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 | CL | 2019-03-29 | 67 | Call | 1.06 | 1.28 | 0.1708 | 0.4096 | 0.0946 | -0.0182 | 0.0935 | 0.0345 |
2019-02-09 | CL | 2019-03-29 | 67 | Put | 2.27 | 2.58 | 0.187 | -0.5895 | 0.0898 | -0.0156 | 0.0942 | -0.0412 |
2019-02-09 | CL | 2019-03-29 | 68.5 | Call | 0.62 | 0.86 | 0.1769 | 0.2876 | 0.0801 | -0.0161 | 0.082 | 0.0243 |
2019-02-09 | CL | 2019-03-29 | 68.5 | Put | 3.3 | 3.6 | 0.1885 | -0.7124 | 0.0803 | -0.0133 | 0.0829 | -0.0445 |
2019-02-09 | CL | 2019-03-29 | 70.5 | Call | 0.29 | 0.42 | 0.1792 | 0.1609 | 0.0567 | -0.0115 | 0.0588 | 0.0137 |
2019-02-09 | CL | 2019-03-29 | 70.5 | Put | 4.9 | 5.2 | 0.1885 | -0.8464 | 0.061 | -0.0085 | 0.0579 | -0.0406 |
2019-02-09 | CL | 2019-03-29 | 72 | Call | 0.16 | 0.37 | 0.1914 | 0.1106 | 0.041 | -0.0094 | 0.0454 | 0.0094 |
2019-02-09 | CL | 2019-03-29 | 72 | Put | 5.9 | 7.35 | 0.1914 | -0.9157 | 0.0458 | -0.0052 | 0.0393 | -0.0309 |
2019-02-09 | CLX | 2019-02-22 | 132 | Call | 21.4 | 25.5 | 0.1413 | 1 | 0 | -0.0092 | 0 | 0.0506 |
2019-02-09 | CLX | 2019-02-22 | 132 | Put | 0 | 0.1 | 0.2037 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CLX | 2019-02-22 | 140 | Call | 13.4 | 17.3 | 0.1413 | 0.9999 | 0 | -0.0098 | 0.0001 | 0.0536 |
2019-02-09 | CLX | 2019-02-22 | 140 | Put | 0 | 0.45 | 0.2037 | -0.0034 | 0.0017 | -0.0023 | 0.0031 | -0.0002 |
2019-02-09 | CLX | 2019-02-22 | 145 | Call | 9.8 | 11.2 | 0.1413 | 0.9955 | 0.0031 | -0.0121 | 0.004 | 0.0553 |
2019-02-09 | CLX | 2019-02-22 | 145 | Put | 0.05 | 0.2 | 0.2037 | -0.0341 | 0.0122 | -0.0164 | 0.0231 | -0.0021 |
2019-02-09 | CLX | 2019-02-22 | 149 | Call | 6.3 | 7.5 | 0.1413 | 0.9484 | 0.0246 | -0.0261 | 0.0322 | 0.0539 |
2019-02-09 | CLX | 2019-02-22 | 149 | Put | 0.3 | 0.5 | 0.2037 | -0.1269 | 0.0337 | -0.045 | 0.0667 | -0.0072 |
2019-02-09 | CLX | 2019-02-22 | 152.5 | Call | 4.1 | 4.5 | 0.1889 | 0.7255 | 0.0579 | -0.0762 | 0.1016 | 0.0416 |
2019-02-09 | CLX | 2019-02-22 | 152.5 | Put | 0.9 | 1.15 | 0.1918 | -0.2783 | 0.0578 | -0.0675 | 0.1022 | -0.0152 |
2019-02-09 | CLX | 2019-02-22 | 155 | Call | 2.45 | 2.7 | 0.1769 | 0.5668 | 0.073 | -0.0818 | 0.1199 | 0.0328 |
2019-02-09 | CLX | 2019-02-22 | 155 | Put | 1.65 | 2.3 | 0.1938 | -0.4399 | 0.0676 | -0.0793 | 0.1197 | -0.0231 |
2019-02-09 | CLX | 2019-02-22 | 160 | Call | 0.6 | 0.75 | 0.1745 | 0.2238 | 0.0562 | -0.0592 | 0.0911 | 0.0131 |
2019-02-09 | CLX | 2019-02-22 | 160 | Put | 4.6 | 5.7 | 0.2024 | -0.7479 | 0.0535 | -0.0642 | 0.1 | -0.0332 |
2019-02-09 | CLX | 2019-02-22 | 162.5 | Call | 0.2 | 0.35 | 0.1725 | 0.1099 | 0.0357 | -0.0365 | 0.0573 | 0.0065 |
2019-02-09 | CLX | 2019-02-22 | 162.5 | Put | 6.7 | 7.8 | 0.2108 | -0.8484 | 0.0388 | -0.0475 | 0.0717 | -0.0325 |
2019-02-09 | CLX | 2019-02-22 | 167.5 | Call | 0 | 0.15 | 0.1725 | 0.0168 | 0.0079 | -0.008 | 0.0127 | 0.001 |
2019-02-09 | CLX | 2019-02-22 | 167.5 | Put | 10.4 | 14.3 | 0.2108 | -0.9719 | 0.0151 | -0.0109 | 0.0215 | -0.0149 |
2019-02-09 | CLX | 2019-02-22 | 170 | Call | 0 | 0.1 | 0.1725 | 0.0052 | 0.0028 | -0.0029 | 0.0046 | 0.0003 |
2019-02-09 | CLX | 2019-02-22 | 170 | Put | 13.2 | 16.8 | 0.2108 | -0.9979 | 0.0052 | 0 | 0.0038 | 0 |
2019-02-09 | CLX | 2019-02-22 | 180 | Call | 0 | 0.1 | 0.1725 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CLX | 2019-02-22 | 180 | Put | 23.1 | 26.8 | 0.2108 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CLX | 2019-03-08 | 132 | Call | 21.5 | 25.6 | 0.2365 | 0.9951 | 0.0014 | -0.0118 | 0.0062 | 0.1004 |
2019-02-09 | CLX | 2019-03-08 | 132 | Put | 0 | 0.45 | 0.2365 | -0.0049 | 0.0014 | -0.0026 | 0.0062 | -0.0006 |
2019-02-09 | CLX | 2019-03-08 | 140 | Call | 14 | 16.6 | 0.2365 | 0.9536 | 0.0095 | -0.0269 | 0.0418 | 0.1015 |
2019-02-09 | CLX | 2019-03-08 | 140 | Put | 0.15 | 0.25 | 0.2365 | -0.0464 | 0.0095 | -0.0172 | 0.0418 | -0.0057 |
2019-02-09 | CLX | 2019-03-08 | 145 | Call | 10.5 | 11.9 | 0.1831 | 0.9282 | 0.0173 | -0.0286 | 0.059 | 0.1022 |
2019-02-09 | CLX | 2019-03-08 | 145 | Put | 0.45 | 0.65 | 0.2238 | -0.1138 | 0.0201 | -0.0321 | 0.0849 | -0.013 |
2019-02-09 | CLX | 2019-03-08 | 149 | Call | 7.7 | 8.4 | 0.2107 | 0.7917 | 0.0316 | -0.0546 | 0.1237 | 0.0883 |
2019-02-09 | CLX | 2019-03-08 | 149 | Put | 0.95 | 1.25 | 0.2102 | -0.2088 | 0.0319 | -0.0445 | 0.1241 | -0.0233 |
2019-02-09 | CLX | 2019-03-08 | 152.5 | Call | 5.1 | 5.5 | 0.1932 | 0.6724 | 0.0433 | -0.0607 | 0.1557 | 0.0762 |
2019-02-09 | CLX | 2019-03-08 | 152.5 | Put | 1.65 | 2.15 | 0.1961 | -0.3318 | 0.0434 | -0.0517 | 0.1581 | -0.0357 |
2019-02-09 | CLX | 2019-03-08 | 155 | Call | 3.5 | 4 | 0.1894 | 0.5575 | 0.0484 | -0.0634 | 0.1702 | 0.0637 |
2019-02-09 | CLX | 2019-03-08 | 155 | Put | 2.55 | 3.2 | 0.1933 | -0.4468 | 0.0482 | -0.0547 | 0.1708 | -0.0463 |
2019-02-09 | CLX | 2019-03-08 | 160 | Call | 1.25 | 1.6 | 0.1735 | 0.3058 | 0.0469 | -0.0501 | 0.1512 | 0.0354 |
2019-02-09 | CLX | 2019-03-08 | 160 | Put | 5.4 | 6.4 | 0.1997 | -0.6754 | 0.0433 | -0.0495 | 0.158 | -0.0621 |
2019-02-09 | CLX | 2019-03-08 | 162.5 | Call | 0.7 | 0.95 | 0.1729 | 0.2023 | 0.0378 | -0.0397 | 0.1215 | 0.0235 |
2019-02-09 | CLX | 2019-03-08 | 162.5 | Put | 7.1 | 8.4 | 0.1993 | -0.7731 | 0.0372 | -0.0401 | 0.1323 | -0.0638 |
2019-02-09 | CLX | 2019-03-08 | 167.5 | Call | 0.15 | 0.3 | 0.1755 | 0.0744 | 0.0186 | -0.0198 | 0.0607 | 0.0087 |
2019-02-09 | CLX | 2019-03-08 | 167.5 | Put | 10.7 | 14.4 | 0.2169 | -0.8904 | 0.023 | -0.0254 | 0.0834 | -0.056 |
2019-02-09 | CLX | 2019-03-08 | 170 | Call | 0 | 0.35 | 0.1755 | 0.0402 | 0.0114 | -0.0121 | 0.0373 | 0.0047 |
2019-02-09 | CLX | 2019-03-08 | 170 | Put | 13 | 16.8 | 0.2169 | -0.9367 | 0.0173 | -0.0157 | 0.055 | -0.0435 |
2019-02-09 | CLX | 2019-03-08 | 180 | Call | 0 | 0.1 | 0.1755 | 0.0017 | 0.0007 | -0.0008 | 0.0024 | 0.0002 |
2019-02-09 | CLX | 2019-03-08 | 180 | Put | 23 | 26.8 | 0.2169 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CLX | 2019-03-29 | 137 | Call | 18.4 | 20 | 0.1718 | 0.9828 | 0.0043 | -0.0138 | 0.0242 | 0.1794 |
2019-02-09 | CLX | 2019-03-29 | 137 | Put | 0.35 | 0.55 | 0.2494 | -0.0692 | 0.0094 | -0.0185 | 0.0758 | -0.015 |
2019-02-09 | CLX | 2019-03-29 | 140 | Call | 15.8 | 17.2 | 0.2044 | 0.9333 | 0.0111 | -0.0246 | 0.0738 | 0.1727 |
2019-02-09 | CLX | 2019-03-29 | 140 | Put | 0.55 | 0.75 | 0.2388 | -0.0976 | 0.0127 | -0.023 | 0.1032 | -0.0196 |
2019-02-09 | CLX | 2019-03-29 | 145 | Call | 11.4 | 12.8 | 0.2036 | 0.8498 | 0.0201 | -0.0362 | 0.133 | 0.1612 |
2019-02-09 | CLX | 2019-03-29 | 145 | Put | 1 | 1.35 | 0.2204 | -0.1688 | 0.0202 | -0.0306 | 0.1473 | -0.0332 |
2019-02-09 | CLX | 2019-03-29 | 149 | Call | 8.6 | 9.4 | 0.2042 | 0.7482 | 0.0274 | -0.0456 | 0.1818 | 0.1441 |
2019-02-09 | CLX | 2019-03-29 | 149 | Put | 1.75 | 2.15 | 0.2104 | -0.2594 | 0.0273 | -0.0371 | 0.1865 | -0.0498 |
2019-02-09 | CLX | 2019-03-29 | 152.5 | Call | 6.2 | 6.7 | 0.1939 | 0.6456 | 0.0337 | -0.0487 | 0.2121 | 0.1261 |
2019-02-09 | CLX | 2019-03-29 | 152.5 | Put | 2.6 | 3.3 | 0.2017 | -0.3623 | 0.0331 | -0.0405 | 0.2152 | -0.0673 |
2019-02-09 | CLX | 2019-03-29 | 155 | Call | 4.6 | 5.1 | 0.1864 | 0.5587 | 0.0371 | -0.0487 | 0.225 | 0.1101 |
2019-02-09 | CLX | 2019-03-29 | 155 | Put | 3.7 | 4.3 | 0.2002 | -0.4486 | 0.0354 | -0.0418 | 0.2255 | -0.0808 |
2019-02-09 | CLX | 2019-03-29 | 160 | Call | 2.25 | 2.95 | 0.1836 | 0.3732 | 0.0362 | -0.0444 | 0.2158 | 0.0744 |
2019-02-09 | CLX | 2019-03-29 | 160 | Put | 6.3 | 7 | 0.1926 | -0.6299 | 0.0359 | -0.0367 | 0.2174 | -0.1016 |
2019-02-09 | CLX | 2019-03-29 | 162.5 | Call | 1.5 | 2.05 | 0.1804 | 0.2861 | 0.0331 | -0.0388 | 0.1939 | 0.0573 |
2019-02-09 | CLX | 2019-03-29 | 162.5 | Put | 7.9 | 9 | 0.1959 | -0.7094 | 0.0327 | -0.0331 | 0.199 | -0.1063 |
2019-02-09 | CLX | 2019-03-29 | 167.5 | Call | 0.6 | 0.8 | 0.1732 | 0.1425 | 0.0228 | -0.0242 | 0.1284 | 0.0288 |
2019-02-09 | CLX | 2019-03-29 | 167.5 | Put | 11.9 | 13.2 | 0.2036 | -0.8337 | 0.0245 | -0.0235 | 0.1455 | -0.1011 |
2019-02-09 | CLX | 2019-03-29 | 170 | Call | 0.35 | 0.55 | 0.1747 | 0.0983 | 0.0174 | -0.0187 | 0.0988 | 0.0199 |
2019-02-09 | CLX | 2019-03-29 | 170 | Put | 13.5 | 15.8 | 0.1954 | -0.8979 | 0.0204 | -0.0149 | 0.104 | -0.0823 |
2019-02-09 | CLX | 2019-03-29 | 180 | Call | 0 | 0.25 | 0.175 | 0.0146 | 0.0037 | -0.0039 | 0.0211 | 0.003 |
2019-02-09 | CLX | 2019-03-29 | 180 | Put | 22.8 | 26.8 | 0.2423 | -0.9656 | 0.0101 | -0.0071 | 0.0458 | -0.0439 |
2019-02-09 | CMA | 2019-02-15 | 70 | Call | 11.95 | 12.85 | 0.2054 | 1 | 0 | -0.0049 | 0 | 0.0134 |
2019-02-09 | CMA | 2019-02-15 | 70 | Put | 0 | 0.11 | 0.2669 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CMA | 2019-02-15 | 75 | Call | 7 | 7.9 | 0.2054 | 0.9995 | 0.0007 | -0.0055 | 0.0002 | 0.0143 |
2019-02-09 | CMA | 2019-02-15 | 75 | Put | 0 | 0.24 | 0.2669 | -0.0052 | 0.005 | -0.0033 | 0.0017 | -0.0001 |
2019-02-09 | CMA | 2019-02-15 | 80 | Call | 2.27 | 2.85 | 0.2054 | 0.8521 | 0.0987 | -0.0434 | 0.0263 | 0.0129 |
2019-02-09 | CMA | 2019-02-15 | 80 | Put | 0.29 | 0.44 | 0.2669 | -0.2084 | 0.0948 | -0.0615 | 0.0335 | -0.0031 |
2019-02-09 | CMA | 2019-02-15 | 85 | Call | 0.24 | 0.35 | 0.2523 | 0.1896 | 0.0943 | -0.0568 | 0.0309 | 0.0029 |
2019-02-09 | CMA | 2019-02-15 | 85 | Put | 2.26 | 3.3 | 0.2005 | -0.8733 | 0.0959 | -0.0306 | 0.0242 | -0.0087 |
2019-02-09 | CMA | 2019-02-15 | 90 | Call | 0 | 0.87 | 0.2523 | 0.0059 | 0.0059 | -0.0035 | 0.0019 | 0.0001 |
2019-02-09 | CMA | 2019-02-15 | 90 | Put | 7.4 | 8.45 | 0.2005 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CMA | 2019-02-15 | 95 | Call | 0 | 0.38 | 0.2523 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CMA | 2019-02-15 | 95 | Put | 12.4 | 13.45 | 0.2005 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CMA | 2019-03-15 | 70 | Call | 12.15 | 13.85 | 0.4319 | 0.9088 | 0.0154 | -0.0305 | 0.0421 | 0.0558 |
2019-02-09 | CMA | 2019-03-15 | 70 | Put | 0.15 | 0.44 | 0.4319 | -0.1074 | 0.017 | -0.0283 | 0.0469 | -0.0087 |
2019-02-09 | CMA | 2019-03-15 | 75 | Call | 7.45 | 8.15 | 0.2514 | 0.9047 | 0.0274 | -0.0205 | 0.0444 | 0.0601 |
2019-02-09 | CMA | 2019-03-15 | 75 | Put | 0.44 | 0.68 | 0.2813 | -0.1466 | 0.0324 | -0.0226 | 0.0597 | -0.0116 |
2019-02-09 | CMA | 2019-03-15 | 77.5 | Call | 5.35 | 5.9 | 0.2401 | 0.8186 | 0.0447 | -0.0278 | 0.0662 | 0.0558 |
2019-02-09 | CMA | 2019-03-15 | 77.5 | Put | 0.8 | 1.01 | 0.2549 | -0.2314 | 0.0475 | -0.0268 | 0.0778 | -0.0182 |
2019-02-09 | CMA | 2019-03-15 | 80 | Call | 3.7 | 4.05 | 0.2475 | 0.6758 | 0.059 | -0.0366 | 0.0912 | 0.0469 |
2019-02-09 | CMA | 2019-03-15 | 80 | Put | 1.52 | 1.7 | 0.2434 | -0.3657 | 0.0614 | -0.031 | 0.0958 | -0.0289 |
2019-02-09 | CMA | 2019-03-15 | 82.5 | Call | 2.13 | 2.4 | 0.228 | 0.5155 | 0.071 | -0.0365 | 0.0997 | 0.0365 |
2019-02-09 | CMA | 2019-03-15 | 82.5 | Put | 2.58 | 2.82 | 0.2338 | -0.5286 | 0.0676 | -0.0306 | 0.1005 | -0.042 |
2019-02-09 | CMA | 2019-03-15 | 85 | Call | 1.1 | 1.32 | 0.2223 | 0.3413 | 0.067 | -0.0321 | 0.0924 | 0.0245 |
2019-02-09 | CMA | 2019-03-15 | 85 | Put | 3.95 | 4.3 | 0.2159 | -0.7025 | 0.0638 | -0.0229 | 0.0899 | -0.0561 |
2019-02-09 | CMA | 2019-03-15 | 87.5 | Call | 0.56 | 0.67 | 0.225 | 0.2026 | 0.0508 | -0.0246 | 0.0723 | 0.0147 |
2019-02-09 | CMA | 2019-03-15 | 87.5 | Put | 5.95 | 6.5 | 0.2351 | -0.811 | 0.0457 | -0.018 | 0.0683 | -0.066 |
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