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 | CME | 2019-02-22 | 182.5 | Call | 0.5 | 1.85 | 0.2437 | 0.3244 | 0.0423 | -0.1132 | 0.1255 | 0.0215 |
2019-02-09 | CME | 2019-02-22 | 182.5 | Put | 5.3 | 6.5 | 0.2437 | -0.6795 | 0.0429 | -0.1021 | 0.1276 | -0.0374 |
2019-02-09 | CME | 2019-02-22 | 185 | Call | 0.45 | 1 | 0.2437 | 0.2295 | 0.0357 | -0.0949 | 0.1058 | 0.0152 |
2019-02-09 | CME | 2019-02-22 | 185 | Put | 6.6 | 8.6 | 0.2437 | -0.7758 | 0.0363 | -0.0837 | 0.1071 | -0.0393 |
2019-02-09 | CME | 2019-02-22 | 190 | Call | 0.2 | 0.4 | 0.2437 | 0.0969 | 0.0202 | -0.0533 | 0.0598 | 0.0065 |
2019-02-09 | CME | 2019-02-22 | 190 | Put | 11 | 14.2 | 0.2437 | -0.9116 | 0.0209 | -0.0418 | 0.0575 | -0.0338 |
2019-02-09 | CME | 2019-02-22 | 195 | Call | 0.05 | 0.75 | 0.2437 | 0.0326 | 0.0086 | -0.0225 | 0.0254 | 0.0022 |
2019-02-09 | CME | 2019-02-22 | 195 | Put | 15 | 19.4 | 0.2437 | -0.9798 | 0.0094 | -0.0109 | 0.0188 | -0.0146 |
2019-02-09 | CME | 2019-02-22 | 205 | Call | 0 | 2.15 | 0.2437 | 0.0019 | 0.0007 | -0.0019 | 0.0021 | 0.0001 |
2019-02-09 | CME | 2019-02-22 | 205 | Put | 25 | 29.3 | 0.2437 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CME | 2019-03-08 | 152.5 | Call | 24.9 | 27.8 | 0.3406 | 0.961 | 0.0052 | -0.0359 | 0.0429 | 0.1024 |
2019-02-09 | CME | 2019-03-08 | 152.5 | Put | 0.35 | 1.75 | 0.3406 | -0.0471 | 0.0059 | -0.0288 | 0.0483 | -0.0067 |
2019-02-09 | CME | 2019-03-08 | 160 | Call | 17.8 | 20.5 | 0.3406 | 0.8917 | 0.0114 | -0.0666 | 0.094 | 0.0988 |
2019-02-09 | CME | 2019-03-08 | 160 | Put | 0.7 | 2.15 | 0.3406 | -0.1221 | 0.0121 | -0.059 | 0.0995 | -0.0174 |
2019-02-09 | CME | 2019-03-08 | 165 | Call | 13.9 | 14.8 | 0.2664 | 0.8711 | 0.0165 | -0.0602 | 0.1049 | 0.0999 |
2019-02-09 | CME | 2019-03-08 | 165 | Put | 1.15 | 2.7 | 0.2664 | -0.1472 | 0.0177 | -0.0522 | 0.1171 | -0.0199 |
2019-02-09 | CME | 2019-03-08 | 170 | Call | 9.6 | 11.3 | 0.2723 | 0.7581 | 0.0239 | -0.0851 | 0.1523 | 0.0887 |
2019-02-09 | CME | 2019-03-08 | 170 | Put | 1.9 | 2.25 | 0.2623 | -0.2574 | 0.0252 | -0.0713 | 0.1622 | -0.0348 |
2019-02-09 | CME | 2019-03-08 | 175 | Call | 6 | 6.8 | 0.2325 | 0.6358 | 0.0337 | -0.0861 | 0.1837 | 0.0765 |
2019-02-09 | CME | 2019-03-08 | 175 | Put | 3.3 | 3.7 | 0.2443 | -0.3956 | 0.0323 | -0.0779 | 0.1898 | -0.0535 |
2019-02-09 | CME | 2019-03-08 | 177.5 | Call | 4.6 | 5.2 | 0.2282 | 0.5487 | 0.0362 | -0.0878 | 0.1935 | 0.0666 |
2019-02-09 | CME | 2019-03-08 | 177.5 | Put | 3.4 | 4.9 | 0.2184 | -0.4786 | 0.0373 | -0.0706 | 0.1957 | -0.0643 |
2019-02-09 | CME | 2019-03-08 | 182.5 | Call | 1.5 | 2.8 | 0.1963 | 0.3477 | 0.0393 | -0.0694 | 0.1803 | 0.0432 |
2019-02-09 | CME | 2019-03-08 | 182.5 | Put | 6.4 | 7.6 | 0.2122 | -0.6629 | 0.0352 | -0.0597 | 0.1821 | -0.0896 |
2019-02-09 | CME | 2019-03-08 | 185 | Call | 1.55 | 2.1 | 0.22 | 0.2837 | 0.032 | -0.0703 | 0.1692 | 0.0354 |
2019-02-09 | CME | 2019-03-08 | 185 | Put | 8.7 | 11 | 0.2746 | -0.6874 | 0.0264 | -0.0765 | 0.1741 | -0.0948 |
2019-02-09 | CME | 2019-03-08 | 190 | Call | 0.65 | 1.35 | 0.2246 | 0.1592 | 0.0224 | -0.0507 | 0.1237 | 0.0201 |
2019-02-09 | CME | 2019-03-08 | 190 | Put | 12.2 | 13.9 | 0.2246 | -0.8518 | 0.0211 | -0.0344 | 0.12 | -0.1172 |
2019-02-09 | CME | 2019-03-08 | 195 | Call | 0.25 | 0.65 | 0.3153 | 0.1612 | 0.016 | -0.0706 | 0.1231 | 0.0201 |
2019-02-09 | CME | 2019-03-08 | 195 | Put | 16.4 | 19.8 | 0.3153 | -0.8461 | 0.0154 | -0.0541 | 0.1207 | -0.1204 |
2019-02-09 | CME | 2019-03-08 | 205 | Call | 0 | 0.45 | 0.3153 | 0.0579 | 0.0076 | -0.0331 | 0.057 | 0.0074 |
2019-02-09 | CME | 2019-03-08 | 205 | Put | 25.6 | 29.7 | 0.3153 | -0.9447 | 0.0072 | -0.0173 | 0.0553 | -0.1387 |
2019-02-09 | CME | 2019-03-29 | 152.5 | Call | 24.2 | 28 | 0.2415 | 0.9767 | 0.0041 | -0.0209 | 0.0388 | 0.1133 |
2019-02-09 | CME | 2019-03-29 | 152.5 | Put | 0.65 | 0.8 | 0.3085 | -0.0766 | 0.0072 | -0.0286 | 0.0952 | -0.0179 |
2019-02-09 | CME | 2019-03-29 | 160 | Call | 18.5 | 21 | 0.2968 | 0.8636 | 0.0123 | -0.0563 | 0.1406 | 0.1294 |
2019-02-09 | CME | 2019-03-29 | 160 | Put | 0.5 | 1.35 | 0.2968 | -0.1501 | 0.0122 | -0.0442 | 0.1519 | -0.0347 |
2019-02-09 | CME | 2019-03-29 | 165 | Call | 14.2 | 16.6 | 0.2764 | 0.8013 | 0.0166 | -0.0638 | 0.1816 | 0.1314 |
2019-02-09 | CME | 2019-03-29 | 165 | Put | 0.2 | 2 | 0.2764 | -0.212 | 0.0163 | -0.0508 | 0.1905 | -0.0482 |
2019-02-09 | CME | 2019-03-29 | 170 | Call | 10.3 | 11.3 | 0.2302 | 0.7354 | 0.0233 | -0.0618 | 0.2142 | 0.1281 |
2019-02-09 | CME | 2019-03-29 | 170 | Put | 2.75 | 3.1 | 0.2407 | -0.2866 | 0.022 | -0.0511 | 0.2249 | -0.0633 |
2019-02-09 | CME | 2019-03-29 | 175 | Call | 6.5 | 7.8 | 0.2116 | 0.6119 | 0.0291 | -0.0635 | 0.2487 | 0.1175 |
2019-02-09 | CME | 2019-03-29 | 175 | Put | 3.3 | 4.7 | 0.2082 | -0.3994 | 0.029 | -0.0488 | 0.2521 | -0.0848 |
2019-02-09 | CME | 2019-03-29 | 177.5 | Call | 5.5 | 7.6 | 0.2412 | 0.5364 | 0.0261 | -0.0719 | 0.257 | 0.1084 |
2019-02-09 | CME | 2019-03-29 | 177.5 | Put | 5.3 | 5.8 | 0.2233 | -0.4732 | 0.0279 | -0.0537 | 0.2582 | -0.099 |
2019-02-09 | CME | 2019-03-29 | 182.5 | Call | 2.3 | 4 | 0.1924 | 0.3789 | 0.0311 | -0.0542 | 0.2513 | 0.0818 |
2019-02-09 | CME | 2019-03-29 | 182.5 | Put | 7.5 | 8.5 | 0.2066 | -0.6209 | 0.0291 | -0.0451 | 0.2487 | -0.1224 |
2019-02-09 | CME | 2019-03-29 | 185 | Call | 2.2 | 3.1 | 0.2049 | 0.3195 | 0.0272 | -0.0531 | 0.2327 | 0.0706 |
2019-02-09 | CME | 2019-03-29 | 185 | Put | 9.2 | 10.3 | 0.2087 | -0.6867 | 0.027 | -0.0412 | 0.2296 | -0.1317 |
2019-02-09 | CME | 2019-03-29 | 190 | Call | 0.65 | 1.55 | 0.2043 | 0.203 | 0.0214 | -0.0411 | 0.1903 | 0.0463 |
2019-02-09 | CME | 2019-03-29 | 190 | Put | 11.7 | 14.1 | 0.1972 | -0.8171 | 0.0217 | -0.025 | 0.1724 | -0.1443 |
2019-02-09 | CME | 2019-03-29 | 195 | Call | 0.6 | 0.8 | 0.2 | 0.1141 | 0.0149 | -0.027 | 0.1254 | 0.0262 |
2019-02-09 | CME | 2019-03-29 | 195 | Put | 16.7 | 19.5 | 0.2245 | -0.8666 | 0.0155 | -0.0215 | 0.1413 | -0.1507 |
2019-02-09 | CME | 2019-03-29 | 205 | Call | 0 | 0.75 | 0.2087 | 0.0355 | 0.0058 | -0.0113 | 0.0507 | 0.0082 |
2019-02-09 | CME | 2019-03-29 | 205 | Put | 25.6 | 29.8 | 0.2377 | -0.9508 | 0.0071 | -0.0033 | 0.0685 | -0.1549 |
2019-02-09 | CMG | 2019-02-22 | 495 | Call | 86 | 91 | 0.3494 | 0.9925 | 0.0005 | -0.0636 | 0.0235 | 0.1879 |
2019-02-09 | CMG | 2019-02-22 | 495 | Put | 0 | 0.4 | 0.3589 | -0.0088 | 0.0006 | -0.0347 | 0.0273 | -0.002 |
2019-02-09 | CMG | 2019-02-22 | 525 | Call | 57 | 62 | 0.3643 | 0.9348 | 0.0031 | -0.2227 | 0.145 | 0.186 |
2019-02-09 | CMG | 2019-02-22 | 525 | Put | 0.85 | 1.6 | 0.3649 | -0.0654 | 0.0031 | -0.1869 | 0.1454 | -0.0151 |
2019-02-09 | CMG | 2019-02-22 | 542.5 | Call | 42.3 | 44.7 | 0.3435 | 0.8671 | 0.0055 | -0.333 | 0.245 | 0.177 |
2019-02-09 | CMG | 2019-02-22 | 542.5 | Put | 1.95 | 4.6 | 0.3435 | -0.1328 | 0.0055 | -0.2962 | 0.2489 | -0.0287 |
2019-02-09 | CMG | 2019-02-22 | 560 | Call | 26.5 | 28.6 | 0.2827 | 0.778 | 0.0092 | -0.3728 | 0.3396 | 0.1632 |
2019-02-09 | CMG | 2019-02-22 | 560 | Put | 4.3 | 4.8 | 0.2917 | -0.2288 | 0.0092 | -0.3527 | 0.3571 | -0.0483 |
2019-02-09 | CMG | 2019-02-22 | 570 | Call | 19.7 | 21 | 0.2796 | 0.6736 | 0.0113 | -0.437 | 0.4114 | 0.1427 |
2019-02-09 | CMG | 2019-02-22 | 570 | Put | 6.8 | 7.6 | 0.2835 | -0.329 | 0.0113 | -0.4074 | 0.4207 | -0.0681 |
2019-02-09 | CMG | 2019-02-22 | 585 | Call | 10.9 | 12 | 0.269 | 0.489 | 0.013 | -0.4565 | 0.455 | 0.1049 |
2019-02-09 | CMG | 2019-02-22 | 585 | Put | 12.9 | 13.6 | 0.271 | -0.5127 | 0.013 | -0.4234 | 0.4559 | -0.1012 |
2019-02-09 | CMG | 2019-02-22 | 595 | Call | 7 | 7.7 | 0.2677 | 0.3627 | 0.0123 | -0.4237 | 0.428 | 0.0782 |
2019-02-09 | CMG | 2019-02-22 | 595 | Put | 18.5 | 19.9 | 0.2709 | -0.6386 | 0.0123 | -0.393 | 0.4338 | -0.1196 |
2019-02-09 | CMG | 2019-02-22 | 610 | Call | 3.1 | 6 | 0.3013 | 0.2333 | 0.0089 | -0.3852 | 0.3492 | 0.0504 |
2019-02-09 | CMG | 2019-02-22 | 610 | Put | 27.5 | 32.5 | 0.2623 | -0.8061 | 0.0095 | -0.2695 | 0.3238 | -0.1303 |
2019-02-09 | CMG | 2019-02-22 | 620 | Call | 1.6 | 2.7 | 0.2777 | 0.137 | 0.0069 | -0.2538 | 0.2503 | 0.0298 |
2019-02-09 | CMG | 2019-02-22 | 620 | Put | 36.5 | 41.5 | 0.2804 | -0.8667 | 0.0071 | -0.2215 | 0.2505 | -0.1269 |
2019-02-09 | CMG | 2019-02-22 | 640 | Call | 0 | 2.5 | 0.2777 | 0.0467 | 0.0031 | -0.1125 | 0.1114 | 0.0102 |
2019-02-09 | CMG | 2019-02-22 | 640 | Put | 55 | 60 | 0.2804 | -0.9612 | 0.0033 | -0.0777 | 0.1051 | -0.081 |
2019-02-09 | CMG | 2019-02-22 | 670 | Call | 0 | 5 | 0.2777 | 0.0059 | 0.0005 | -0.0191 | 0.019 | 0.0013 |
2019-02-09 | CMG | 2019-02-22 | 670 | Put | 84.5 | 89.5 | 0.2804 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CMG | 2019-03-08 | 495 | Call | 87.5 | 92.5 | 0.3599 | 0.9561 | 0.0016 | -0.129 | 0.1499 | 0.3584 |
2019-02-09 | CMG | 2019-03-08 | 495 | Put | 0 | 1.65 | 0.3684 | -0.0474 | 0.0017 | -0.103 | 0.1596 | -0.0221 |
2019-02-09 | CMG | 2019-03-08 | 525 | Call | 59.6 | 64.5 | 0.3366 | 0.8825 | 0.0036 | -0.2228 | 0.3181 | 0.3468 |
2019-02-09 | CMG | 2019-03-08 | 525 | Put | 2.7 | 3.4 | 0.3298 | -0.1131 | 0.0036 | -0.1783 | 0.3074 | -0.0493 |
2019-02-09 | CMG | 2019-03-08 | 542.5 | Call | 44.5 | 49 | 0.3143 | 0.8129 | 0.0053 | -0.2734 | 0.4338 | 0.3275 |
2019-02-09 | CMG | 2019-03-08 | 542.5 | Put | 4.9 | 8 | 0.3369 | -0.2022 | 0.0052 | -0.2666 | 0.4611 | -0.0871 |
2019-02-09 | CMG | 2019-03-08 | 560 | Call | 31.2 | 35.4 | 0.302 | 0.706 | 0.0071 | -0.3263 | 0.556 | 0.29 |
2019-02-09 | CMG | 2019-03-08 | 560 | Put | 8.8 | 11.5 | 0.3138 | -0.301 | 0.0069 | -0.3043 | 0.5645 | -0.127 |
2019-02-09 | CMG | 2019-03-08 | 570 | Call | 25 | 28.3 | 0.2972 | 0.6308 | 0.0079 | -0.3471 | 0.6089 | 0.2615 |
2019-02-09 | CMG | 2019-03-08 | 570 | Put | 12 | 15 | 0.3081 | -0.374 | 0.0077 | -0.3233 | 0.6134 | -0.1551 |
2019-02-09 | CMG | 2019-03-08 | 585 | Call | 16.4 | 19.4 | 0.2862 | 0.5064 | 0.0086 | -0.3485 | 0.6438 | 0.2126 |
2019-02-09 | CMG | 2019-03-08 | 585 | Put | 18.3 | 20.7 | 0.2926 | -0.4956 | 0.0086 | -0.3191 | 0.644 | -0.1977 |
2019-02-09 | CMG | 2019-03-08 | 595 | Call | 11.8 | 15.4 | 0.2865 | 0.4217 | 0.0085 | -0.3393 | 0.6314 | 0.178 |
2019-02-09 | CMG | 2019-03-08 | 595 | Put | 22.5 | 26.4 | 0.281 | -0.5841 | 0.0088 | -0.2959 | 0.6322 | -0.2239 |
2019-02-09 | CMG | 2019-03-08 | 605 | Call | 8.1 | 11.5 | 0.2815 | 0.3386 | 0.0081 | -0.31 | 0.5904 | 0.1438 |
2019-02-09 | CMG | 2019-03-08 | 605 | Put | 29.6 | 32.6 | 0.283 | -0.6652 | 0.0082 | -0.2749 | 0.5949 | -0.244 |
2019-02-09 | CMG | 2019-03-08 | 625 | Call | 2.3 | 7 | 0.2761 | 0.1973 | 0.0062 | -0.2287 | 0.4482 | 0.0846 |
2019-02-09 | CMG | 2019-03-08 | 625 | Put | 44 | 48 | 0.2761 | -0.8107 | 0.0064 | -0.1911 | 0.447 | -0.2538 |
2019-02-09 | CMG | 2019-03-08 | 640 | Call | 1.95 | 4.3 | 0.2783 | 0.1248 | 0.0046 | -0.1698 | 0.3318 | 0.0537 |
2019-02-09 | CMG | 2019-03-08 | 640 | Put | 56.5 | 61 | 0.2783 | -0.8856 | 0.0048 | -0.1316 | 0.3207 | -0.2314 |
2019-02-09 | CMG | 2019-03-08 | 670 | Call | 0.3 | 1.85 | 0.2783 | 0.0404 | 0.0019 | -0.0713 | 0.1403 | 0.0175 |
2019-02-09 | CMG | 2019-03-08 | 670 | Put | 84.5 | 89.5 | 0.2783 | -0.9759 | 0.0022 | -0.0324 | 0.0997 | -0.0955 |
2019-02-09 | CMG | 2019-03-29 | 495 | Call | 89.5 | 94.5 | 0.3307 | 0.9247 | 0.002 | -0.1343 | 0.3031 | 0.5993 |
2019-02-09 | CMG | 2019-03-29 | 495 | Put | 2.45 | 4.3 | 0.3572 | -0.0901 | 0.0021 | -0.1231 | 0.346 | -0.0698 |
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