863 | -0.6417 | 0.0854 | -0.0281 | 0.0426 | -0.0179 |
2019-02-09 | CF | 2019-03-08 | 45 | Call | 0.5 | 0.6 | 0.3635 | 0.2357 | 0.0736 | -0.0236 | 0.0354 | 0.0071 |
2019-02-09 | CF | 2019-03-08 | 45 | Put | 3.85 | 4.2 | 0.3931 | -0.7492 | 0.0722 | -0.0239 | 0.0361 | -0.0195 |
2019-02-09 | CF | 2019-03-08 | 46 | Call | 0.32 | 0.42 | 0.3622 | 0.173 | 0.0614 | -0.0195 | 0.0295 | 0.0052 |
2019-02-09 | CF | 2019-03-08 | 46 | Put | 3.95 | 5 | 0.2397 | -0.9427 | 0.0506 | -0.0038 | 0.014 | -0.0129 |
2019-02-09 | CF | 2019-03-08 | 48 | Call | 0.11 | 0.17 | 0.3519 | 0.0794 | 0.0365 | -0.0109 | 0.017 | 0.0024 |
2019-02-09 | CF | 2019-03-08 | 48 | Put | 6.4 | 6.8 | 0.3956 | -0.9007 | 0.0416 | -0.0123 | 0.021 | -0.018 |
2019-02-09 | CF | 2019-03-29 | 35.5 | Call | 6.4 | 6.75 | 0.3977 | 0.8923 | 0.0403 | -0.0173 | 0.0294 | 0.0336 |
2019-02-09 | CF | 2019-03-29 | 35.5 | Put | 0.39 | 0.5 | 0.4187 | -0.1299 | 0.0333 | -0.0134 | 0.0315 | -0.0073 |
2019-02-09 | CF | 2019-03-29 | 37.5 | Call | 4.75 | 5.05 | 0.3814 | 0.7982 | 0.0503 | -0.0193 | 0.0425 | 0.0375 |
2019-02-09 | CF | 2019-03-29 | 37.5 | Put | 0.74 | 1.12 | 0.4305 | -0.2264 | 0.0462 | -0.0195 | 0.0459 | -0.0126 |
2019-02-09 | CF | 2019-03-29 | 39 | Call | 3.65 | 3.95 | 0.3734 | 0.712 | 0.0604 | -0.0218 | 0.0524 | 0.0347 |
2019-02-09 | CF | 2019-03-29 | 39 | Put | 1.11 | 1.56 | 0.4167 | -0.3041 | 0.0556 | -0.0218 | 0.0526 | -0.0166 |
2019-02-09 | CF | 2019-03-29 | 40 | Call | 3.05 | 3.25 | 0.3693 | 0.6467 | 0.0664 | -0.0231 | 0.0571 | 0.0319 |
2019-02-09 | CF | 2019-03-29 | 40 | Put | 1.45 | 1.93 | 0.4102 | -0.3636 | 0.0607 | -0.023 | 0.0572 | -0.0196 |
2019-02-09 | CF | 2019-03-29 | 41 | Call | 2.4 | 2.66 | 0.359 | 0.5775 | 0.072 | -0.0235 | 0.0593 | 0.0289 |
2019-02-09 | CF | 2019-03-29 | 41 | Put | 1.69 | 2.05 | 0.365 | -0.4252 | 0.0715 | -0.0211 | 0.0598 | -0.0222 |
2019-02-09 | CF | 2019-03-29 | 42 | Call | 1.91 | 2.46 | 0.3821 | 0.5078 | 0.0689 | -0.0251 | 0.0609 | 0.0255 |
2019-02-09 | CF | 2019-03-29 | 42 | Put | 2.26 | 2.57 | 0.37 | -0.4967 | 0.0719 | -0.0216 | 0.0608 | -0.0255 |
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