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 | CMA | 2019-03-15 | 90 | Call | 0.22 | 0.44 | 0.2605 | 0.1427 | 0.035 | -0.0225 | 0.0592 | 0.0104 |
2019-02-09 | CMA | 2019-03-15 | 90 | Put | 7.95 | 9.1 | 0.2605 | -0.8729 | 0.0318 | -0.0141 | 0.0553 | -0.0726 |
2019-02-09 | CMA | 2019-03-15 | 95 | Call | 0 | 0.23 | 0.3707 | 0.1147 | 0.021 | -0.027 | 0.0508 | 0.0083 |
2019-02-09 | CMA | 2019-03-15 | 95 | Put | 12.4 | 15.2 | 0.3707 | -0.8934 | 0.0197 | -0.0186 | 0.0485 | -0.0787 |
2019-02-09 | CMA | 2019-04-18 | 70 | Call | 12.35 | 13.2 | 0.2932 | 0.9319 | 0.0151 | -0.0165 | 0.0446 | 0.0678 |
2019-02-09 | CMA | 2019-04-18 | 70 | Put | 0.46 | 0.58 | 0.3007 | -0.0983 | 0.0165 | -0.013 | 0.0639 | -0.0147 |
2019-02-09 | CMA | 2019-04-18 | 75 | Call | 7.95 | 8.6 | 0.2625 | 0.8289 | 0.0313 | -0.024 | 0.0885 | 0.0767 |
2019-02-09 | CMA | 2019-04-18 | 75 | Put | 1.11 | 1.45 | 0.2829 | -0.2131 | 0.0294 | -0.0202 | 0.1058 | -0.031 |
2019-02-09 | CMA | 2019-04-18 | 77.5 | Call | 6.3 | 6.55 | 0.2634 | 0.7326 | 0.0389 | -0.0286 | 0.115 | 0.0755 |
2019-02-09 | CMA | 2019-04-18 | 77.5 | Put | 1.68 | 1.94 | 0.2655 | -0.2907 | 0.037 | -0.022 | 0.1212 | -0.0416 |
2019-02-09 | CMA | 2019-04-18 | 80 | Call | 4.5 | 4.9 | 0.2533 | 0.6278 | 0.0454 | -0.03 | 0.132 | 0.0715 |
2019-02-09 | CMA | 2019-04-18 | 80 | Put | 2.4 | 2.8 | 0.2534 | -0.3901 | 0.0437 | -0.0231 | 0.136 | -0.054 |
2019-02-09 | CMA | 2019-04-18 | 82.5 | Call | 3.05 | 3.4 | 0.2417 | 0.5095 | 0.0492 | -0.029 | 0.1404 | 0.0644 |
2019-02-09 | CMA | 2019-04-18 | 82.5 | Put | 3.5 | 3.75 | 0.2397 | -0.5054 | 0.0483 | -0.0221 | 0.1407 | -0.067 |
2019-02-09 | CMA | 2019-04-18 | 85 | Call | 1.94 | 2.2 | 0.2317 | 0.3859 | 0.0483 | -0.0258 | 0.1368 | 0.0512 |
2019-02-09 | CMA | 2019-04-18 | 85 | Put | 4.85 | 5.35 | 0.2375 | -0.6229 | 0.0469 | -0.0201 | 0.1353 | -0.0787 |
2019-02-09 | CMA | 2019-04-18 | 87.5 | Call | 1.19 | 1.51 | 0.233 | 0.28 | 0.0417 | -0.0222 | 0.1212 | 0.0394 |
2019-02-09 | CMA | 2019-04-18 | 87.5 | Put | 6.6 | 7.1 | 0.2355 | -0.7297 | 0.0416 | -0.0162 | 0.1183 | -0.0873 |
2019-02-09 | CMA | 2019-04-18 | 90 | Call | 0.65 | 0.9 | 0.2265 | 0.1857 | 0.0335 | -0.0168 | 0.0943 | 0.0268 |
2019-02-09 | CMA | 2019-04-18 | 90 | Put | 8.45 | 9.1 | 0.2273 | -0.8267 | 0.034 | -0.0105 | 0.0931 | -0.0916 |
2019-02-09 | CMA | 2019-04-18 | 95 | Call | 0.16 | 0.3 | 0.2216 | 0.0692 | 0.017 | -0.008 | 0.0469 | 0.0101 |
2019-02-09 | CMA | 2019-04-18 | 95 | Put | 12.85 | 13.75 | 0.23 | -0.9354 | 0.0171 | -0.0017 | 0.0474 | -0.0937 |
2019-02-09 | CMCSA | 2019-02-22 | 32 | Call | 5.55 | 5.7 | 0.2966 | 0.9976 | 0.0034 | -0.0028 | 0.0005 | 0.0122 |
2019-02-09 | CMCSA | 2019-02-22 | 32 | Put | 0 | 0.03 | 0.2966 | -0.0024 | 0.0034 | -0.0006 | 0.0005 | 0 |
2019-02-09 | CMCSA | 2019-02-22 | 34 | Call | 3 | 3.7 | 0.2836 | 0.9684 | 0.034 | -0.0076 | 0.0052 | 0.0126 |
2019-02-09 | CMCSA | 2019-02-22 | 34 | Put | 0 | 0.04 | 0.2836 | -0.0316 | 0.034 | -0.0052 | 0.0052 | -0.0005 |
2019-02-09 | CMCSA | 2019-02-22 | 35 | Call | 1.44 | 2.72 | 0.2563 | 0.9296 | 0.0715 | -0.0113 | 0.0099 | 0.0124 |
2019-02-09 | CMCSA | 2019-02-22 | 35 | Put | 0.05 | 0.07 | 0.2563 | -0.0704 | 0.0715 | -0.0089 | 0.0099 | -0.001 |
2019-02-09 | CMCSA | 2019-02-22 | 36 | Call | 1.72 | 1.8 | 0.2205 | 0.8535 | 0.1414 | -0.0154 | 0.0169 | 0.0116 |
2019-02-09 | CMCSA | 2019-02-22 | 36 | Put | 0.14 | 0.16 | 0.2346 | -0.161 | 0.1422 | -0.0147 | 0.018 | -0.0022 |
2019-02-09 | CMCSA | 2019-02-22 | 37 | Call | 0.98 | 1.01 | 0.215 | 0.6651 | 0.2301 | -0.0223 | 0.0268 | 0.0092 |
2019-02-09 | CMCSA | 2019-02-22 | 37 | Put | 0.33 | 0.38 | 0.2131 | -0.3348 | 0.2341 | -0.0197 | 0.0272 | -0.0044 |
2019-02-09 | CMCSA | 2019-02-22 | 37.5 | Call | 0.64 | 0.69 | 0.2027 | 0.5444 | 0.2657 | -0.0225 | 0.0292 | 0.0076 |
2019-02-09 | CMCSA | 2019-02-22 | 37.5 | Put | 0.53 | 0.57 | 0.2092 | -0.4586 | 0.2604 | -0.0208 | 0.0293 | -0.0058 |
2019-02-09 | CMCSA | 2019-02-22 | 38.5 | Call | 0.23 | 0.26 | 0.1941 | 0.2817 | 0.2363 | -0.018 | 0.0249 | 0.004 |
2019-02-09 | CMCSA | 2019-02-22 | 38.5 | Put | 1.08 | 1.18 | 0.2009 | -0.7166 | 0.2355 | -0.0165 | 0.0255 | -0.0079 |
2019-02-09 | CMCSA | 2019-02-22 | 39 | Call | 0.12 | 0.15 | 0.1933 | 0.1784 | 0.1834 | -0.0137 | 0.0192 | 0.0025 |
2019-02-09 | CMCSA | 2019-02-22 | 39 | Put | 1.43 | 1.6 | 0.198 | -0.823 | 0.1878 | -0.012 | 0.0192 | -0.0079 |
2019-02-09 | CMCSA | 2019-02-22 | 40 | Call | 0 | 0.05 | 0.1897 | 0.0525 | 0.0768 | -0.0055 | 0.0079 | 0.0007 |
2019-02-09 | CMCSA | 2019-02-22 | 40 | Put | 2.25 | 2.5 | 0.1897 | -0.9617 | 0.0834 | -0.0031 | 0.0066 | -0.0042 |
2019-02-09 | CMCSA | 2019-02-22 | 41.5 | Call | 0 | 0.03 | 0.1897 | 0.0045 | 0.0094 | -0.0007 | 0.001 | 0.0001 |
2019-02-09 | CMCSA | 2019-02-22 | 41.5 | Put | 3.85 | 3.95 | 0.1897 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CMCSA | 2019-02-22 | 43 | Call | 0 | 0.03 | 0.1897 | 0.0002 | 0.0005 | 0 | 0 | 0 |
2019-02-09 | CMCSA | 2019-02-22 | 43 | Put | 5.35 | 5.5 | 0.1897 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CMCSA | 2019-03-08 | 32 | Call | 4.85 | 7.15 | 0.2375 | 0.994 | 0.0068 | -0.003 | 0.0018 | 0.0243 |
2019-02-09 | CMCSA | 2019-03-08 | 32 | Put | 0.01 | 0.08 | 0.2816 | -0.0165 | 0.014 | -0.0021 | 0.0043 | -0.0005 |
2019-02-09 | CMCSA | 2019-03-08 | 34 | Call | 3.15 | 4.35 | 0.2354 | 0.9459 | 0.0448 | -0.007 | 0.0114 | 0.0244 |
2019-02-09 | CMCSA | 2019-03-08 | 34 | Put | 0.06 | 0.17 | 0.2774 | -0.0847 | 0.0537 | -0.0078 | 0.0162 | -0.0025 |
2019-02-09 | CMCSA | 2019-03-08 | 35 | Call | 2.22 | 3.05 | 0.2666 | 0.8494 | 0.0842 | -0.0136 | 0.0243 | 0.0223 |
2019-02-09 | CMCSA | 2019-03-08 | 35 | Put | 0.19 | 0.26 | 0.2666 | -0.1508 | 0.0848 | -0.0113 | 0.0249 | -0.0042 |
2019-02-09 | CMCSA | 2019-03-08 | 36 | Call | 2.02 | 2.08 | 0.2465 | 0.758 | 0.1217 | -0.0162 | 0.0325 | 0.0203 |
2019-02-09 | CMCSA | 2019-03-08 | 36 | Put | 0.33 | 0.44 | 0.2475 | -0.2438 | 0.1225 | -0.0139 | 0.0324 | -0.0066 |
2019-02-09 | CMCSA | 2019-03-08 | 37 | Call | 1.29 | 1.35 | 0.2299 | 0.6237 | 0.1586 | -0.0178 | 0.0395 | 0.017 |
2019-02-09 | CMCSA | 2019-03-08 | 37 | Put | 0.61 | 0.72 | 0.2332 | -0.3798 | 0.1585 | -0.0156 | 0.0397 | -0.0099 |
2019-02-09 | CMCSA | 2019-03-08 | 37.5 | Call | 0.92 | 1.02 | 0.2125 | 0.543 | 0.1792 | -0.017 | 0.0413 | 0.0149 |
2019-02-09 | CMCSA | 2019-03-08 | 37.5 | Put | 0.79 | 0.85 | 0.2168 | -0.4607 | 0.1784 | -0.015 | 0.0413 | -0.0116 |
2019-02-09 | CMCSA | 2019-03-08 | 38.5 | Call | 0.51 | 0.55 | 0.21 | 0.3654 | 0.172 | -0.0156 | 0.0392 | 0.0101 |
2019-02-09 | CMCSA | 2019-03-08 | 38.5 | Put | 1.33 | 1.46 | 0.2179 | -0.635 | 0.1702 | -0.0139 | 0.0397 | -0.0147 |
2019-02-09 | CMCSA | 2019-03-08 | 39 | Call | 0.3 | 0.38 | 0.1991 | 0.2742 | 0.1607 | -0.013 | 0.0347 | 0.0076 |
2019-02-09 | CMCSA | 2019-03-08 | 39 | Put | 1.67 | 1.83 | 0.2201 | -0.712 | 0.1547 | -0.0125 | 0.0363 | -0.0155 |
2019-02-09 | CMCSA | 2019-03-08 | 40 | Call | 0.11 | 0.18 | 0.1968 | 0.1418 | 0.1096 | -0.0086 | 0.0234 | 0.004 |
2019-02-09 | CMCSA | 2019-03-08 | 40 | Put | 1.83 | 3.05 | 0.1696 | -0.915 | 0.1122 | -0.0037 | 0.0172 | -0.0109 |
2019-02-09 | CMCSA | 2019-03-08 | 41.5 | Call | 0 | 0.07 | 0.1989 | 0.0419 | 0.0432 | -0.0034 | 0.0093 | 0.0012 |
2019-02-09 | CMCSA | 2019-03-08 | 41.5 | Put | 3.1 | 4.4 | 0.1942 | -0.9866 | 0.0474 | -0.0006 | 0.0044 | -0.0019 |
2019-02-09 | CMCSA | 2019-03-08 | 43 | Call | 0 | 0.04 | 0.1989 | 0.0088 | 0.0115 | -0.0009 | 0.0025 | 0.0003 |
2019-02-09 | CMCSA | 2019-03-08 | 43 | Put | 3.6 | 6.3 | 0.1942 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CMCSA | 2019-03-29 | 32 | Call | 5.1 | 7.7 | 0.5156 | 0.8332 | 0.0352 | -0.0199 | 0.0344 | 0.0334 |
2019-02-09 | CMCSA | 2019-03-29 | 32 | Put | 0.1 | 0.16 | 0.3109 | -0.0663 | 0.0301 | -0.0054 | 0.0177 | -0.0035 |
2019-02-09 | CMCSA | 2019-03-29 | 34 | Call | 1.84 | 4.85 | 0.273 | 0.8625 | 0.0585 | -0.0105 | 0.0303 | 0.0381 |
2019-02-09 | CMCSA | 2019-03-29 | 34 | Put | 0.21 | 0.34 | 0.273 | -0.1377 | 0.059 | -0.0081 | 0.0316 | -0.0067 |
2019-02-09 | CMCSA | 2019-03-29 | 35 | Call | 3 | 3.15 | 0.2417 | 0.8142 | 0.0804 | -0.0111 | 0.0369 | 0.0369 |
2019-02-09 | CMCSA | 2019-03-29 | 35 | Put | 0.34 | 0.48 | 0.2562 | -0.1992 | 0.0798 | -0.0096 | 0.0389 | -0.0095 |
2019-02-09 | CMCSA | 2019-03-29 | 36 | Call | 2.23 | 2.4 | 0.2367 | 0.7208 | 0.1031 | -0.013 | 0.0463 | 0.0332 |
2019-02-09 | CMCSA | 2019-03-29 | 36 | Put | 0.58 | 0.7 | 0.2466 | -0.2879 | 0.1015 | -0.0111 | 0.0477 | -0.0134 |
2019-02-09 | CMCSA | 2019-03-29 | 37 | Call | 1.53 | 1.71 | 0.2245 | 0.61 | 0.1241 | -0.0136 | 0.0528 | 0.0286 |
2019-02-09 | CMCSA | 2019-03-29 | 37 | Put | 0.89 | 1.01 | 0.2343 | -0.3966 | 0.1214 | -0.0118 | 0.0534 | -0.0179 |
2019-02-09 | CMCSA | 2019-03-29 | 37.5 | Call | 1.22 | 1.39 | 0.2166 | 0.5467 | 0.1328 | -0.0134 | 0.0546 | 0.0258 |
2019-02-09 | CMCSA | 2019-03-29 | 37.5 | Put | 1.07 | 1.23 | 0.2287 | -0.4586 | 0.1284 | -0.0117 | 0.0546 | -0.0202 |
2019-02-09 | CMCSA | 2019-03-29 | 38.5 | Call | 0.75 | 0.9 | 0.2106 | 0.4118 | 0.1342 | -0.0126 | 0.0536 | 0.0197 |
2019-02-09 | CMCSA | 2019-03-29 | 38.5 | Put | 1.59 | 1.77 | 0.2244 | -0.5882 | 0.1299 | -0.011 | 0.054 | -0.0242 |
2019-02-09 | CMCSA | 2019-03-29 | 39 | Call | 0.6 | 0.72 | 0.2125 | 0.3498 | 0.1266 | -0.012 | 0.051 | 0.0168 |
2019-02-09 | CMCSA | 2019-03-29 | 39 | Put | 1.9 | 2.07 | 0.2205 | -0.653 | 0.1267 | -0.01 | 0.0508 | -0.0257 |
2019-02-09 | CMCSA | 2019-03-29 | 40 | Call | 0.28 | 0.44 | 0.2042 | 0.2287 | 0.1076 | -0.0093 | 0.0417 | 0.011 |
2019-02-09 | CMCSA | 2019-03-29 | 40 | Put | 2.6 | 2.8 | 0.2158 | -0.7715 | 0.1102 | -0.0077 | 0.0424 | -0.0263 |
2019-02-09 | CMCSA | 2019-03-29 | 41.5 | Call | 0.1 | 0.16 | 0.1994 | 0.1025 | 0.0651 | -0.0053 | 0.0246 | 0.005 |
2019-02-09 | CMCSA | 2019-03-29 | 41.5 | Put | 2.01 | 5.8 | 0.1994 | -0.9232 | 0.0729 | -0.0029 | 0.0205 | -0.0171 |
2019-02-09 | CMCSA | 2019-03-29 | 43 | Call | 0.01 | 0.08 | 0.1994 | 0.0398 | 0.0312 | -0.0025 | 0.0118 | 0.0019 |
2019-02-09 | CMCSA | 2019-03-29 | 43 | Put | 3.75 | 7.4 | 0.1994 | -0.9961 | 0.0238 | 0 | 0.0027 | 0 |
2019-02-09 | CME | 2019-02-22 | 152.5 | Call | 23.6 | 27.9 | 0.3809 | 0.9838 | 0.003 | -0.0297 | 0.0141 | 0.0573 |
2019-02-09 | CME | 2019-02-22 | 152.5 | Put | 0 | 0.75 | 0.3564 | -0.0113 | 0.0024 | -0.013 | 0.0103 | -0.0008 |
2019-02-09 | CME | 2019-02-22 | 160 | Call | 17 | 20.1 | 0.3809 | 0.9326 | 0.0098 | -0.0723 | 0.0455 | 0.0565 |
2019-02-09 | CME | 2019-02-22 | 160 | Put | 0.25 | 0.5 | 0.3564 | -0.0556 | 0.009 | -0.0491 | 0.0391 | -0.0039 |
2019-02-09 | CME | 2019-02-22 | 165 | Call | 13.1 | 14.2 | 0.2717 | 0.9322 | 0.0138 | -0.0551 | 0.0457 | 0.0584 |
2019-02-09 | CME | 2019-02-22 | 165 | Put | 0.55 | 0.8 | 0.3393 | -0.1136 | 0.0163 | -0.0803 | 0.0678 | -0.0075 |
2019-02-09 | CME | 2019-02-22 | 170 | Call | 8.6 | 11.2 | 0.3344 | 0.7785 | 0.0255 | -0.1329 | 0.1037 | 0.0494 |
2019-02-09 | CME | 2019-02-22 | 170 | Put | 1.05 | 1.5 | 0.3086 | -0.2045 | 0.0265 | -0.1071 | 0.1013 | -0.0133 |
2019-02-09 | CME | 2019-02-22 | 175 | Call | 5 | 6.3 | 0.2702 | 0.6508 | 0.0393 | -0.1324 | 0.1291 | 0.0423 |
2019-02-09 | CME | 2019-02-22 | 175 | Put | 1.55 | 2.6 | 0.2536 | -0.3421 | 0.0418 | -0.1126 | 0.1289 | -0.0215 |
2019-02-09 | CME | 2019-02-22 | 177.5 | Call | 3.7 | 4.1 | 0.2482 | 0.5499 | 0.0457 | -0.1291 | 0.1381 | 0.0361 |
2019-02-09 | CME | 2019-02-22 | 177.5 | Put | 2.75 | 3.6 | 0.2581 | -0.4529 | 0.0444 | -0.1228 | 0.1385 | -0.0277 |
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