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 | COO | 2019-03-15 | 300 | Call | 1.55 | 2 | 0.2533 | 0.1611 | 0.0113 | -0.0787 | 0.2088 | 0.0409 |
2019-02-09 | COO | 2019-03-15 | 300 | Put | 24.2 | 26.9 | 0.2716 | -0.8309 | 0.0117 | -0.0722 | 0.2224 | -0.1453 |
2019-02-09 | COO | 2019-03-15 | 320 | Call | 0 | 5 | 0.2568 | 0.0369 | 0.0037 | -0.026 | 0.069 | 0.0095 |
2019-02-09 | COO | 2019-03-15 | 320 | Put | 42.4 | 47 | 0.3045 | -0.947 | 0.0054 | -0.0311 | 0.0945 | -0.0986 |
2019-02-09 | COP | 2019-02-22 | 56 | Call | 10.15 | 10.5 | 0.3686 | 0.9914 | 0.0049 | -0.0079 | 0.003 | 0.0212 |
2019-02-09 | COP | 2019-02-22 | 56 | Put | 0 | 0.04 | 0.3686 | -0.0086 | 0.0049 | -0.004 | 0.003 | -0.0002 |
2019-02-09 | COP | 2019-02-22 | 60 | Call | 6.25 | 6.6 | 0.3303 | 0.9432 | 0.0266 | -0.0214 | 0.0148 | 0.0215 |
2019-02-09 | COP | 2019-02-22 | 60 | Put | 0.1 | 0.14 | 0.3392 | -0.0615 | 0.0276 | -0.0188 | 0.0157 | -0.0016 |
2019-02-09 | COP | 2019-02-22 | 62 | Call | 4.4 | 4.65 | 0.2881 | 0.8895 | 0.0505 | -0.029 | 0.0245 | 0.0209 |
2019-02-09 | COP | 2019-02-22 | 62 | Put | 0.23 | 0.28 | 0.3078 | -0.1252 | 0.0516 | -0.0288 | 0.0267 | -0.0033 |
2019-02-09 | COP | 2019-02-22 | 64 | Call | 2.76 | 2.99 | 0.2798 | 0.7514 | 0.0873 | -0.0444 | 0.0411 | 0.018 |
2019-02-09 | COP | 2019-02-22 | 64 | Put | 0.55 | 0.64 | 0.2897 | -0.2558 | 0.0861 | -0.0422 | 0.0419 | -0.0061 |
2019-02-09 | COP | 2019-02-22 | 65 | Call | 2.05 | 2.18 | 0.2638 | 0.6615 | 0.1069 | -0.0477 | 0.0474 | 0.016 |
2019-02-09 | COP | 2019-02-22 | 65 | Put | 0.8 | 0.89 | 0.2743 | -0.3446 | 0.1042 | -0.0455 | 0.0479 | -0.0081 |
2019-02-09 | COP | 2019-02-22 | 66 | Call | 1.42 | 1.54 | 0.2541 | 0.5492 | 0.1201 | -0.0491 | 0.0514 | 0.0134 |
2019-02-09 | COP | 2019-02-22 | 66 | Put | 1.16 | 1.27 | 0.2647 | -0.4536 | 0.1164 | -0.0469 | 0.0515 | -0.0103 |
2019-02-09 | COP | 2019-02-22 | 68 | Call | 0.57 | 0.63 | 0.2413 | 0.307 | 0.1122 | -0.0407 | 0.0456 | 0.0076 |
2019-02-09 | COP | 2019-02-22 | 68 | Put | 2.21 | 2.41 | 0.2472 | -0.6922 | 0.1119 | -0.0378 | 0.0453 | -0.0141 |
2019-02-09 | COP | 2019-02-22 | 69 | Call | 0.32 | 0.35 | 0.2347 | 0.2011 | 0.0923 | -0.0315 | 0.0364 | 0.005 |
2019-02-09 | COP | 2019-02-22 | 69 | Put | 2.93 | 3.15 | 0.2397 | -0.7992 | 0.0936 | -0.0284 | 0.0368 | -0.0146 |
2019-02-09 | COP | 2019-02-22 | 71 | Call | 0.06 | 0.09 | 0.2222 | 0.0612 | 0.042 | -0.0127 | 0.0157 | 0.0015 |
2019-02-09 | COP | 2019-02-22 | 71 | Put | 4.7 | 4.95 | 0.2523 | -0.9209 | 0.0505 | -0.0147 | 0.0203 | -0.0122 |
2019-02-09 | COP | 2019-02-22 | 73 | Call | 0 | 0.03 | 0.2222 | 0.0145 | 0.0128 | -0.0039 | 0.0048 | 0.0004 |
2019-02-09 | COP | 2019-02-22 | 73 | Put | 6.6 | 6.9 | 0.2523 | -0.9847 | 0.0213 | -0.0031 | 0.0056 | -0.0043 |
2019-02-09 | COP | 2019-02-22 | 76 | Call | 0 | 0.03 | 0.2222 | 0.0009 | 0.0011 | -0.0003 | 0.0004 | 0 |
2019-02-09 | COP | 2019-02-22 | 76 | Put | 9.6 | 9.9 | 0.2523 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | COP | 2019-03-08 | 55 | Call | 11.05 | 11.55 | 0.3953 | 0.962 | 0.0114 | -0.0144 | 0.0152 | 0.0401 |
2019-02-09 | COP | 2019-03-08 | 55 | Put | 0.08 | 0.15 | 0.3953 | -0.038 | 0.0114 | -0.0105 | 0.0152 | -0.002 |
2019-02-09 | COP | 2019-03-08 | 60 | Call | 6.55 | 6.85 | 0.3118 | 0.8879 | 0.0333 | -0.0231 | 0.035 | 0.04 |
2019-02-09 | COP | 2019-03-08 | 60 | Put | 0.32 | 0.4 | 0.3222 | -0.119 | 0.0338 | -0.0205 | 0.0384 | -0.0059 |
2019-02-09 | COP | 2019-03-08 | 62 | Call | 4.7 | 5.05 | 0.2756 | 0.825 | 0.051 | -0.0268 | 0.0473 | 0.0382 |
2019-02-09 | COP | 2019-03-08 | 62 | Put | 0.53 | 0.66 | 0.2961 | -0.191 | 0.0504 | -0.0257 | 0.051 | -0.0093 |
2019-02-09 | COP | 2019-03-08 | 64 | Call | 3.15 | 3.5 | 0.2643 | 0.7045 | 0.0712 | -0.0329 | 0.0634 | 0.0332 |
2019-02-09 | COP | 2019-03-08 | 64 | Put | 1.02 | 1.18 | 0.2884 | -0.3101 | 0.0672 | -0.0321 | 0.0644 | -0.0147 |
2019-02-09 | COP | 2019-03-08 | 65 | Call | 2.48 | 2.77 | 0.2554 | 0.631 | 0.0805 | -0.0343 | 0.0692 | 0.03 |
2019-02-09 | COP | 2019-03-08 | 65 | Put | 1.31 | 1.49 | 0.2776 | -0.3787 | 0.0754 | -0.0331 | 0.0698 | -0.0177 |
2019-02-09 | COP | 2019-03-08 | 66 | Call | 1.89 | 2.16 | 0.25 | 0.5476 | 0.0864 | -0.0348 | 0.0727 | 0.0263 |
2019-02-09 | COP | 2019-03-08 | 66 | Put | 1.66 | 1.89 | 0.2677 | -0.4561 | 0.0817 | -0.033 | 0.0728 | -0.0208 |
2019-02-09 | COP | 2019-03-08 | 68 | Call | 1.13 | 1.27 | 0.256 | 0.3811 | 0.0811 | -0.0337 | 0.0699 | 0.0184 |
2019-02-09 | COP | 2019-03-08 | 68 | Put | 2.74 | 2.94 | 0.2584 | -0.6222 | 0.0819 | -0.0298 | 0.07 | -0.0263 |
2019-02-09 | COP | 2019-03-08 | 69 | Call | 0.7 | 0.84 | 0.2382 | 0.2905 | 0.0784 | -0.028 | 0.0629 | 0.0142 |
2019-02-09 | COP | 2019-03-08 | 69 | Put | 3.35 | 3.6 | 0.2506 | -0.7051 | 0.0775 | -0.0257 | 0.0644 | -0.0279 |
2019-02-09 | COP | 2019-03-08 | 71 | Call | 0.28 | 0.37 | 0.2294 | 0.1527 | 0.056 | -0.0184 | 0.0433 | 0.0075 |
2019-02-09 | COP | 2019-03-08 | 71 | Put | 4.9 | 5.25 | 0.2544 | -0.8299 | 0.058 | -0.0184 | 0.0477 | -0.028 |
2019-02-09 | COP | 2019-03-08 | 73 | Call | 0.1 | 0.15 | 0.227 | 0.0696 | 0.0321 | -0.0103 | 0.0245 | 0.0034 |
2019-02-09 | COP | 2019-03-08 | 73 | Put | 6.65 | 7.2 | 0.2779 | -0.8945 | 0.04 | -0.014 | 0.0338 | -0.0257 |
2019-02-09 | COP | 2019-03-08 | 76 | Call | 0 | 0.07 | 0.227 | 0.017 | 0.0101 | -0.0032 | 0.0077 | 0.0008 |
2019-02-09 | COP | 2019-03-08 | 76 | Put | 9.5 | 10.25 | 0.2779 | -0.9732 | 0.0199 | -0.0041 | 0.0121 | -0.0118 |
2019-02-09 | COP | 2019-03-29 | 63 | Call | 4.5 | 4.85 | 0.2727 | 0.7225 | 0.0507 | -0.0257 | 0.0813 | 0.0579 |
2019-02-09 | COP | 2019-03-29 | 63 | Put | 1.31 | 1.47 | 0.2953 | -0.2918 | 0.0484 | -0.0239 | 0.084 | -0.0245 |
2019-02-09 | COP | 2019-03-29 | 64 | Call | 3.8 | 4.2 | 0.2707 | 0.6682 | 0.0553 | -0.0272 | 0.0881 | 0.054 |
2019-02-09 | COP | 2019-03-29 | 64 | Put | 1.58 | 1.79 | 0.2885 | -0.3414 | 0.053 | -0.0248 | 0.0885 | -0.0283 |
2019-02-09 | COP | 2019-03-29 | 65 | Call | 3.25 | 3.5 | 0.2679 | 0.6104 | 0.059 | -0.0281 | 0.0931 | 0.0497 |
2019-02-09 | COP | 2019-03-29 | 65 | Put | 1.93 | 2.13 | 0.2818 | -0.3958 | 0.0571 | -0.0253 | 0.094 | -0.0321 |
2019-02-09 | COP | 2019-03-29 | 66 | Call | 2.61 | 2.88 | 0.2585 | 0.5501 | 0.0631 | -0.0278 | 0.096 | 0.0452 |
2019-02-09 | COP | 2019-03-29 | 66 | Put | 2.3 | 2.55 | 0.2744 | -0.4542 | 0.0605 | -0.0251 | 0.0961 | -0.0362 |
2019-02-09 | COP | 2019-03-29 | 68 | Call | 1.65 | 1.91 | 0.2512 | 0.4216 | 0.0642 | -0.0262 | 0.0949 | 0.0351 |
2019-02-09 | COP | 2019-03-29 | 68 | Put | 3.25 | 3.6 | 0.2634 | -0.579 | 0.0628 | -0.0232 | 0.0952 | -0.0435 |
2019-02-09 | COP | 2019-03-29 | 69 | Call | 1.28 | 1.46 | 0.2452 | 0.3566 | 0.0627 | -0.0242 | 0.0905 | 0.0299 |
2019-02-09 | COP | 2019-03-29 | 69 | Put | 3.85 | 4.2 | 0.2586 | -0.6417 | 0.0615 | -0.0214 | 0.0897 | -0.0461 |
2019-02-09 | COP | 2019-03-29 | 71 | Call | 0.7 | 0.89 | 0.2402 | 0.2414 | 0.0535 | -0.0196 | 0.0757 | 0.0204 |
2019-02-09 | COP | 2019-03-29 | 71 | Put | 5.25 | 5.55 | 0.2481 | -0.7619 | 0.0548 | -0.0163 | 0.0754 | -0.0481 |
2019-02-09 | COP | 2019-03-29 | 73 | Call | 0.36 | 0.43 | 0.2301 | 0.1433 | 0.0405 | -0.0135 | 0.0549 | 0.0122 |
2019-02-09 | COP | 2019-03-29 | 73 | Put | 6.9 | 7.3 | 0.2552 | -0.844 | 0.0432 | -0.0124 | 0.0573 | -0.0457 |
2019-02-09 | COP | 2019-03-29 | 76 | Call | 0.1 | 0.18 | 0.229 | 0.0603 | 0.0215 | -0.0071 | 0.029 | 0.0052 |
2019-02-09 | COP | 2019-03-29 | 76 | Put | 9.65 | 10.25 | 0.2908 | -0.9012 | 0.0293 | -0.0099 | 0.0438 | -0.0413 |
2019-02-09 | COST | 2019-02-22 | 177.5 | Call | 29.8 | 30.7 | 0.2297 | 0.9998 | 0.0001 | -0.0126 | 0.0003 | 0.0679 |
2019-02-09 | COST | 2019-02-22 | 177.5 | Put | 0 | 0.04 | 0.2297 | -0.0002 | 0.0001 | -0.0002 | 0.0003 | 0 |
2019-02-09 | COST | 2019-02-22 | 187.5 | Call | 19.75 | 20.9 | 0.2297 | 0.99 | 0.0029 | -0.0219 | 0.0109 | 0.071 |
2019-02-09 | COST | 2019-02-22 | 187.5 | Put | 0 | 0.12 | 0.2297 | -0.01 | 0.0029 | -0.0088 | 0.0109 | -0.0008 |
2019-02-09 | COST | 2019-02-22 | 192.5 | Call | 14.8 | 15.95 | 0.2297 | 0.9591 | 0.0094 | -0.0421 | 0.0357 | 0.0704 |
2019-02-09 | COST | 2019-02-22 | 192.5 | Put | 0 | 0.23 | 0.2297 | -0.0409 | 0.0094 | -0.0287 | 0.0357 | -0.0033 |
2019-02-09 | COST | 2019-02-22 | 200 | Call | 8.45 | 8.95 | 0.2086 | 0.8353 | 0.0292 | -0.0867 | 0.1008 | 0.0632 |
2019-02-09 | COST | 2019-02-22 | 200 | Put | 0.68 | 0.82 | 0.2079 | -0.1641 | 0.0294 | -0.0727 | 0.1024 | -0.0123 |
2019-02-09 | COST | 2019-02-22 | 202.5 | Call | 6.45 | 6.7 | 0.1951 | 0.7626 | 0.0389 | -0.0983 | 0.1257 | 0.0582 |
2019-02-09 | COST | 2019-02-22 | 202.5 | Put | 1.16 | 1.27 | 0.2016 | -0.2449 | 0.0386 | -0.089 | 0.1279 | -0.0181 |
2019-02-09 | COST | 2019-02-22 | 207.5 | Call | 3.1 | 3.3 | 0.1831 | 0.5314 | 0.0534 | -0.1134 | 0.1618 | 0.0411 |
2019-02-09 | COST | 2019-02-22 | 207.5 | Put | 2.75 | 2.97 | 0.1892 | -0.4717 | 0.0523 | -0.1037 | 0.1618 | -0.0327 |
2019-02-09 | COST | 2019-02-22 | 212.5 | Call | 1.03 | 1.17 | 0.171 | 0.2646 | 0.047 | -0.0851 | 0.1331 | 0.0206 |
2019-02-09 | COST | 2019-02-22 | 212.5 | Put | 5.6 | 5.9 | 0.1764 | -0.7352 | 0.0472 | -0.0758 | 0.1335 | -0.0433 |
2019-02-09 | COST | 2019-02-22 | 215 | Call | 0.51 | 0.65 | 0.1696 | 0.1618 | 0.0355 | -0.0627 | 0.0997 | 0.0127 |
2019-02-09 | COST | 2019-02-22 | 215 | Put | 7.5 | 7.9 | 0.1722 | -0.8441 | 0.0368 | -0.0517 | 0.1004 | -0.0416 |
2019-02-09 | COST | 2019-02-22 | 222.5 | Call | 0.03 | 0.06 | 0.1646 | 0.0187 | 0.0068 | -0.0112 | 0.0186 | 0.0015 |
2019-02-09 | COST | 2019-02-22 | 222.5 | Put | 14.45 | 15.95 | 0.2151 | -0.9555 | 0.0139 | -0.0231 | 0.0409 | -0.0275 |
2019-02-09 | COST | 2019-02-22 | 227.5 | Call | 0 | 0.03 | 0.1646 | 0.0028 | 0.0013 | -0.0021 | 0.0035 | 0.0002 |
2019-02-09 | COST | 2019-02-22 | 227.5 | Put | 19.25 | 20.6 | 0.2151 | -0.9984 | 0.0033 | 0 | 0.0041 | 0 |
2019-02-09 | COST | 2019-02-22 | 240 | Call | 0 | 0.03 | 0.1646 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | COST | 2019-02-22 | 240 | Put | 32.1 | 33.6 | 0.2151 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | COST | 2019-03-08 | 177.5 | Call | 28.45 | 32.35 | 0.2753 | 0.9833 | 0.0026 | -0.0239 | 0.0239 | 0.1331 |
2019-02-09 | COST | 2019-03-08 | 177.5 | Put | 0 | 0.66 | 0.2753 | -0.0167 | 0.0026 | -0.0115 | 0.0239 | -0.0027 |
2019-02-09 | COST | 2019-03-08 | 187.5 | Call | 20.05 | 21.9 | 0.2753 | 0.9206 | 0.0093 | -0.0537 | 0.0851 | 0.1304 |
2019-02-09 | COST | 2019-03-08 | 187.5 | Put | 0.26 | 1.07 | 0.2753 | -0.0793 | 0.0094 | -0.0408 | 0.0868 | -0.0123 |
2019-02-09 | COST | 2019-03-08 | 192.5 | Call | 16 | 17.2 | 0.2567 | 0.8719 | 0.0142 | -0.0667 | 0.1204 | 0.1262 |
2019-02-09 | COST | 2019-03-08 | 192.5 | Put | 0.8 | 1.46 | 0.269 | -0.1387 | 0.0144 | -0.0594 | 0.129 | -0.0212 |
2019-02-09 | COST | 2019-03-08 | 200 | Call | 10.1 | 12.25 | 0.2794 | 0.7107 | 0.0213 | -0.1077 | 0.1967 | 0.1046 |
2019-02-09 | COST | 2019-03-08 | 200 | Put | 2.58 | 2.89 | 0.2634 | -0.2805 | 0.0224 | -0.0877 | 0.1918 | -0.0417 |
2019-02-09 | COST | 2019-03-08 | 202.5 | Call | 7.9 | 9.15 | 0.2308 | 0.6783 | 0.027 | -0.0943 | 0.2062 | 0.1015 |
2019-02-09 | COST | 2019-03-08 | 202.5 | Put | 3.35 | 3.6 | 0.2585 | -0.3386 | 0.0248 | -0.0929 | 0.2111 | -0.0497 |
2019-02-09 | COST | 2019-03-08 | 207.5 | Call | 5.6 | 6.4 | 0.2473 | 0.532 | 0.0279 | -0.1084 | 0.2288 | 0.0802 |
2019-02-09 | COST | 2019-03-08 | 207.5 | Put | 5.2 | 5.7 | 0.2507 | -0.4709 | 0.028 | -0.0967 | 0.2287 | -0.0664 |
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