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 | COF | 2019-03-08 | 78 | Call | 1.72 | 2.01 | 0.2179 | 0.5105 | 0.0849 | -0.0361 | 0.086 | 0.029 |
2019-02-09 | COF | 2019-03-08 | 78 | Put | 1.78 | 2.15 | 0.2261 | -0.4924 | 0.0831 | -0.0324 | 0.0859 | -0.0255 |
2019-02-09 | COF | 2019-03-08 | 79.5 | Call | 1.16 | 1.24 | 0.2143 | 0.3839 | 0.0827 | -0.0335 | 0.0823 | 0.022 |
2019-02-09 | COF | 2019-03-08 | 79.5 | Put | 2.65 | 2.94 | 0.2217 | -0.6169 | 0.0818 | -0.0298 | 0.0821 | -0.0301 |
2019-02-09 | COF | 2019-03-08 | 81 | Call | 0.6 | 0.85 | 0.2117 | 0.2682 | 0.0722 | -0.0283 | 0.071 | 0.0154 |
2019-02-09 | COF | 2019-03-08 | 81 | Put | 3.35 | 3.95 | 0.1947 | -0.7607 | 0.0782 | -0.0202 | 0.0663 | -0.0318 |
2019-02-09 | COF | 2019-03-08 | 83.5 | Call | 0.2 | 0.32 | 0.2063 | 0.1214 | 0.0454 | -0.0167 | 0.0435 | 0.007 |
2019-02-09 | COF | 2019-03-08 | 83.5 | Put | 5.45 | 7.6 | 0.3329 | -0.7621 | 0.0445 | -0.0363 | 0.0673 | -0.0354 |
2019-02-09 | COF | 2019-03-08 | 85.5 | Call | 0.07 | 0.3 | 0.209 | 0.0592 | 0.0262 | -0.0098 | 0.0254 | 0.0034 |
2019-02-09 | COF | 2019-03-08 | 85.5 | Put | 7.4 | 9.1 | 0.3048 | -0.8614 | 0.0362 | -0.0227 | 0.0495 | -0.0332 |
2019-02-09 | COF | 2019-03-08 | 90 | Call | 0 | 0.12 | 0.209 | 0.0072 | 0.0044 | -0.0016 | 0.0043 | 0.0004 |
2019-02-09 | COF | 2019-03-08 | 90 | Put | 11.7 | 14.2 | 0.3048 | -0.965 | 0.0168 | -0.0068 | 0.0179 | -0.0181 |
2019-02-09 | COF | 2019-03-29 | 73 | Call | 5.75 | 6.25 | 0.2492 | 0.7841 | 0.0412 | -0.0252 | 0.0835 | 0.0738 |
2019-02-09 | COF | 2019-03-29 | 73 | Put | 0.82 | 1.08 | 0.2527 | -0.2199 | 0.0415 | -0.0207 | 0.0868 | -0.0216 |
2019-02-09 | COF | 2019-03-29 | 74.5 | Call | 4.6 | 5.55 | 0.2646 | 0.704 | 0.0458 | -0.0302 | 0.0985 | 0.0667 |
2019-02-09 | COF | 2019-03-29 | 74.5 | Put | 1.27 | 1.39 | 0.2478 | -0.2877 | 0.0488 | -0.0232 | 0.0987 | -0.0278 |
2019-02-09 | COF | 2019-03-29 | 76.5 | Call | 3.25 | 3.65 | 0.2287 | 0.6139 | 0.0587 | -0.0286 | 0.109 | 0.0594 |
2019-02-09 | COF | 2019-03-29 | 76.5 | Put | 1.87 | 2.03 | 0.2364 | -0.392 | 0.0579 | -0.0245 | 0.1104 | -0.0366 |
2019-02-09 | COF | 2019-03-29 | 78 | Call | 2.35 | 2.69 | 0.2173 | 0.5225 | 0.0643 | -0.0279 | 0.1135 | 0.0512 |
2019-02-09 | COF | 2019-03-29 | 78 | Put | 2.4 | 2.68 | 0.2261 | -0.4822 | 0.0631 | -0.0239 | 0.1134 | -0.0435 |
2019-02-09 | COF | 2019-03-29 | 79.5 | Call | 1.69 | 2.01 | 0.2166 | 0.4271 | 0.0635 | -0.027 | 0.1118 | 0.0421 |
2019-02-09 | COF | 2019-03-29 | 79.5 | Put | 3.15 | 3.5 | 0.2211 | -0.5779 | 0.064 | -0.0225 | 0.1117 | -0.0496 |
2019-02-09 | COF | 2019-03-29 | 81 | Call | 1.13 | 1.36 | 0.209 | 0.3308 | 0.0609 | -0.0238 | 0.1033 | 0.0329 |
2019-02-09 | COF | 2019-03-29 | 81 | Put | 4.1 | 4.5 | 0.2211 | -0.6686 | 0.0602 | -0.0204 | 0.105 | -0.0536 |
2019-02-09 | COF | 2019-03-29 | 83.5 | Call | 0.52 | 0.75 | 0.2072 | 0.1997 | 0.0474 | -0.0179 | 0.0797 | 0.02 |
2019-02-09 | COF | 2019-03-29 | 83.5 | Put | 6 | 6.4 | 0.2213 | -0.7979 | 0.0489 | -0.015 | 0.0811 | -0.0541 |
2019-02-09 | COF | 2019-03-29 | 85.5 | Call | 0.13 | 0.35 | 0.2067 | 0.1235 | 0.0347 | -0.013 | 0.0582 | 0.0124 |
2019-02-09 | COF | 2019-03-29 | 85.5 | Put | 7.6 | 8.3 | 0.2165 | -0.885 | 0.0381 | -0.0093 | 0.057 | -0.0455 |
2019-02-09 | COF | 2019-03-29 | 87 | Call | 0.04 | 0.31 | 0.1983 | 0.0736 | 0.0247 | -0.0085 | 0.0398 | 0.0074 |
2019-02-09 | COF | 2019-03-29 | 87 | Put | 9.05 | 9.7 | 0.2044 | -0.9478 | 0.0293 | -0.0042 | 0.0322 | -0.0271 |
2019-02-09 | COG | 2019-02-22 | 20 | Call | 3.7 | 4.1 | 0.3718 | 0.9942 | 0.0094 | -0.0024 | 0.0008 | 0.0076 |
2019-02-09 | COG | 2019-02-22 | 20 | Put | 0 | 0.15 | 0.4015 | -0.0095 | 0.0136 | -0.0017 | 0.0012 | -0.0001 |
2019-02-09 | COG | 2019-02-22 | 22 | Call | 1.95 | 2.15 | 0.3718 | 0.8881 | 0.1092 | -0.0132 | 0.0089 | 0.0074 |
2019-02-09 | COG | 2019-02-22 | 22 | Put | 0.1 | 0.2 | 0.4015 | -0.1286 | 0.112 | -0.014 | 0.0102 | -0.0012 |
2019-02-09 | COG | 2019-02-22 | 23 | Call | 1.2 | 1.35 | 0.3718 | 0.7277 | 0.1905 | -0.0218 | 0.0156 | 0.0062 |
2019-02-09 | COG | 2019-02-22 | 23 | Put | 0.3 | 0.4 | 0.4015 | -0.2858 | 0.1816 | -0.0225 | 0.0157 | -0.0025 |
2019-02-09 | COG | 2019-02-22 | 24 | Call | 0.65 | 0.75 | 0.3812 | 0.509 | 0.2232 | -0.0263 | 0.0187 | 0.0044 |
2019-02-09 | COG | 2019-02-22 | 24 | Put | 0.75 | 0.85 | 0.4193 | -0.4901 | 0.2044 | -0.0274 | 0.0187 | -0.0042 |
2019-02-09 | COG | 2019-02-22 | 25 | Call | 0.3 | 0.35 | 0.3798 | 0.2992 | 0.195 | -0.0226 | 0.0163 | 0.0026 |
2019-02-09 | COG | 2019-02-22 | 25 | Put | 1.35 | 1.5 | 0.4229 | -0.6813 | 0.1823 | -0.0244 | 0.0165 | -0.0054 |
2019-02-09 | COG | 2019-02-22 | 26 | Call | 0.1 | 0.2 | 0.4566 | 0.194 | 0.1284 | -0.0213 | 0.0129 | 0.0017 |
2019-02-09 | COG | 2019-02-22 | 26 | Put | 2.15 | 2.35 | 0.4566 | -0.8091 | 0.1299 | -0.0198 | 0.0127 | -0.0059 |
2019-02-09 | COG | 2019-02-22 | 28 | Call | 0 | 0.1 | 0.4566 | 0.0453 | 0.0445 | -0.0074 | 0.0045 | 0.0004 |
2019-02-09 | COG | 2019-02-22 | 28 | Put | 4 | 4.5 | 0.4566 | -0.9605 | 0.0459 | -0.0056 | 0.004 | -0.0042 |
2019-02-09 | COG | 2019-03-08 | 20 | Call | 3.8 | 4.1 | 0.3395 | 0.9764 | 0.0247 | -0.0036 | 0.0037 | 0.0149 |
2019-02-09 | COG | 2019-03-08 | 20 | Put | 0 | 0.1 | 0.3642 | -0.0317 | 0.0295 | -0.003 | 0.0047 | -0.0006 |
2019-02-09 | COG | 2019-03-08 | 22 | Call | 2.1 | 2.3 | 0.3395 | 0.8342 | 0.1106 | -0.0113 | 0.0165 | 0.0136 |
2019-02-09 | COG | 2019-03-08 | 22 | Put | 0.2 | 0.3 | 0.3642 | -0.1812 | 0.1096 | -0.0111 | 0.0174 | -0.0032 |
2019-02-09 | COG | 2019-03-08 | 23 | Call | 1.4 | 1.55 | 0.3439 | 0.689 | 0.1549 | -0.0154 | 0.0234 | 0.0115 |
2019-02-09 | COG | 2019-03-08 | 23 | Put | 0.5 | 0.6 | 0.3728 | -0.3227 | 0.1463 | -0.0154 | 0.0242 | -0.0056 |
2019-02-09 | COG | 2019-03-08 | 24 | Call | 0.85 | 1 | 0.3503 | 0.5188 | 0.1715 | -0.0173 | 0.0264 | 0.0088 |
2019-02-09 | COG | 2019-03-08 | 24 | Put | 0.9 | 1 | 0.3572 | -0.4828 | 0.1701 | -0.0162 | 0.0264 | -0.0081 |
2019-02-09 | COG | 2019-03-08 | 25 | Call | 0.45 | 0.6 | 0.349 | 0.3537 | 0.1606 | -0.0159 | 0.0247 | 0.0061 |
2019-02-09 | COG | 2019-03-08 | 25 | Put | 1.5 | 1.7 | 0.3764 | -0.6367 | 0.1529 | -0.0158 | 0.0245 | -0.0102 |
2019-02-09 | COG | 2019-03-08 | 26 | Call | 0.25 | 0.35 | 0.3619 | 0.2266 | 0.1255 | -0.0133 | 0.02 | 0.0039 |
2019-02-09 | COG | 2019-03-08 | 26 | Put | 2.25 | 2.45 | 0.3822 | -0.7643 | 0.125 | -0.0129 | 0.0208 | -0.0112 |
2019-02-09 | COG | 2019-03-08 | 28 | Call | 0 | 0.15 | 0.4202 | 0.1025 | 0.0641 | -0.0091 | 0.0118 | 0.0018 |
2019-02-09 | COG | 2019-03-08 | 28 | Put | 4 | 4.3 | 0.4202 | -0.905 | 0.0661 | -0.0074 | 0.0111 | -0.0103 |
2019-02-09 | COG | 2019-03-29 | 20 | Call | 4 | 4.3 | 0.3784 | 0.9185 | 0.0454 | -0.0064 | 0.0132 | 0.0239 |
2019-02-09 | COG | 2019-03-29 | 20 | Put | 0.1 | 0.2 | 0.3784 | -0.0815 | 0.0454 | -0.005 | 0.0132 | -0.0028 |
2019-02-09 | COG | 2019-03-29 | 22 | Call | 2.3 | 2.55 | 0.3392 | 0.7805 | 0.0994 | -0.0101 | 0.0259 | 0.0218 |
2019-02-09 | COG | 2019-03-29 | 22 | Put | 0.4 | 0.5 | 0.358 | -0.2305 | 0.0975 | -0.0094 | 0.0266 | -0.0072 |
2019-02-09 | COG | 2019-03-29 | 23 | Call | 1.65 | 1.85 | 0.34 | 0.6611 | 0.1227 | -0.0122 | 0.0321 | 0.0189 |
2019-02-09 | COG | 2019-03-29 | 23 | Put | 0.7 | 0.8 | 0.3482 | -0.3431 | 0.1216 | -0.0109 | 0.0319 | -0.0105 |
2019-02-09 | COG | 2019-03-29 | 24 | Call | 1.1 | 1.25 | 0.3314 | 0.5288 | 0.1369 | -0.0126 | 0.0349 | 0.0154 |
2019-02-09 | COG | 2019-03-29 | 24 | Put | 1.15 | 1.3 | 0.3535 | -0.4728 | 0.1302 | -0.0119 | 0.0349 | -0.014 |
2019-02-09 | COG | 2019-03-29 | 25 | Call | 0.7 | 0.85 | 0.3351 | 0.3975 | 0.1312 | -0.0122 | 0.0338 | 0.0117 |
2019-02-09 | COG | 2019-03-29 | 25 | Put | 1.7 | 1.9 | 0.3503 | -0.6006 | 0.1284 | -0.0112 | 0.0337 | -0.0169 |
2019-02-09 | COG | 2019-03-29 | 26 | Call | 0.45 | 0.55 | 0.3412 | 0.2854 | 0.1135 | -0.0108 | 0.0298 | 0.0085 |
2019-02-09 | COG | 2019-03-29 | 26 | Put | 2.4 | 2.6 | 0.3495 | -0.7157 | 0.1146 | -0.0096 | 0.0296 | -0.0187 |
2019-02-09 | COG | 2019-03-29 | 28 | Call | 0.15 | 0.4 | 0.3908 | 0.1597 | 0.0709 | -0.0088 | 0.0213 | 0.0048 |
2019-02-09 | COG | 2019-03-29 | 28 | Put | 4.1 | 4.4 | 0.3908 | -0.8501 | 0.0735 | -0.0071 | 0.0212 | -0.0188 |
2019-02-09 | COO | 2019-02-15 | 230 | Call | 43 | 47.5 | 0.2373 | 1 | 0 | -0.0161 | 0 | 0.044 |
2019-02-09 | COO | 2019-02-15 | 230 | Put | 0 | 4.8 | 0.2329 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | COO | 2019-02-15 | 250 | Call | 24 | 27.1 | 0.2373 | 0.9989 | 0.0004 | -0.0199 | 0.0014 | 0.0478 |
2019-02-09 | COO | 2019-02-15 | 250 | Put | 0 | 0.35 | 0.2329 | -0.0009 | 0.0004 | -0.002 | 0.0012 | 0 |
2019-02-09 | COO | 2019-02-15 | 260 | Call | 15.3 | 17.4 | 0.2373 | 0.9684 | 0.0078 | -0.0636 | 0.0271 | 0.0481 |
2019-02-09 | COO | 2019-02-15 | 260 | Put | 0.25 | 0.5 | 0.2329 | -0.0293 | 0.0075 | -0.0419 | 0.0255 | -0.0016 |
2019-02-09 | COO | 2019-02-15 | 270 | Call | 5.8 | 9.2 | 0.2373 | 0.7606 | 0.0342 | -0.2154 | 0.1186 | 0.0388 |
2019-02-09 | COO | 2019-02-15 | 270 | Put | 1.05 | 1.45 | 0.2329 | -0.2357 | 0.0348 | -0.1924 | 0.1209 | -0.0116 |
2019-02-09 | COO | 2019-02-15 | 280 | Call | 0.95 | 1.5 | 0.1766 | 0.2925 | 0.0509 | -0.1713 | 0.1313 | 0.0152 |
2019-02-09 | COO | 2019-02-15 | 280 | Put | 4.2 | 6.7 | 0.2074 | -0.6807 | 0.0458 | -0.1923 | 0.1392 | -0.0291 |
2019-02-09 | COO | 2019-02-15 | 290 | Call | 0 | 0.6 | 0.1766 | 0.0237 | 0.0083 | -0.0274 | 0.0214 | 0.0012 |
2019-02-09 | COO | 2019-02-15 | 290 | Put | 12.9 | 16.6 | 0.2074 | -0.9625 | 0.0128 | -0.0378 | 0.0346 | -0.0189 |
2019-02-09 | COO | 2019-02-15 | 300 | Call | 0 | 1.6 | 0.1766 | 0.0004 | 0.0002 | -0.0007 | 0.0005 | 0 |
2019-02-09 | COO | 2019-02-15 | 300 | Put | 22.9 | 27 | 0.2074 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | COO | 2019-02-15 | 320 | Call | 0 | 4.5 | 0.1766 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | COO | 2019-02-15 | 320 | Put | 42.2 | 47 | 0.2074 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | COO | 2019-03-15 | 230 | Call | 44.7 | 48.4 | 0.454 | 0.9173 | 0.0039 | -0.099 | 0.1302 | 0.1964 |
2019-02-09 | COO | 2019-03-15 | 230 | Put | 1.05 | 2.05 | 0.454 | -0.0827 | 0.0039 | -0.0829 | 0.1302 | -0.0233 |
2019-02-09 | COO | 2019-03-15 | 250 | Call | 27.1 | 29.4 | 0.2931 | 0.8782 | 0.0081 | -0.0875 | 0.1727 | 0.2051 |
2019-02-09 | COO | 2019-03-15 | 250 | Put | 2.2 | 2.6 | 0.3371 | -0.1525 | 0.0082 | -0.0945 | 0.2017 | -0.0393 |
2019-02-09 | COO | 2019-03-15 | 260 | Call | 18.9 | 21.7 | 0.2953 | 0.767 | 0.0121 | -0.1238 | 0.2613 | 0.1833 |
2019-02-09 | COO | 2019-03-15 | 260 | Put | 2.25 | 4.2 | 0.2806 | -0.2236 | 0.0126 | -0.0987 | 0.2625 | -0.056 |
2019-02-09 | COO | 2019-03-15 | 270 | Call | 12 | 13.9 | 0.2732 | 0.6309 | 0.0162 | -0.1373 | 0.3223 | 0.1544 |
2019-02-09 | COO | 2019-03-15 | 270 | Put | 6.2 | 7.2 | 0.2869 | -0.3755 | 0.0156 | -0.1266 | 0.3243 | -0.0915 |
2019-02-09 | COO | 2019-03-15 | 280 | Call | 6.7 | 8.9 | 0.2723 | 0.4616 | 0.0171 | -0.1406 | 0.3392 | 0.1145 |
2019-02-09 | COO | 2019-03-15 | 280 | Put | 9.5 | 12 | 0.2617 | -0.5454 | 0.0181 | -0.1178 | 0.3398 | -0.1244 |
2019-02-09 | COO | 2019-03-15 | 290 | Call | 3 | 5.3 | 0.2667 | 0.2997 | 0.0153 | -0.1188 | 0.2969 | 0.0752 |
2019-02-09 | COO | 2019-03-15 | 290 | Put | 15.6 | 18.6 | 0.2535 | -0.7187 | 0.0162 | -0.0935 | 0.2841 | -0.1454 |
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