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 | CMG | 2019-03-29 | 525 | Call | 63.6 | 68 | 0.319 | 0.8369 | 0.0036 | -0.2015 | 0.5257 | 0.5659 |
2019-02-09 | CMG | 2019-03-29 | 525 | Put | 4.4 | 8.5 | 0.3232 | -0.1663 | 0.0036 | -0.1695 | 0.5476 | -0.1263 |
2019-02-09 | CMG | 2019-03-29 | 542.5 | Call | 49 | 54 | 0.3044 | 0.7671 | 0.0047 | -0.2311 | 0.6525 | 0.5305 |
2019-02-09 | CMG | 2019-03-29 | 542.5 | Put | 9 | 11.6 | 0.3183 | -0.2421 | 0.0046 | -0.2077 | 0.6642 | -0.1818 |
2019-02-09 | CMG | 2019-03-29 | 560 | Call | 37.7 | 41.5 | 0.3043 | 0.6717 | 0.0056 | -0.2649 | 0.7712 | 0.4719 |
2019-02-09 | CMG | 2019-03-29 | 560 | Put | 13.9 | 17 | 0.3105 | -0.3325 | 0.0055 | -0.2334 | 0.7756 | -0.2445 |
2019-02-09 | CMG | 2019-03-29 | 570 | Call | 30.7 | 34.5 | 0.2918 | 0.6154 | 0.0061 | -0.2664 | 0.8155 | 0.4373 |
2019-02-09 | CMG | 2019-03-29 | 570 | Put | 17.5 | 20.5 | 0.3048 | -0.39 | 0.006 | -0.2407 | 0.8258 | -0.2815 |
2019-02-09 | CMG | 2019-03-29 | 585 | Call | 23.5 | 26.7 | 0.296 | 0.5204 | 0.0063 | -0.277 | 0.8503 | 0.3731 |
2019-02-09 | CMG | 2019-03-29 | 585 | Put | 24 | 26.9 | 0.2959 | -0.4833 | 0.0064 | -0.2393 | 0.8501 | -0.3383 |
2019-02-09 | CMG | 2019-03-29 | 595 | Call | 18.7 | 22.5 | 0.2954 | 0.4579 | 0.0063 | -0.273 | 0.8467 | 0.3303 |
2019-02-09 | CMG | 2019-03-29 | 595 | Put | 29.3 | 32.2 | 0.293 | -0.5475 | 0.0065 | -0.2334 | 0.8504 | -0.373 |
2019-02-09 | CMG | 2019-03-29 | 610 | Call | 12.9 | 15.3 | 0.2835 | 0.3616 | 0.0062 | -0.2456 | 0.7996 | 0.2637 |
2019-02-09 | CMG | 2019-03-29 | 610 | Put | 37.9 | 40.7 | 0.2809 | -0.6467 | 0.0064 | -0.205 | 0.7902 | -0.4142 |
2019-02-09 | CMG | 2019-03-29 | 620 | Call | 8.8 | 12.4 | 0.2761 | 0.299 | 0.0059 | -0.2206 | 0.7409 | 0.2195 |
2019-02-09 | CMG | 2019-03-29 | 620 | Put | 45 | 48.5 | 0.2859 | -0.7015 | 0.0059 | -0.1926 | 0.7545 | -0.4311 |
2019-02-09 | CMG | 2019-03-29 | 640 | Call | 3.9 | 8 | 0.2612 | 0.1854 | 0.0048 | -0.1595 | 0.5704 | 0.1376 |
2019-02-09 | CMG | 2019-03-29 | 640 | Put | 58.5 | 63.5 | 0.2612 | -0.8281 | 0.005 | -0.1208 | 0.5556 | -0.4137 |
2019-02-09 | CMG | 2019-03-29 | 670 | Call | 1.75 | 3.6 | 0.2848 | 0.1053 | 0.003 | -0.1173 | 0.3889 | 0.0784 |
2019-02-09 | CMG | 2019-03-29 | 670 | Put | 85.5 | 90.5 | 0.2735 | -0.9232 | 0.0032 | -0.0651 | 0.3217 | -0.3129 |
2019-02-09 | CMI | 2019-02-22 | 126 | Call | 20.4 | 24.7 | 0.3917 | 0.9981 | 0.0008 | -0.0125 | 0.0017 | 0.0171 |
2019-02-09 | CMI | 2019-02-22 | 126 | Put | 0 | 0.15 | 0.2657 | -0.0012 | 0.0005 | -0.0011 | 0.0012 | -0.0001 |
2019-02-09 | CMI | 2019-02-22 | 133 | Call | 13.9 | 17 | 0.3917 | 0.9638 | 0.0101 | -0.0549 | 0.0249 | 0.0205 |
2019-02-09 | CMI | 2019-02-22 | 133 | Put | 0 | 0.15 | 0.2657 | -0.0234 | 0.0072 | -0.0149 | 0.016 | -0.0013 |
2019-02-09 | CMI | 2019-02-22 | 138 | Call | 9.7 | 11.1 | 0.2664 | 0.9651 | 0.0148 | -0.0404 | 0.0189 | 0.0196 |
2019-02-09 | CMI | 2019-02-22 | 138 | Put | 0.25 | 0.4 | 0.2558 | -0.0924 | 0.0225 | -0.0428 | 0.0496 | -0.005 |
2019-02-09 | CMI | 2019-02-22 | 142 | Call | 6.6 | 7.2 | 0.2853 | 0.8238 | 0.0424 | -0.1104 | 0.0652 | 0.0222 |
2019-02-09 | CMI | 2019-02-22 | 142 | Put | 0.7 | 0.9 | 0.2338 | -0.2061 | 0.0426 | -0.0668 | 0.0839 | -0.011 |
2019-02-09 | CMI | 2019-02-22 | 145 | Call | 4.2 | 4.8 | 0.2645 | 0.6864 | 0.0591 | -0.1294 | 0.0981 | 0.0238 |
2019-02-09 | CMI | 2019-02-22 | 145 | Put | 1.5 | 1.75 | 0.2281 | -0.3561 | 0.0572 | -0.0845 | 0.1067 | -0.0184 |
2019-02-09 | CMI | 2019-02-22 | 148 | Call | 2.1 | 2.8 | 0.2352 | 0.5018 | 0.07 | -0.1198 | 0.1115 | 0.0215 |
2019-02-09 | CMI | 2019-02-22 | 148 | Put | 2.75 | 3.1 | 0.2203 | -0.5388 | 0.0634 | -0.0855 | 0.1142 | -0.0262 |
2019-02-09 | CMI | 2019-02-22 | 150 | Call | 1.4 | 1.9 | 0.2384 | 0.3722 | 0.0613 | -0.107 | 0.1065 | 0.0173 |
2019-02-09 | CMI | 2019-02-22 | 150 | Put | 3.9 | 4.4 | 0.2196 | -0.6605 | 0.059 | -0.0773 | 0.1054 | -0.0303 |
2019-02-09 | CMI | 2019-02-22 | 155 | Call | 0.25 | 0.4 | 0.2109 | 0.1122 | 0.0319 | -0.0432 | 0.0555 | 0.0062 |
2019-02-09 | CMI | 2019-02-22 | 155 | Put | 7.8 | 8.3 | 0.2055 | -0.9022 | 0.0312 | -0.0292 | 0.0525 | -0.0309 |
2019-02-09 | CMI | 2019-02-22 | 157.5 | Call | 0.1 | 0.2 | 0.3441 | 0.1681 | 0.0253 | -0.0907 | 0.0724 | 0.0092 |
2019-02-09 | CMI | 2019-02-22 | 157.5 | Put | 9.6 | 12.6 | 0.3441 | -0.8361 | 0.0256 | -0.0807 | 0.0728 | -0.0351 |
2019-02-09 | CMI | 2019-02-22 | 162.5 | Call | 0 | 0.15 | 0.3441 | 0.077 | 0.0146 | -0.0519 | 0.0416 | 0.0042 |
2019-02-09 | CMI | 2019-02-22 | 162.5 | Put | 13.6 | 17.8 | 0.3441 | -0.9281 | 0.0146 | -0.0407 | 0.0408 | -0.0328 |
2019-02-09 | CMI | 2019-02-22 | 170 | Call | 0 | 0.15 | 0.3441 | 0.0181 | 0.0045 | -0.0159 | 0.0128 | 0.001 |
2019-02-09 | CMI | 2019-02-22 | 170 | Put | 21.2 | 25.3 | 0.3441 | -0.9861 | 0.0041 | -0.0025 | 0.0111 | -0.0269 |
2019-02-09 | CMI | 2019-03-08 | 125 | Call | 20.9 | 25.3 | 0.2947 | 0.9998 | 0.0002 | -0.0091 | 0.0003 | 0.0164 |
2019-02-09 | CMI | 2019-03-08 | 125 | Put | 0 | 0.35 | 0.2947 | -0.0195 | 0.004 | -0.01 | 0.0193 | -0.0023 |
2019-02-09 | CMI | 2019-03-08 | 133 | Call | 13.1 | 17.5 | 0.2737 | 0.9781 | 0.0091 | -0.0293 | 0.0229 | 0.0245 |
2019-02-09 | CMI | 2019-03-08 | 133 | Put | 0.35 | 0.5 | 0.2737 | -0.0811 | 0.0135 | -0.0292 | 0.0637 | -0.0089 |
2019-02-09 | CMI | 2019-03-08 | 138 | Call | 10.1 | 11.2 | 0.2592 | 0.8898 | 0.0295 | -0.0671 | 0.0807 | 0.0475 |
2019-02-09 | CMI | 2019-03-08 | 138 | Put | 0.6 | 1.05 | 0.2426 | -0.1548 | 0.0242 | -0.0406 | 0.0976 | -0.0166 |
2019-02-09 | CMI | 2019-03-08 | 142 | Call | 7 | 8 | 0.2619 | 0.7349 | 0.0393 | -0.0871 | 0.1349 | 0.0619 |
2019-02-09 | CMI | 2019-03-08 | 142 | Put | 1.45 | 1.85 | 0.2346 | -0.2722 | 0.035 | -0.0542 | 0.1352 | -0.0285 |
2019-02-09 | CMI | 2019-03-08 | 145 | Call | 4.7 | 5.4 | 0.2285 | 0.6291 | 0.0472 | -0.0792 | 0.1525 | 0.0604 |
2019-02-09 | CMI | 2019-03-08 | 145 | Put | 2.3 | 2.8 | 0.2244 | -0.3851 | 0.0423 | -0.059 | 0.1553 | -0.0392 |
2019-02-09 | CMI | 2019-03-08 | 148 | Call | 3.1 | 3.6 | 0.2225 | 0.4898 | 0.0459 | -0.0722 | 0.1624 | 0.051 |
2019-02-09 | CMI | 2019-03-08 | 148 | Put | 3.4 | 4.2 | 0.214 | -0.5184 | 0.0466 | -0.0576 | 0.1628 | -0.05 |
2019-02-09 | CMI | 2019-03-08 | 150 | Call | 2.15 | 2.65 | 0.2155 | 0.3978 | 0.0445 | -0.0652 | 0.1557 | 0.043 |
2019-02-09 | CMI | 2019-03-08 | 150 | Put | 4.6 | 5.4 | 0.2157 | -0.6079 | 0.0448 | -0.0552 | 0.1551 | -0.0561 |
2019-02-09 | CMI | 2019-03-08 | 155 | Call | 0.75 | 1.2 | 0.2125 | 0.2052 | 0.0329 | -0.0462 | 0.1193 | 0.0226 |
2019-02-09 | CMI | 2019-03-08 | 155 | Put | 7.9 | 8.9 | 0.1938 | -0.83 | 0.0349 | -0.0298 | 0.1047 | -0.0584 |
2019-02-09 | CMI | 2019-03-08 | 157.5 | Call | 0.4 | 0.6 | 0.2025 | 0.125 | 0.0249 | -0.0316 | 0.0839 | 0.0137 |
2019-02-09 | CMI | 2019-03-08 | 157.5 | Put | 10.2 | 11.3 | 0.2143 | -0.8736 | 0.0265 | -0.0263 | 0.0857 | -0.0564 |
2019-02-09 | CMI | 2019-03-08 | 162.5 | Call | 0 | 0.2 | 0.227 | 0.0646 | 0.0136 | -0.0215 | 0.0514 | 0.0071 |
2019-02-09 | CMI | 2019-03-08 | 162.5 | Put | 13.6 | 17.9 | 0.227 | -0.9503 | 0.0138 | -0.0103 | 0.0438 | -0.0429 |
2019-02-09 | CMI | 2019-03-08 | 170 | Call | 0 | 0.1 | 0.227 | 0.0127 | 0.0035 | -0.0055 | 0.0134 | 0.0014 |
2019-02-09 | CMI | 2019-03-08 | 170 | Put | 20.6 | 25.3 | 0.227 | -0.9964 | 0.0019 | 0 | 0.0053 | -0.0247 |
2019-02-09 | CMI | 2019-03-29 | 135 | Call | 13.4 | 15 | 0.2824 | 0.8333 | 0.0209 | -0.0571 | 0.1299 | 0.1214 |
2019-02-09 | CMI | 2019-03-29 | 135 | Put | 1.1 | 1.35 | 0.2581 | -0.1602 | 0.0177 | -0.0331 | 0.1367 | -0.0302 |
2019-02-09 | CMI | 2019-03-29 | 138 | Call | 10.9 | 12.3 | 0.2638 | 0.7787 | 0.0237 | -0.0562 | 0.1615 | 0.1292 |
2019-02-09 | CMI | 2019-03-29 | 138 | Put | 1.55 | 1.9 | 0.2485 | -0.2162 | 0.0221 | -0.0381 | 0.1637 | -0.0401 |
2019-02-09 | CMI | 2019-03-29 | 142 | Call | 7.9 | 8.9 | 0.2416 | 0.6876 | 0.028 | -0.0551 | 0.1937 | 0.1233 |
2019-02-09 | CMI | 2019-03-29 | 142 | Put | 2.55 | 2.85 | 0.2374 | -0.3134 | 0.0281 | -0.0434 | 0.1918 | -0.0568 |
2019-02-09 | CMI | 2019-03-29 | 145 | Call | 5.9 | 6.8 | 0.2305 | 0.6016 | 0.0313 | -0.0551 | 0.209 | 0.1107 |
2019-02-09 | CMI | 2019-03-29 | 145 | Put | 3.6 | 4 | 0.2339 | -0.4031 | 0.0312 | -0.0461 | 0.2092 | -0.0711 |
2019-02-09 | CMI | 2019-03-29 | 148 | Call | 4.3 | 5.1 | 0.2261 | 0.5052 | 0.0329 | -0.0548 | 0.2155 | 0.094 |
2019-02-09 | CMI | 2019-03-29 | 148 | Put | 4.7 | 5.4 | 0.2246 | -0.5003 | 0.0337 | -0.0448 | 0.215 | -0.0847 |
2019-02-09 | CMI | 2019-03-29 | 150 | Call | 3.4 | 4 | 0.2203 | 0.4383 | 0.0333 | -0.0523 | 0.212 | 0.0822 |
2019-02-09 | CMI | 2019-03-29 | 150 | Put | 5.3 | 6.4 | 0.209 | -0.574 | 0.0359 | -0.0401 | 0.211 | -0.0926 |
2019-02-09 | CMI | 2019-03-29 | 155 | Call | 1.7 | 2.1 | 0.2122 | 0.2787 | 0.0295 | -0.0422 | 0.1833 | 0.053 |
2019-02-09 | CMI | 2019-03-29 | 155 | Put | 8.5 | 9.8 | 0.2026 | -0.7451 | 0.0316 | -0.03 | 0.1774 | -0.1017 |
2019-02-09 | CMI | 2019-03-29 | 157.5 | Call | 1.15 | 1.5 | 0.2109 | 0.2123 | 0.0256 | -0.0359 | 0.1604 | 0.0406 |
2019-02-09 | CMI | 2019-03-29 | 157.5 | Put | 9.9 | 11.8 | 0.1801 | -0.8495 | 0.0284 | -0.0176 | 0.1275 | -0.0892 |
2019-02-09 | CMI | 2019-03-29 | 162.5 | Call | 0.45 | 0.6 | 0.202 | 0.1042 | 0.0166 | -0.0212 | 0.0974 | 0.0199 |
2019-02-09 | CMI | 2019-03-29 | 162.5 | Put | 14.7 | 17.2 | 0.2422 | -0.8666 | 0.019 | -0.0229 | 0.1194 | -0.0956 |
2019-02-09 | CMI | 2019-03-29 | 170 | Call | 0 | 0.2 | 0.2582 | 0.0745 | 0.0101 | -0.0208 | 0.0759 | 0.0141 |
2019-02-09 | CMI | 2019-03-29 | 170 | Put | 20.7 | 25.3 | 0.2838 | -0.9214 | 0.0119 | -0.0171 | 0.0824 | -0.0835 |
2019-02-09 | CMS | 2019-02-15 | 45 | Call | 6.1 | 9.4 | 0.1556 | 1 | 0 | -0.0031 | 0 | 0.0086 |
2019-02-09 | CMS | 2019-02-15 | 45 | Put | 0 | 0.95 | 0.1556 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CMS | 2019-02-15 | 50 | Call | 2.4 | 3.2 | 0.1556 | 0.9965 | 0.0093 | -0.0043 | 0.0008 | 0.0095 |
2019-02-09 | CMS | 2019-02-15 | 50 | Put | 0 | 0.1 | 0.1556 | -0.0035 | 0.0093 | -0.0008 | 0.0008 | 0 |
2019-02-09 | CMS | 2019-02-15 | 55 | Call | 0 | 0.3 | 0.1556 | 0.0418 | 0.0783 | -0.0074 | 0.0065 | 0.0004 |
2019-02-09 | CMS | 2019-02-15 | 55 | Put | 1.6 | 2.7 | 0.1556 | -0.9705 | 0.0846 | -0.0041 | 0.0056 | -0.0027 |
2019-02-09 | CMS | 2019-02-15 | 60 | Call | 0 | 0.5 | 0.1556 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CMS | 2019-02-15 | 60 | Put | 6.6 | 8.6 | 0.1556 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CMS | 2019-03-15 | 45 | Call | 7.2 | 9.6 | 0.1556 | 0.9997 | 0.0004 | -0.0032 | 0.0002 | 0.043 |
2019-02-09 | CMS | 2019-03-15 | 45 | Put | 0 | 0.15 | 0.1556 | -0.0003 | 0.0004 | 0 | 0.0002 | 0 |
2019-02-09 | CMS | 2019-03-15 | 50 | Call | 3 | 3.4 | 0.1556 | 0.8972 | 0.0702 | -0.0096 | 0.0293 | 0.0424 |
2019-02-09 | CMS | 2019-03-15 | 50 | Put | 0 | 0.25 | 0.1556 | -0.1031 | 0.0709 | -0.0062 | 0.0309 | -0.0049 |
2019-02-09 | CMS | 2019-03-15 | 55 | Call | 0.1 | 0.25 | 0.1556 | 0.2377 | 0.1213 | -0.0121 | 0.0507 | 0.0117 |
2019-02-09 | CMS | 2019-03-15 | 55 | Put | 1.95 | 2.45 | 0.1556 | -0.7784 | 0.128 | -0.0088 | 0.0498 | -0.025 |
2019-02-09 | CMS | 2019-03-15 | 60 | Call | 0 | 1 | 0.1556 | 0.0059 | 0.0065 | -0.0006 | 0.0027 | 0.0003 |
2019-02-09 | CMS | 2019-03-15 | 60 | Put | 6.4 | 7.5 | 0.1556 | -1 | 0 | 0 | 0 | 0 |
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