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 | CHTR | 2019-02-22 | 320 | Call | 23.3 | 27 | 0.2425 | 0.9426 | 0.007 | -0.0881 | 0.0775 | 0.1148 |
2019-02-09 | CHTR | 2019-02-22 | 320 | Put | 0 | 1.15 | 0.2886 | -0.0911 | 0.0084 | -0.1116 | 0.1104 | -0.0123 |
2019-02-09 | CHTR | 2019-02-22 | 330 | Call | 14.6 | 17.8 | 0.2497 | 0.8169 | 0.0158 | -0.178 | 0.1787 | 0.1016 |
2019-02-09 | CHTR | 2019-02-22 | 330 | Put | 1.7 | 4 | 0.2497 | -0.1834 | 0.0159 | -0.1559 | 0.1804 | -0.0229 |
2019-02-09 | CHTR | 2019-02-22 | 337.5 | Call | 10.2 | 11.4 | 0.2532 | 0.6696 | 0.0212 | -0.2362 | 0.2442 | 0.0842 |
2019-02-09 | CHTR | 2019-02-22 | 337.5 | Put | 3.4 | 4.9 | 0.2664 | -0.3384 | 0.0205 | -0.2278 | 0.2488 | -0.0412 |
2019-02-09 | CHTR | 2019-02-22 | 345 | Call | 5.9 | 7.2 | 0.2527 | 0.4981 | 0.0234 | -0.2543 | 0.2688 | 0.0632 |
2019-02-09 | CHTR | 2019-02-22 | 345 | Put | 6.3 | 8.3 | 0.2608 | -0.5032 | 0.0229 | -0.2405 | 0.269 | -0.0586 |
2019-02-09 | CHTR | 2019-02-22 | 350 | Call | 3.6 | 5.2 | 0.2509 | 0.3828 | 0.0226 | -0.2395 | 0.2571 | 0.0488 |
2019-02-09 | CHTR | 2019-02-22 | 350 | Put | 9.2 | 10.9 | 0.2553 | -0.6178 | 0.0225 | -0.2223 | 0.256 | -0.0686 |
2019-02-09 | CHTR | 2019-02-22 | 357.5 | Call | 1.55 | 2.75 | 0.2464 | 0.2285 | 0.0182 | -0.1848 | 0.2038 | 0.0293 |
2019-02-09 | CHTR | 2019-02-22 | 357.5 | Put | 14 | 16.6 | 0.2511 | -0.772 | 0.0184 | -0.1685 | 0.2071 | -0.0763 |
2019-02-09 | CHTR | 2019-02-22 | 367.5 | Call | 0.2 | 1 | 0.2504 | 0.0978 | 0.0102 | -0.1064 | 0.1164 | 0.0126 |
2019-02-09 | CHTR | 2019-02-22 | 367.5 | Put | 21.8 | 25.4 | 0.2504 | -0.9104 | 0.0106 | -0.0841 | 0.1126 | -0.0661 |
2019-02-09 | CHTR | 2019-02-22 | 377.5 | Call | 0 | 0.55 | 0.2504 | 0.0327 | 0.0043 | -0.0449 | 0.0493 | 0.0042 |
2019-02-09 | CHTR | 2019-02-22 | 377.5 | Put | 31.3 | 35.4 | 0.2504 | -0.9792 | 0.0047 | -0.0223 | 0.0369 | -0.0293 |
2019-02-09 | CHTR | 2019-03-08 | 292.5 | Call | 50.4 | 55 | 0.2719 | 0.9869 | 0.0013 | -0.0357 | 0.0321 | 0.2203 |
2019-02-09 | CHTR | 2019-03-08 | 292.5 | Put | 0.25 | 1.15 | 0.3218 | -0.0293 | 0.0022 | -0.0358 | 0.0636 | -0.008 |
2019-02-09 | CHTR | 2019-03-08 | 310 | Call | 34.2 | 37.3 | 0.2801 | 0.921 | 0.0055 | -0.0899 | 0.1404 | 0.2157 |
2019-02-09 | CHTR | 2019-03-08 | 310 | Put | 0.5 | 1.55 | 0.2801 | -0.0789 | 0.0055 | -0.0684 | 0.1424 | -0.0202 |
2019-02-09 | CHTR | 2019-03-08 | 320 | Call | 25.3 | 28.9 | 0.281 | 0.8412 | 0.009 | -0.1341 | 0.2308 | 0.2012 |
2019-02-09 | CHTR | 2019-03-08 | 320 | Put | 2.1 | 3.3 | 0.2969 | -0.1713 | 0.009 | -0.1249 | 0.25 | -0.0434 |
2019-02-09 | CHTR | 2019-03-08 | 330 | Call | 18.7 | 20.6 | 0.2864 | 0.7238 | 0.0123 | -0.1791 | 0.3187 | 0.176 |
2019-02-09 | CHTR | 2019-03-08 | 330 | Put | 4 | 6 | 0.2906 | -0.2797 | 0.0122 | -0.1606 | 0.3166 | -0.0695 |
2019-02-09 | CHTR | 2019-03-08 | 337.5 | Call | 13.4 | 14.7 | 0.265 | 0.6292 | 0.015 | -0.1846 | 0.3601 | 0.1553 |
2019-02-09 | CHTR | 2019-03-08 | 337.5 | Put | 6.1 | 7.8 | 0.27 | -0.3744 | 0.0149 | -0.1664 | 0.3625 | -0.0906 |
2019-02-09 | CHTR | 2019-03-08 | 345 | Call | 8.9 | 10 | 0.2507 | 0.5111 | 0.0167 | -0.1818 | 0.3801 | 0.1276 |
2019-02-09 | CHTR | 2019-03-08 | 345 | Put | 9.1 | 11.2 | 0.2633 | -0.491 | 0.0161 | -0.1687 | 0.38 | -0.1145 |
2019-02-09 | CHTR | 2019-03-08 | 350 | Call | 6.5 | 8.1 | 0.2522 | 0.4294 | 0.0163 | -0.1784 | 0.3742 | 0.1077 |
2019-02-09 | CHTR | 2019-03-08 | 350 | Put | 11.7 | 13.9 | 0.2595 | -0.5718 | 0.0162 | -0.1618 | 0.3727 | -0.1288 |
2019-02-09 | CHTR | 2019-03-08 | 357.5 | Call | 3.8 | 4.9 | 0.2413 | 0.3063 | 0.0153 | -0.1512 | 0.3345 | 0.0775 |
2019-02-09 | CHTR | 2019-03-08 | 357.5 | Put | 16.5 | 18.2 | 0.2488 | -0.6936 | 0.0153 | -0.1353 | 0.3346 | -0.1441 |
2019-02-09 | CHTR | 2019-03-08 | 367.5 | Call | 1.65 | 2.35 | 0.2347 | 0.1718 | 0.0114 | -0.1058 | 0.2428 | 0.0438 |
2019-02-09 | CHTR | 2019-03-08 | 367.5 | Put | 23.7 | 26.7 | 0.2509 | -0.82 | 0.0117 | -0.0978 | 0.2486 | -0.1459 |
2019-02-09 | CHTR | 2019-03-08 | 377.5 | Call | 0.5 | 1.5 | 0.2544 | 0.1057 | 0.0075 | -0.0816 | 0.1742 | 0.027 |
2019-02-09 | CHTR | 2019-03-08 | 377.5 | Put | 31.7 | 35.4 | 0.2544 | -0.9068 | 0.0079 | -0.0592 | 0.1677 | -0.1236 |
2019-02-09 | CHTR | 2019-03-29 | 307.5 | Call | 38.5 | 41.6 | 0.287 | 0.8765 | 0.0056 | -0.0941 | 0.2573 | 0.3508 |
2019-02-09 | CHTR | 2019-03-29 | 307.5 | Put | 2.35 | 3 | 0.3001 | -0.1334 | 0.0057 | -0.0802 | 0.2726 | -0.0599 |
2019-02-09 | CHTR | 2019-03-29 | 310 | Call | 36.3 | 39.5 | 0.2853 | 0.8613 | 0.0062 | -0.0997 | 0.2788 | 0.3467 |
2019-02-09 | CHTR | 2019-03-29 | 310 | Put | 2.65 | 3.7 | 0.3028 | -0.152 | 0.0062 | -0.0883 | 0.2948 | -0.068 |
2019-02-09 | CHTR | 2019-03-29 | 320 | Call | 28.1 | 31.5 | 0.2807 | 0.7863 | 0.0082 | -0.1224 | 0.367 | 0.3229 |
2019-02-09 | CHTR | 2019-03-29 | 320 | Put | 4.3 | 5.5 | 0.2901 | -0.2213 | 0.0082 | -0.1061 | 0.3835 | -0.0973 |
2019-02-09 | CHTR | 2019-03-29 | 330 | Call | 21.8 | 23.3 | 0.2756 | 0.692 | 0.0101 | -0.1402 | 0.4434 | 0.2891 |
2019-02-09 | CHTR | 2019-03-29 | 330 | Put | 6.5 | 9 | 0.2862 | -0.3151 | 0.01 | -0.1241 | 0.4557 | -0.1358 |
2019-02-09 | CHTR | 2019-03-29 | 337.5 | Call | 16.8 | 18.3 | 0.267 | 0.612 | 0.0114 | -0.1455 | 0.4829 | 0.2589 |
2019-02-09 | CHTR | 2019-03-29 | 337.5 | Put | 9.1 | 11.3 | 0.2758 | -0.3931 | 0.0112 | -0.128 | 0.4882 | -0.1654 |
2019-02-09 | CHTR | 2019-03-29 | 345 | Call | 12.4 | 13.9 | 0.2581 | 0.5233 | 0.0122 | -0.1443 | 0.5019 | 0.2239 |
2019-02-09 | CHTR | 2019-03-29 | 345 | Put | 12.4 | 15 | 0.2744 | -0.4798 | 0.0117 | -0.1304 | 0.5016 | -0.1964 |
2019-02-09 | CHTR | 2019-03-29 | 350 | Call | 9.9 | 11.1 | 0.2505 | 0.4604 | 0.0126 | -0.1386 | 0.5003 | 0.1984 |
2019-02-09 | CHTR | 2019-03-29 | 350 | Put | 14.9 | 17 | 0.2647 | -0.5406 | 0.0122 | -0.1238 | 0.5016 | -0.215 |
2019-02-09 | CHTR | 2019-03-29 | 357.5 | Call | 6.8 | 9.3 | 0.2586 | 0.3755 | 0.0116 | -0.135 | 0.4781 | 0.1625 |
2019-02-09 | CHTR | 2019-03-29 | 357.5 | Put | 19.2 | 21.1 | 0.2554 | -0.6338 | 0.0121 | -0.1109 | 0.4743 | -0.237 |
2019-02-09 | CHTR | 2019-03-29 | 367.5 | Call | 3.8 | 4.7 | 0.2361 | 0.2498 | 0.0107 | -0.1024 | 0.4004 | 0.1096 |
2019-02-09 | CHTR | 2019-03-29 | 367.5 | Put | 25.8 | 27.9 | 0.2431 | -0.7545 | 0.0109 | -0.0844 | 0.392 | -0.2488 |
2019-02-09 | CHTR | 2019-03-29 | 377.5 | Call | 0.8 | 3.4 | 0.2438 | 0.1706 | 0.0083 | -0.0836 | 0.3196 | 0.0751 |
2019-02-09 | CHTR | 2019-03-29 | 377.5 | Put | 33.6 | 36.6 | 0.2438 | -0.8446 | 0.0087 | -0.0609 | 0.2983 | -0.2336 |
2019-02-09 | CI | 2019-02-22 | 155 | Call | 25.25 | 27.35 | 0.2745 | 0.9985 | 0.0005 | -0.0125 | 0.0017 | 0.0592 |
2019-02-09 | CI | 2019-02-22 | 155 | Put | 0 | 0.12 | 0.2745 | -0.0015 | 0.0005 | -0.0017 | 0.0017 | -0.0001 |
2019-02-09 | CI | 2019-02-22 | 162.5 | Call | 18.05 | 19.9 | 0.2745 | 0.9817 | 0.0046 | -0.0268 | 0.016 | 0.0609 |
2019-02-09 | CI | 2019-02-22 | 162.5 | Put | 0 | 0.16 | 0.2745 | -0.0183 | 0.0046 | -0.0154 | 0.016 | -0.0013 |
2019-02-09 | CI | 2019-02-22 | 167.5 | Call | 13 | 14.75 | 0.2745 | 0.9365 | 0.0128 | -0.0543 | 0.0442 | 0.0596 |
2019-02-09 | CI | 2019-02-22 | 167.5 | Put | 0.2 | 0.35 | 0.2745 | -0.0635 | 0.0128 | -0.0426 | 0.0442 | -0.0045 |
2019-02-09 | CI | 2019-02-22 | 175 | Call | 7.3 | 8.3 | 0.261 | 0.7717 | 0.0326 | -0.1094 | 0.1074 | 0.0507 |
2019-02-09 | CI | 2019-02-22 | 175 | Put | 1.05 | 1.36 | 0.2557 | -0.2243 | 0.0332 | -0.0948 | 0.1084 | -0.0147 |
2019-02-09 | CI | 2019-02-22 | 177.5 | Call | 5.5 | 6.1 | 0.243 | 0.6907 | 0.0409 | -0.117 | 0.1252 | 0.0458 |
2019-02-09 | CI | 2019-02-22 | 177.5 | Put | 1.7 | 1.88 | 0.245 | -0.3116 | 0.0409 | -0.1066 | 0.1256 | -0.02 |
2019-02-09 | CI | 2019-02-22 | 182.5 | Call | 2.71 | 3.1 | 0.2366 | 0.4642 | 0.0473 | -0.125 | 0.1411 | 0.0312 |
2019-02-09 | CI | 2019-02-22 | 182.5 | Put | 3.7 | 4.15 | 0.2402 | -0.5374 | 0.0471 | -0.1155 | 0.1408 | -0.0324 |
2019-02-09 | CI | 2019-02-22 | 185 | Call | 1.62 | 2.07 | 0.2298 | 0.3459 | 0.0452 | -0.1118 | 0.131 | 0.0233 |
2019-02-09 | CI | 2019-02-22 | 185 | Put | 5.2 | 5.7 | 0.2399 | -0.6506 | 0.0442 | -0.1061 | 0.1299 | -0.0371 |
2019-02-09 | CI | 2019-02-22 | 187.5 | Call | 1 | 1.34 | 0.2315 | 0.2454 | 0.0383 | -0.0955 | 0.1117 | 0.0166 |
2019-02-09 | CI | 2019-02-22 | 187.5 | Put | 6.9 | 7.6 | 0.2407 | -0.7507 | 0.0382 | -0.0897 | 0.1161 | -0.0396 |
2019-02-09 | CI | 2019-02-22 | 195 | Call | 0.15 | 0.25 | 0.2294 | 0.0583 | 0.0143 | -0.0346 | 0.0413 | 0.004 |
2019-02-09 | CI | 2019-02-22 | 195 | Put | 13.4 | 14.85 | 0.3049 | -0.8846 | 0.0191 | -0.0676 | 0.0711 | -0.0392 |
2019-02-09 | CI | 2019-02-22 | 200 | Call | 0 | 0.15 | 0.2294 | 0.0165 | 0.005 | -0.0121 | 0.0146 | 0.0011 |
2019-02-09 | CI | 2019-02-22 | 200 | Put | 18.05 | 20.05 | 0.3049 | -0.9524 | 0.0108 | -0.032 | 0.036 | -0.0291 |
2019-02-09 | CI | 2019-02-22 | 207.5 | Call | 0 | 0.1 | 0.2294 | 0.0016 | 0.0006 | -0.0015 | 0.0018 | 0.0001 |
2019-02-09 | CI | 2019-02-22 | 207.5 | Put | 25.65 | 28.45 | 0.3049 | -0.998 | 0.0027 | -0.0006 | 0.0037 | -0.0002 |
2019-02-09 | CI | 2019-03-08 | 155 | Call | 24.5 | 28.75 | 0.1805 | 0.9993 | 0.0003 | -0.0112 | 0.0012 | 0.1185 |
2019-02-09 | CI | 2019-03-08 | 155 | Put | 0 | 0.41 | 0.2853 | -0.02 | 0.0034 | -0.0122 | 0.0244 | -0.0029 |
2019-02-09 | CI | 2019-03-08 | 162.5 | Call | 17.95 | 20.5 | 0.1805 | 0.9882 | 0.0034 | -0.0162 | 0.0155 | 0.1227 |
2019-02-09 | CI | 2019-03-08 | 162.5 | Put | 0.36 | 0.6 | 0.2853 | -0.0729 | 0.0097 | -0.0345 | 0.0695 | -0.0105 |
2019-02-09 | CI | 2019-03-08 | 167.5 | Call | 14.05 | 15.5 | 0.2359 | 0.8998 | 0.0148 | -0.0476 | 0.0883 | 0.1138 |
2019-02-09 | CI | 2019-03-08 | 167.5 | Put | 0.79 | 1.1 | 0.2728 | -0.1323 | 0.0157 | -0.0509 | 0.1079 | -0.0177 |
2019-02-09 | CI | 2019-03-08 | 175 | Call | 8.2 | 9.45 | 0.2406 | 0.7255 | 0.0276 | -0.0806 | 0.1674 | 0.0941 |
2019-02-09 | CI | 2019-03-08 | 175 | Put | 2.19 | 2.69 | 0.2594 | -0.2885 | 0.0264 | -0.0763 | 0.1755 | -0.0373 |
2019-02-09 | CI | 2019-03-08 | 177.5 | Call | 6.6 | 7.6 | 0.237 | 0.6522 | 0.031 | -0.0864 | 0.1856 | 0.0853 |
2019-02-09 | CI | 2019-03-08 | 177.5 | Put | 2.98 | 3.55 | 0.2568 | -0.3587 | 0.0293 | -0.0822 | 0.1899 | -0.0456 |
2019-02-09 | CI | 2019-03-08 | 182.5 | Call | 4 | 4.6 | 0.2329 | 0.4865 | 0.0341 | -0.0892 | 0.2003 | 0.0644 |
2019-02-09 | CI | 2019-03-08 | 182.5 | Put | 5.1 | 5.8 | 0.2503 | -0.514 | 0.0322 | -0.0841 | 0.2007 | -0.0623 |
2019-02-09 | CI | 2019-03-08 | 185 | Call | 2.84 | 3.5 | 0.2286 | 0.4011 | 0.0337 | -0.0842 | 0.1942 | 0.0534 |
2019-02-09 | CI | 2019-03-08 | 185 | Put | 6.4 | 7.05 | 0.2414 | -0.5971 | 0.0326 | -0.0776 | 0.1965 | -0.0693 |
2019-02-09 | CI | 2019-03-08 | 187.5 | Call | 2.04 | 2.62 | 0.2288 | 0.322 | 0.0312 | -0.0775 | 0.1801 | 0.043 |
2019-02-09 | CI | 2019-03-08 | 187.5 | Put | 7.45 | 9.1 | 0.236 | -0.6785 | 0.0312 | -0.069 | 0.1817 | -0.0744 |
2019-02-09 | CI | 2019-03-08 | 195 | Call | 0.59 | 0.86 | 0.2223 | 0.1325 | 0.0192 | -0.0444 | 0.1077 | 0.0179 |
2019-02-09 | CI | 2019-03-08 | 195 | Put | 13.5 | 15.3 | 0.2501 | -0.8472 | 0.0203 | -0.0455 | 0.118 | -0.0749 |
2019-02-09 | CI | 2019-03-08 | 200 | Call | 0.2 | 0.45 | 0.2225 | 0.0637 | 0.0112 | -0.0257 | 0.0627 | 0.0086 |
2019-02-09 | CI | 2019-03-08 | 200 | Put | 18.15 | 20.15 | 0.2698 | -0.9052 | 0.0142 | -0.0338 | 0.0898 | -0.067 |
2019-02-09 | CI | 2019-03-08 | 207.5 | Call | 0 | 0.34 | 0.2225 | 0.0169 | 0.0038 | -0.0086 | 0.0211 | 0.0023 |
2019-02-09 | CI | 2019-03-08 | 207.5 | Put | 24.4 | 28.6 | 0.2698 | -0.9757 | 0.0073 | -0.0098 | 0.0315 | -0.0292 |
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