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 | CNC | 2019-02-15 | 52.5 | Call | 10.1 | 11.2 | 0.3202 | 1 | 0 | -0.0037 | 0 | 0.0101 |
2019-02-09 | CNC | 2019-02-15 | 52.5 | Put | 0 | 0.1 | 0.3202 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CNC | 2019-02-15 | 57.5 | Call | 5.2 | 5.7 | 0.3202 | 0.9802 | 0.0172 | -0.0135 | 0.0042 | 0.0108 |
2019-02-09 | CNC | 2019-02-15 | 57.5 | Put | 0.05 | 0.15 | 0.3202 | -0.0198 | 0.0172 | -0.0095 | 0.0042 | -0.0002 |
2019-02-09 | CNC | 2019-02-15 | 60 | Call | 2.95 | 3.3 | 0.3202 | 0.864 | 0.0783 | -0.0471 | 0.019 | 0.0098 |
2019-02-09 | CNC | 2019-02-15 | 60 | Put | 0.15 | 0.3 | 0.3202 | -0.1359 | 0.0785 | -0.043 | 0.0193 | -0.0016 |
2019-02-09 | CNC | 2019-02-15 | 62.5 | Call | 1.05 | 1.3 | 0.2728 | 0.5796 | 0.1646 | -0.0689 | 0.034 | 0.0068 |
2019-02-09 | CNC | 2019-02-15 | 62.5 | Put | 0.75 | 0.9 | 0.2957 | -0.4261 | 0.1533 | -0.0707 | 0.0342 | -0.0047 |
2019-02-09 | CNC | 2019-02-15 | 65 | Call | 0.2 | 0.3 | 0.2678 | 0.1965 | 0.1188 | -0.047 | 0.0241 | 0.0023 |
2019-02-09 | CNC | 2019-02-15 | 65 | Put | 2.25 | 2.6 | 0.3078 | -0.7724 | 0.1145 | -0.0552 | 0.0267 | -0.0073 |
2019-02-09 | CNC | 2019-02-15 | 67.5 | Call | 0.05 | 0.1 | 0.2678 | 0.0306 | 0.0296 | -0.0117 | 0.006 | 0.0004 |
2019-02-09 | CNC | 2019-02-15 | 67.5 | Put | 4.3 | 4.9 | 0.3078 | -0.9531 | 0.0408 | -0.0165 | 0.0087 | -0.0056 |
2019-02-09 | CNC | 2019-02-15 | 70 | Call | 0 | 0.1 | 0.2678 | 0.0022 | 0.0029 | -0.0011 | 0.0006 | 0 |
2019-02-09 | CNC | 2019-02-15 | 70 | Put | 6.9 | 7.6 | 0.3078 | -1 | 0.0017 | 0 | 0 | 0 |
2019-02-09 | CNC | 2019-02-15 | 72.5 | Call | 0 | 0.05 | 0.2678 | 0.0001 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | CNC | 2019-02-15 | 72.5 | Put | 8.9 | 11.8 | 0.3078 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CNC | 2019-03-15 | 52.5 | Call | 10.2 | 11.3 | 0.298 | 0.979 | 0.0087 | -0.0078 | 0.0098 | 0.0488 |
2019-02-09 | CNC | 2019-03-15 | 52.5 | Put | 0.1 | 0.2 | 0.3455 | -0.0386 | 0.0125 | -0.0079 | 0.0163 | -0.0024 |
2019-02-09 | CNC | 2019-03-15 | 57.5 | Call | 5.9 | 6.2 | 0.3085 | 0.8447 | 0.0397 | -0.0238 | 0.0464 | 0.0451 |
2019-02-09 | CNC | 2019-03-15 | 57.5 | Put | 0.5 | 0.65 | 0.3222 | -0.165 | 0.0398 | -0.0216 | 0.0505 | -0.0096 |
2019-02-09 | CNC | 2019-03-15 | 60 | Call | 4 | 4.2 | 0.298 | 0.7206 | 0.058 | -0.0308 | 0.0655 | 0.0395 |
2019-02-09 | CNC | 2019-03-15 | 60 | Put | 1 | 1.15 | 0.3008 | -0.2819 | 0.0582 | -0.0272 | 0.0668 | -0.016 |
2019-02-09 | CNC | 2019-03-15 | 62.5 | Call | 2.4 | 2.55 | 0.283 | 0.5575 | 0.0717 | -0.0334 | 0.0768 | 0.0312 |
2019-02-09 | CNC | 2019-03-15 | 62.5 | Put | 1.8 | 2.1 | 0.2853 | -0.4453 | 0.0721 | -0.0297 | 0.077 | -0.0242 |
2019-02-09 | CNC | 2019-03-15 | 65 | Call | 1.2 | 1.3 | 0.2636 | 0.37 | 0.0736 | -0.0293 | 0.0735 | 0.0211 |
2019-02-09 | CNC | 2019-03-15 | 65 | Put | 3.1 | 3.4 | 0.2691 | -0.6322 | 0.0738 | -0.0259 | 0.0744 | -0.0315 |
2019-02-09 | CNC | 2019-03-15 | 67.5 | Call | 0.5 | 0.65 | 0.2593 | 0.2093 | 0.057 | -0.0217 | 0.056 | 0.0121 |
2019-02-09 | CNC | 2019-03-15 | 67.5 | Put | 4.9 | 5.3 | 0.2688 | -0.7903 | 0.0581 | -0.0189 | 0.0559 | -0.0338 |
2019-02-09 | CNC | 2019-03-15 | 70 | Call | 0.2 | 0.3 | 0.2619 | 0.1059 | 0.0359 | -0.0138 | 0.0356 | 0.0061 |
2019-02-09 | CNC | 2019-03-15 | 70 | Put | 7 | 7.8 | 0.3046 | -0.8659 | 0.0398 | -0.0157 | 0.042 | -0.0327 |
2019-02-09 | CNC | 2019-03-15 | 72.5 | Call | 0.1 | 0.15 | 0.2768 | 0.0563 | 0.021 | -0.009 | 0.022 | 0.0033 |
2019-02-09 | CNC | 2019-03-15 | 72.5 | Put | 9 | 10.6 | 0.3427 | -0.9075 | 0.0282 | -0.0132 | 0.0322 | -0.0306 |
2019-02-09 | CNP | 2019-02-15 | 26 | Call | 4.6 | 5.1 | 0.1279 | 1 | 0 | -0.0018 | 0 | 0.005 |
2019-02-09 | CNP | 2019-02-15 | 26 | Put | 0 | 0.05 | 0.1642 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CNP | 2019-02-15 | 28 | Call | 2.65 | 3.2 | 0.1279 | 1 | 0 | -0.002 | 0 | 0.0054 |
2019-02-09 | CNP | 2019-02-15 | 28 | Put | 0 | 0.05 | 0.1642 | 0 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | CNP | 2019-02-15 | 29 | Call | 1.65 | 1.9 | 0.1279 | 0.9998 | 0.0014 | -0.0021 | 0 | 0.0056 |
2019-02-09 | CNP | 2019-02-15 | 29 | Put | 0 | 0.05 | 0.1642 | -0.003 | 0.0129 | -0.0004 | 0.0004 | 0 |
2019-02-09 | CNP | 2019-02-15 | 30 | Call | 0.7 | 0.95 | 0.1279 | 0.9468 | 0.1984 | -0.0062 | 0.0046 | 0.0054 |
2019-02-09 | CNP | 2019-02-15 | 30 | Put | 0 | 0.1 | 0.1642 | -0.1034 | 0.2574 | -0.0088 | 0.0081 | -0.0006 |
2019-02-09 | CNP | 2019-02-15 | 31 | Call | 0.05 | 0.2 | 0.1384 | 0.4137 | 0.6589 | -0.0173 | 0.0166 | 0.0024 |
2019-02-09 | CNP | 2019-02-15 | 31 | Put | 0.2 | 0.45 | 0.1564 | -0.5786 | 0.5942 | -0.0177 | 0.0166 | -0.0028 |
2019-02-09 | CNP | 2019-02-15 | 32 | Call | 0 | 0.05 | 0.1639 | 0.0571 | 0.1636 | -0.0059 | 0.0049 | 0.0003 |
2019-02-09 | CNP | 2019-02-15 | 32 | Put | 1.1 | 1.65 | 0.1639 | -0.9535 | 0.1725 | -0.0039 | 0.0045 | -0.0021 |
2019-02-09 | CNP | 2019-02-15 | 33 | Call | 0 | 0.05 | 0.229 | 0.0181 | 0.0456 | -0.0032 | 0.0019 | 0.0001 |
2019-02-09 | CNP | 2019-02-15 | 33 | Put | 2.1 | 2.4 | 0.229 | -0.9915 | 0.0505 | -0.0012 | 0.0012 | -0.0007 |
2019-02-09 | CNP | 2019-02-15 | 34 | Call | 0 | 0.05 | 0.2585 | 0.0036 | 0.0098 | -0.0009 | 0.0005 | 0 |
2019-02-09 | CNP | 2019-02-15 | 34 | Put | 3.1 | 3.4 | 0.2585 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CNP | 2019-02-15 | 35 | Call | 0 | 0.05 | 0.3094 | 0.0018 | 0.0043 | -0.0005 | 0.0002 | 0 |
2019-02-09 | CNP | 2019-02-15 | 35 | Put | 4.1 | 4.4 | 0.3094 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CNP | 2019-03-15 | 26 | Call | 4.6 | 5 | 0.1279 | 1 | 0 | -0.0018 | 0 | 0.0077 |
2019-02-09 | CNP | 2019-03-15 | 26 | Put | 0 | 0.05 | 0.1642 | -0.0006 | 0.0013 | 0 | 0.0002 | 0 |
2019-02-09 | CNP | 2019-03-15 | 28 | Call | 2.65 | 3 | 0.1279 | 1 | 0.0002 | -0.0019 | 0 | 0.0083 |
2019-02-09 | CNP | 2019-03-15 | 28 | Put | 0 | 0.1 | 0.1642 | -0.0362 | 0.0511 | -0.0017 | 0.0075 | -0.0011 |
2019-02-09 | CNP | 2019-03-15 | 29 | Call | 1.65 | 2 | 0.1279 | 0.99 | 0.0362 | -0.0028 | 0.0027 | 0.0089 |
2019-02-09 | CNP | 2019-03-15 | 29 | Put | 0.1 | 0.2 | 0.1642 | -0.1349 | 0.1408 | -0.0046 | 0.0212 | -0.0037 |
2019-02-09 | CNP | 2019-03-15 | 30 | Call | 0.9 | 1 | 0.1279 | 0.8226 | 0.319 | -0.0084 | 0.0217 | 0.0105 |
2019-02-09 | CNP | 2019-03-15 | 30 | Put | 0.3 | 0.4 | 0.1642 | -0.3334 | 0.2374 | -0.0075 | 0.0346 | -0.0087 |
2019-02-09 | CNP | 2019-03-15 | 31 | Call | 0.35 | 0.4 | 0.1384 | 0.4268 | 0.3531 | -0.0095 | 0.0355 | 0.0096 |
2019-02-09 | CNP | 2019-03-15 | 31 | Put | 0.7 | 0.9 | 0.1564 | -0.5954 | 0.2716 | -0.0072 | 0.0369 | -0.0137 |
2019-02-09 | CNP | 2019-03-15 | 32 | Call | 0.05 | 0.15 | 0.1639 | 0.2035 | 0.1872 | -0.0069 | 0.0279 | 0.0058 |
2019-02-09 | CNP | 2019-03-15 | 32 | Put | 1.4 | 1.7 | 0.1639 | -0.8125 | 0.1885 | -0.0046 | 0.0264 | -0.0152 |
2019-02-09 | CNP | 2019-03-15 | 33 | Call | 0 | 0.05 | 0.229 | 0.1556 | 0.1103 | -0.0077 | 0.0226 | 0.0044 |
2019-02-09 | CNP | 2019-03-15 | 33 | Put | 2.35 | 2.75 | 0.229 | -0.8561 | 0.1132 | -0.0056 | 0.0221 | -0.016 |
2019-02-09 | CNP | 2019-03-15 | 34 | Call | 0 | 0.05 | 0.2585 | 0.1035 | 0.0736 | -0.0065 | 0.017 | 0.0029 |
2019-02-09 | CNP | 2019-03-15 | 34 | Put | 3.3 | 3.7 | 0.2585 | -0.9079 | 0.0745 | -0.0042 | 0.0161 | -0.0155 |
2019-02-09 | CNP | 2019-03-15 | 35 | Call | 0 | 0.05 | 0.3094 | 0.0897 | 0.0554 | -0.007 | 0.0153 | 0.0025 |
2019-02-09 | CNP | 2019-03-15 | 35 | Put | 4.3 | 4.7 | 0.3094 | -0.9202 | 0.0558 | -0.0045 | 0.0145 | -0.0159 |
2019-02-09 | COF | 2019-02-22 | 65 | Call | 12.5 | 13.05 | 0.2638 | 0.9998 | 0.0002 | -0.0046 | 0.0001 | 0.0249 |
2019-02-09 | COF | 2019-02-22 | 65 | Put | 0 | 0.07 | 0.3449 | -0.0033 | 0.0019 | -0.0019 | 0.0015 | -0.0001 |
2019-02-09 | COF | 2019-02-22 | 70 | Call | 7.65 | 8.2 | 0.2638 | 0.982 | 0.011 | -0.0111 | 0.0067 | 0.0263 |
2019-02-09 | COF | 2019-02-22 | 70 | Put | 0.11 | 0.13 | 0.3449 | -0.0528 | 0.0205 | -0.0199 | 0.0164 | -0.0016 |
2019-02-09 | COF | 2019-02-22 | 72.5 | Call | 5.45 | 5.8 | 0.296 | 0.898 | 0.0395 | -0.0332 | 0.0271 | 0.0246 |
2019-02-09 | COF | 2019-02-22 | 72.5 | Put | 0.2 | 0.23 | 0.2924 | -0.0993 | 0.0393 | -0.0273 | 0.0264 | -0.0029 |
2019-02-09 | COF | 2019-02-22 | 74.5 | Call | 3.65 | 4.05 | 0.2704 | 0.8081 | 0.0663 | -0.0443 | 0.0416 | 0.0226 |
2019-02-09 | COF | 2019-02-22 | 74.5 | Put | 0.34 | 0.41 | 0.2523 | -0.1764 | 0.0677 | -0.0348 | 0.0407 | -0.005 |
2019-02-09 | COF | 2019-02-22 | 76.5 | Call | 2.07 | 2.23 | 0.221 | 0.6709 | 0.1074 | -0.047 | 0.0551 | 0.0192 |
2019-02-09 | COF | 2019-02-22 | 76.5 | Put | 0.75 | 0.81 | 0.2268 | -0.3338 | 0.1061 | -0.0434 | 0.0563 | -0.0091 |
2019-02-09 | COF | 2019-02-22 | 78 | Call | 1.16 | 1.29 | 0.209 | 0.4964 | 0.1252 | -0.048 | 0.0608 | 0.0143 |
2019-02-09 | COF | 2019-02-22 | 78 | Put | 1.3 | 1.39 | 0.2123 | -0.5058 | 0.1248 | -0.0438 | 0.0608 | -0.0131 |
2019-02-09 | COF | 2019-02-22 | 79.5 | Call | 0.54 | 0.63 | 0.1986 | 0.308 | 0.1163 | -0.0397 | 0.0536 | 0.009 |
2019-02-09 | COF | 2019-02-22 | 79.5 | Put | 2.1 | 2.23 | 0.1941 | -0.7016 | 0.1204 | -0.0337 | 0.0531 | -0.0162 |
2019-02-09 | COF | 2019-02-22 | 81 | Call | 0.22 | 0.26 | 0.1942 | 0.1574 | 0.0813 | -0.0263 | 0.0367 | 0.0046 |
2019-02-09 | COF | 2019-02-22 | 81 | Put | 3.3 | 3.45 | 0.2008 | -0.8423 | 0.0837 | -0.0232 | 0.0378 | -0.0162 |
2019-02-09 | COF | 2019-02-22 | 83.5 | Call | 0 | 0.06 | 0.1942 | 0.0356 | 0.0265 | -0.0085 | 0.0119 | 0.001 |
2019-02-09 | COF | 2019-02-22 | 83.5 | Put | 5.6 | 5.95 | 0.1966 | -0.9778 | 0.0304 | -0.004 | 0.0091 | -0.0059 |
2019-02-09 | COF | 2019-02-22 | 86 | Call | 0 | 0.03 | 0.1942 | 0.0049 | 0.0048 | -0.0015 | 0.0022 | 0.0001 |
2019-02-09 | COF | 2019-02-22 | 86 | Put | 8 | 8.65 | 0.1966 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | COF | 2019-02-22 | 90 | Call | 0 | 0.03 | 0.1942 | 0.0001 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | COF | 2019-02-22 | 90 | Put | 11.85 | 12.65 | 0.1966 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | COF | 2019-03-08 | 65 | Call | 12.35 | 14.6 | 0.3013 | 0.9869 | 0.0052 | -0.0084 | 0.0072 | 0.0489 |
2019-02-09 | COF | 2019-03-08 | 65 | Put | 0.09 | 0.43 | 0.3219 | -0.0184 | 0.0065 | -0.0055 | 0.0097 | -0.0011 |
2019-02-09 | COF | 2019-03-08 | 70 | Call | 7.8 | 8.7 | 0.3013 | 0.9092 | 0.0252 | -0.0233 | 0.0352 | 0.0479 |
2019-02-09 | COF | 2019-03-08 | 70 | Put | 0.28 | 0.44 | 0.3219 | -0.1044 | 0.0262 | -0.022 | 0.0409 | -0.0061 |
2019-02-09 | COF | 2019-03-08 | 72.5 | Call | 5.65 | 6.1 | 0.2526 | 0.8592 | 0.041 | -0.026 | 0.0481 | 0.0468 |
2019-02-09 | COF | 2019-03-08 | 72.5 | Put | 0.47 | 0.58 | 0.2764 | -0.1612 | 0.0413 | -0.0253 | 0.0533 | -0.0092 |
2019-02-09 | COF | 2019-03-08 | 74.5 | Call | 4.05 | 4.5 | 0.2492 | 0.7569 | 0.0583 | -0.0339 | 0.0675 | 0.0419 |
2019-02-09 | COF | 2019-03-08 | 74.5 | Put | 0.81 | 0.92 | 0.2584 | -0.2509 | 0.0576 | -0.0305 | 0.0693 | -0.0141 |
2019-02-09 | COF | 2019-03-08 | 76.5 | Call | 2.57 | 2.86 | 0.2212 | 0.6345 | 0.0789 | -0.0353 | 0.081 | 0.0358 |
2019-02-09 | COF | 2019-03-08 | 76.5 | Put | 1.31 | 1.5 | 0.241 | -0.3762 | 0.0738 | -0.0334 | 0.082 | -0.0204 |
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