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 | CI | 2019-03-29 | 155 | Call | 25.8 | 28.6 | 0.2644 | 0.9559 | 0.0053 | -0.0272 | 0.0619 | 0.196 |
2019-02-09 | CI | 2019-03-29 | 155 | Put | 0.36 | 0.62 | 0.2876 | -0.0576 | 0.006 | -0.0217 | 0.0766 | -0.0147 |
2019-02-09 | CI | 2019-03-29 | 162.5 | Call | 19.25 | 20.9 | 0.2375 | 0.9108 | 0.0103 | -0.0364 | 0.1087 | 0.1948 |
2019-02-09 | CI | 2019-03-29 | 162.5 | Put | 1.02 | 1.36 | 0.2791 | -0.1237 | 0.0111 | -0.0372 | 0.1391 | -0.0291 |
2019-02-09 | CI | 2019-03-29 | 167.5 | Call | 15.15 | 16.7 | 0.2455 | 0.8333 | 0.0154 | -0.0514 | 0.1711 | 0.1816 |
2019-02-09 | CI | 2019-03-29 | 167.5 | Put | 1.76 | 2.21 | 0.2725 | -0.1901 | 0.0151 | -0.048 | 0.1867 | -0.0441 |
2019-02-09 | CI | 2019-03-29 | 175 | Call | 10 | 11 | 0.248 | 0.6828 | 0.0217 | -0.0683 | 0.2407 | 0.1525 |
2019-02-09 | CI | 2019-03-29 | 175 | Put | 3.5 | 4.15 | 0.2582 | -0.3249 | 0.0212 | -0.0592 | 0.2412 | -0.0731 |
2019-02-09 | CI | 2019-03-29 | 177.5 | Call | 8.4 | 9.25 | 0.2426 | 0.627 | 0.0236 | -0.07 | 0.2512 | 0.1413 |
2019-02-09 | CI | 2019-03-29 | 177.5 | Put | 4.4 | 5.05 | 0.2554 | -0.3802 | 0.0227 | -0.0616 | 0.2517 | -0.0844 |
2019-02-09 | CI | 2019-03-29 | 182.5 | Call | 5.7 | 6.4 | 0.2378 | 0.5038 | 0.0254 | -0.0707 | 0.2656 | 0.1151 |
2019-02-09 | CI | 2019-03-29 | 182.5 | Put | 6.6 | 7.2 | 0.248 | -0.4993 | 0.0247 | -0.0614 | 0.2651 | -0.1064 |
2019-02-09 | CI | 2019-03-29 | 185 | Call | 4.6 | 5.2 | 0.2356 | 0.4408 | 0.0253 | -0.0686 | 0.2611 | 0.1013 |
2019-02-09 | CI | 2019-03-29 | 185 | Put | 7.85 | 8.7 | 0.2467 | -0.5604 | 0.0246 | -0.0596 | 0.2601 | -0.116 |
2019-02-09 | CI | 2019-03-29 | 187.5 | Call | 3.5 | 4.25 | 0.2324 | 0.3782 | 0.0247 | -0.0648 | 0.2567 | 0.0874 |
2019-02-09 | CI | 2019-03-29 | 187.5 | Put | 9.3 | 10.2 | 0.2435 | -0.6214 | 0.0242 | -0.0559 | 0.2544 | -0.1242 |
2019-02-09 | CI | 2019-03-29 | 195 | Call | 1.54 | 2.07 | 0.2286 | 0.2161 | 0.0194 | -0.0483 | 0.1975 | 0.0507 |
2019-02-09 | CI | 2019-03-29 | 195 | Put | 14.3 | 15.75 | 0.2328 | -0.7908 | 0.02 | -0.0375 | 0.1908 | -0.1311 |
2019-02-09 | CI | 2019-03-29 | 200 | Call | 0.82 | 1.09 | 0.2234 | 0.1326 | 0.0145 | -0.0341 | 0.1424 | 0.031 |
2019-02-09 | CI | 2019-03-29 | 200 | Put | 18.65 | 20.25 | 0.2449 | -0.858 | 0.0156 | -0.0296 | 0.1548 | -0.1229 |
2019-02-09 | CI | 2019-03-29 | 207.5 | Call | 0.25 | 0.49 | 0.2242 | 0.0596 | 0.008 | -0.0188 | 0.0787 | 0.014 |
2019-02-09 | CI | 2019-03-29 | 207.5 | Put | 25.25 | 27.6 | 0.258 | -0.9289 | 0.0104 | -0.0173 | 0.0926 | -0.093 |
2019-02-09 | CINF | 2019-02-15 | 70 | Call | 12.9 | 15.4 | 0.1492 | 1 | 0 | -0.0049 | 0 | 0.0134 |
2019-02-09 | CINF | 2019-02-15 | 70 | Put | 0 | 0.1 | 0.169 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CINF | 2019-02-15 | 75 | Call | 7.8 | 10.3 | 0.1492 | 1 | 0 | -0.0052 | 0 | 0.0144 |
2019-02-09 | CINF | 2019-02-15 | 75 | Put | 0 | 0.1 | 0.169 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CINF | 2019-02-15 | 80 | Call | 1.8 | 6.2 | 0.1492 | 0.992 | 0.0126 | -0.0083 | 0.0026 | 0.0152 |
2019-02-09 | CINF | 2019-02-15 | 80 | Put | 0 | 0.25 | 0.169 | -0.0166 | 0.0211 | -0.0057 | 0.0048 | -0.0003 |
2019-02-09 | CINF | 2019-02-15 | 85 | Call | 0.25 | 0.4 | 0.1492 | 0.2989 | 0.2001 | -0.0448 | 0.0404 | 0.0047 |
2019-02-09 | CINF | 2019-02-15 | 85 | Put | 1.2 | 1.5 | 0.169 | -0.6823 | 0.1851 | -0.047 | 0.0423 | -0.0087 |
2019-02-09 | CINF | 2019-02-15 | 90 | Call | 0 | 0.95 | 0.1492 | 0.0005 | 0.001 | -0.0002 | 0.0002 | 0 |
2019-02-09 | CINF | 2019-02-15 | 90 | Put | 4.8 | 7.2 | 0.169 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CINF | 2019-02-15 | 95 | Call | 0 | 0.95 | 0.1492 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CINF | 2019-02-15 | 95 | Put | 9.6 | 12.9 | 0.169 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CINF | 2019-03-15 | 70 | Call | 12.8 | 16.5 | 0.1869 | 0.9994 | 0.0004 | -0.0051 | 0.0006 | 0.0668 |
2019-02-09 | CINF | 2019-03-15 | 70 | Put | 0 | 0.25 | 0.1869 | -0.0006 | 0.0004 | -0.0001 | 0.0006 | -0.0001 |
2019-02-09 | CINF | 2019-03-15 | 75 | Call | 8.1 | 11.9 | 0.1869 | 0.9791 | 0.0103 | -0.0086 | 0.0131 | 0.0699 |
2019-02-09 | CINF | 2019-03-15 | 75 | Put | 0.1 | 0.4 | 0.1869 | -0.0209 | 0.0103 | -0.0034 | 0.0131 | -0.0017 |
2019-02-09 | CINF | 2019-03-15 | 80 | Call | 4.4 | 5 | 0.1869 | 0.821 | 0.0538 | -0.0227 | 0.068 | 0.0616 |
2019-02-09 | CINF | 2019-03-15 | 80 | Put | 0.35 | 0.85 | 0.1869 | -0.18 | 0.0544 | -0.0173 | 0.0683 | -0.0135 |
2019-02-09 | CINF | 2019-03-15 | 85 | Call | 1.25 | 1.55 | 0.1688 | 0.4408 | 0.0899 | -0.0273 | 0.1026 | 0.0341 |
2019-02-09 | CINF | 2019-03-15 | 85 | Put | 1.8 | 2.45 | 0.1621 | -0.5703 | 0.0962 | -0.0209 | 0.1015 | -0.0366 |
2019-02-09 | CINF | 2019-03-15 | 90 | Call | 0.1 | 0.25 | 0.1688 | 0.1069 | 0.042 | -0.0122 | 0.0479 | 0.0084 |
2019-02-09 | CINF | 2019-03-15 | 90 | Put | 5 | 8.6 | 0.1621 | -0.9287 | 0.0457 | -0.0057 | 0.0373 | -0.0254 |
2019-02-09 | CINF | 2019-03-15 | 95 | Call | 0 | 1 | 0.1688 | 0.0114 | 0.0068 | -0.0019 | 0.0077 | 0.0009 |
2019-02-09 | CINF | 2019-03-15 | 95 | Put | 9.8 | 13.8 | 0.1621 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CL | 2019-02-22 | 56 | Call | 9.15 | 9.95 | 0.179 | 1 | 0 | -0.0039 | 0 | 0.0215 |
2019-02-09 | CL | 2019-02-22 | 56 | Put | 0 | 0.05 | 0.179 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CL | 2019-02-22 | 59 | Call | 6.3 | 7 | 0.179 | 0.9991 | 0.0014 | -0.0044 | 0.0004 | 0.0226 |
2019-02-09 | CL | 2019-02-22 | 59 | Put | 0 | 0.08 | 0.179 | -0.0009 | 0.0014 | -0.0003 | 0.0004 | 0 |
2019-02-09 | CL | 2019-02-22 | 61 | Call | 4.35 | 5 | 0.179 | 0.9846 | 0.0168 | -0.0074 | 0.005 | 0.023 |
2019-02-09 | CL | 2019-02-22 | 61 | Put | 0 | 0.09 | 0.179 | -0.0154 | 0.0168 | -0.0031 | 0.005 | -0.0004 |
2019-02-09 | CL | 2019-02-22 | 63 | Call | 2.71 | 2.93 | 0.1541 | 0.9241 | 0.0721 | -0.0142 | 0.0184 | 0.0222 |
2019-02-09 | CL | 2019-02-22 | 63 | Put | 0.11 | 0.19 | 0.1905 | -0.1218 | 0.0829 | -0.0172 | 0.0274 | -0.0029 |
2019-02-09 | CL | 2019-02-22 | 64.5 | Call | 1.55 | 1.72 | 0.1709 | 0.7232 | 0.1523 | -0.0295 | 0.0431 | 0.0176 |
2019-02-09 | CL | 2019-02-22 | 64.5 | Put | 0.36 | 0.43 | 0.1734 | -0.2807 | 0.1523 | -0.0258 | 0.0432 | -0.0065 |
2019-02-09 | CL | 2019-02-22 | 65.5 | Call | 0.9 | 1.05 | 0.1644 | 0.5543 | 0.1869 | -0.0323 | 0.0508 | 0.0136 |
2019-02-09 | CL | 2019-02-22 | 65.5 | Put | 0.7 | 0.89 | 0.1781 | -0.4514 | 0.175 | -0.0307 | 0.0511 | -0.0099 |
2019-02-09 | CL | 2019-02-22 | 67 | Call | 0.35 | 0.45 | 0.1712 | 0.2935 | 0.1563 | -0.0284 | 0.0443 | 0.0072 |
2019-02-09 | CL | 2019-02-22 | 67 | Put | 1.6 | 1.81 | 0.1825 | -0.6996 | 0.1524 | -0.0267 | 0.0448 | -0.0135 |
2019-02-09 | CL | 2019-02-22 | 68.5 | Call | 0.1 | 0.23 | 0.1943 | 0.1455 | 0.0914 | -0.0211 | 0.0294 | 0.0036 |
2019-02-09 | CL | 2019-02-22 | 68.5 | Put | 2.84 | 3.05 | 0.1943 | -0.8637 | 0.0944 | -0.0169 | 0.0296 | -0.0132 |
2019-02-09 | CL | 2019-02-22 | 70 | Call | 0.03 | 0.15 | 0.1943 | 0.0521 | 0.0426 | -0.0097 | 0.0137 | 0.0013 |
2019-02-09 | CL | 2019-02-22 | 70 | Put | 4.2 | 4.85 | 0.1943 | -0.9618 | 0.0461 | -0.0056 | 0.0114 | -0.0075 |
2019-02-09 | CL | 2019-02-22 | 72 | Call | 0 | 0.11 | 0.1943 | 0.009 | 0.0097 | -0.0022 | 0.0031 | 0.0002 |
2019-02-09 | CL | 2019-02-22 | 72 | Put | 6.2 | 6.95 | 0.1943 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CL | 2019-02-22 | 75 | Call | 0 | 0.07 | 0.1943 | 0.0003 | 0.0004 | -0.0001 | 0.0001 | 0 |
2019-02-09 | CL | 2019-02-22 | 75 | Put | 9.15 | 9.95 | 0.1943 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CL | 2019-03-08 | 56 | Call | 9.25 | 10.05 | 0.2118 | 0.9973 | 0.0022 | -0.0045 | 0.0015 | 0.0427 |
2019-02-09 | CL | 2019-03-08 | 56 | Put | 0 | 0.09 | 0.2118 | -0.0027 | 0.0022 | -0.0006 | 0.0015 | -0.0001 |
2019-02-09 | CL | 2019-03-08 | 59 | Call | 6.35 | 7.25 | 0.2118 | 0.9709 | 0.0172 | -0.0085 | 0.0121 | 0.0437 |
2019-02-09 | CL | 2019-03-08 | 59 | Put | 0 | 0.15 | 0.2118 | -0.0291 | 0.0172 | -0.0044 | 0.0121 | -0.0015 |
2019-02-09 | CL | 2019-03-08 | 61 | Call | 4.75 | 5.1 | 0.1922 | 0.9272 | 0.0396 | -0.0126 | 0.0252 | 0.0429 |
2019-02-09 | CL | 2019-03-08 | 61 | Put | 0.11 | 0.19 | 0.2049 | -0.0856 | 0.042 | -0.01 | 0.0285 | -0.0044 |
2019-02-09 | CL | 2019-03-08 | 63 | Call | 2.96 | 3.25 | 0.1709 | 0.8285 | 0.0818 | -0.0177 | 0.0463 | 0.0394 |
2019-02-09 | CL | 2019-03-08 | 63 | Put | 0.29 | 0.43 | 0.1847 | -0.19 | 0.0814 | -0.0155 | 0.0506 | -0.0089 |
2019-02-09 | CL | 2019-03-08 | 64.5 | Call | 1.94 | 2.08 | 0.173 | 0.6723 | 0.1147 | -0.0232 | 0.0657 | 0.0323 |
2019-02-09 | CL | 2019-03-08 | 64.5 | Put | 0.67 | 0.84 | 0.1814 | -0.3368 | 0.1119 | -0.0202 | 0.0668 | -0.0152 |
2019-02-09 | CL | 2019-03-08 | 65.5 | Call | 1.3 | 1.5 | 0.1705 | 0.5503 | 0.1276 | -0.0244 | 0.072 | 0.0267 |
2019-02-09 | CL | 2019-03-08 | 65.5 | Put | 1.1 | 1.29 | 0.1849 | -0.456 | 0.1198 | -0.022 | 0.0722 | -0.0198 |
2019-02-09 | CL | 2019-03-08 | 67 | Call | 0.62 | 0.82 | 0.1666 | 0.3585 | 0.1232 | -0.0218 | 0.068 | 0.0175 |
2019-02-09 | CL | 2019-03-08 | 67 | Put | 1.89 | 2.18 | 0.1841 | -0.634 | 0.116 | -0.0202 | 0.0692 | -0.0251 |
2019-02-09 | CL | 2019-03-08 | 68.5 | Call | 0.29 | 0.52 | 0.1808 | 0.2199 | 0.09 | -0.0184 | 0.0539 | 0.0108 |
2019-02-09 | CL | 2019-03-08 | 68.5 | Put | 3 | 3.25 | 0.1834 | -0.7882 | 0.0931 | -0.0147 | 0.0531 | -0.0263 |
2019-02-09 | CL | 2019-03-08 | 70 | Call | 0.15 | 0.24 | 0.1853 | 0.1201 | 0.0594 | -0.0126 | 0.0364 | 0.0059 |
2019-02-09 | CL | 2019-03-08 | 70 | Put | 4.3 | 4.55 | 0.1878 | -0.893 | 0.0637 | -0.0089 | 0.0348 | -0.0222 |
2019-02-09 | CL | 2019-03-08 | 72 | Call | 0.04 | 0.13 | 0.1935 | 0.0497 | 0.0291 | -0.0067 | 0.0187 | 0.0024 |
2019-02-09 | CL | 2019-03-08 | 72 | Put | 6.1 | 6.95 | 0.1989 | -0.967 | 0.0348 | -0.0033 | 0.0144 | -0.0109 |
2019-02-09 | CL | 2019-03-29 | 58 | Call | 7.4 | 8.2 | 0.2032 | 0.9606 | 0.0174 | -0.0082 | 0.0205 | 0.0739 |
2019-02-09 | CL | 2019-03-29 | 58 | Put | 0.1 | 0.2 | 0.2191 | -0.0509 | 0.0199 | -0.0054 | 0.0268 | -0.0043 |
2019-02-09 | CL | 2019-03-29 | 59 | Call | 6.6 | 7.65 | 0.2298 | 0.9131 | 0.0286 | -0.0127 | 0.0381 | 0.0709 |
2019-02-09 | CL | 2019-03-29 | 59 | Put | 0.14 | 0.21 | 0.2145 | -0.0735 | 0.0271 | -0.007 | 0.0345 | -0.0062 |
2019-02-09 | CL | 2019-03-29 | 61 | Call | 5 | 5.35 | 0.1857 | 0.8799 | 0.0448 | -0.0129 | 0.0482 | 0.0706 |
2019-02-09 | CL | 2019-03-29 | 61 | Put | 0.26 | 0.44 | 0.2008 | -0.1381 | 0.046 | -0.0103 | 0.0555 | -0.0114 |
2019-02-09 | CL | 2019-03-29 | 63 | Call | 3.35 | 3.65 | 0.1762 | 0.7686 | 0.0719 | -0.0166 | 0.0733 | 0.063 |
2019-02-09 | CL | 2019-03-29 | 63 | Put | 0.61 | 0.79 | 0.1903 | -0.2487 | 0.0701 | -0.0138 | 0.0785 | -0.02 |
2019-02-09 | CL | 2019-03-29 | 64.5 | Call | 2.36 | 2.58 | 0.1757 | 0.6445 | 0.0881 | -0.0189 | 0.0896 | 0.0535 |
2019-02-09 | CL | 2019-03-29 | 64.5 | Put | 1.06 | 1.21 | 0.1833 | -0.3643 | 0.0866 | -0.0154 | 0.0909 | -0.0283 |
2019-02-09 | CL | 2019-03-29 | 65.5 | Call | 1.74 | 1.98 | 0.1717 | 0.553 | 0.0957 | -0.0191 | 0.0951 | 0.0462 |
2019-02-09 | CL | 2019-03-29 | 65.5 | Put | 1.43 | 1.71 | 0.1834 | -0.4546 | 0.0919 | -0.016 | 0.0952 | -0.0341 |
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