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 | COST | 2019-03-08 | 212.5 | Call | 3.45 | 3.7 | 0.236 | 0.3885 | 0.0282 | -0.0983 | 0.2205 | 0.0591 |
2019-02-09 | COST | 2019-03-08 | 212.5 | Put | 7.85 | 8.45 | 0.2446 | -0.6115 | 0.0278 | -0.089 | 0.2193 | -0.0808 |
2019-02-09 | COST | 2019-03-08 | 215 | Call | 2.6 | 2.74 | 0.2321 | 0.3188 | 0.0267 | -0.0896 | 0.2054 | 0.0487 |
2019-02-09 | COST | 2019-03-08 | 215 | Put | 9.2 | 9.65 | 0.2252 | -0.6937 | 0.028 | -0.0732 | 0.2017 | -0.0856 |
2019-02-09 | COST | 2019-03-08 | 222.5 | Call | 0.84 | 1.47 | 0.238 | 0.1641 | 0.0181 | -0.0628 | 0.1423 | 0.0253 |
2019-02-09 | COST | 2019-03-08 | 222.5 | Put | 14.9 | 17.05 | 0.2649 | -0.8168 | 0.0184 | -0.0636 | 0.1515 | -0.0894 |
2019-02-09 | COST | 2019-03-08 | 227.5 | Call | 0.33 | 0.5 | 0.2187 | 0.0754 | 0.0113 | -0.033 | 0.0817 | 0.0117 |
2019-02-09 | COST | 2019-03-08 | 227.5 | Put | 19.7 | 21.85 | 0.3026 | -0.8541 | 0.0141 | -0.0624 | 0.1359 | -0.0896 |
2019-02-09 | COST | 2019-03-08 | 240 | Call | 0 | 0.5 | 0.2187 | 0.0102 | 0.0021 | -0.0062 | 0.0156 | 0.0016 |
2019-02-09 | COST | 2019-03-08 | 240 | Put | 30.55 | 34.75 | 0.3026 | -0.9652 | 0.0063 | -0.018 | 0.0476 | -0.0479 |
2019-02-09 | COST | 2019-03-29 | 177.5 | Call | 30 | 32.9 | 0.2598 | 0.9589 | 0.0045 | -0.0298 | 0.067 | 0.2253 |
2019-02-09 | COST | 2019-03-29 | 177.5 | Put | 0.19 | 1.15 | 0.2598 | -0.0411 | 0.0045 | -0.0171 | 0.067 | -0.0119 |
2019-02-09 | COST | 2019-03-29 | 187.5 | Call | 20.55 | 22.45 | 0.2113 | 0.9206 | 0.0092 | -0.0364 | 0.1124 | 0.2277 |
2019-02-09 | COST | 2019-03-29 | 187.5 | Put | 0.73 | 1.46 | 0.2113 | -0.0794 | 0.0092 | -0.0232 | 0.1198 | -0.0211 |
2019-02-09 | COST | 2019-03-29 | 192.5 | Call | 16.9 | 18.8 | 0.2497 | 0.8206 | 0.0138 | -0.0617 | 0.1992 | 0.2047 |
2019-02-09 | COST | 2019-03-29 | 192.5 | Put | 1.29 | 2.23 | 0.2405 | -0.1721 | 0.014 | -0.0453 | 0.1968 | -0.0455 |
2019-02-09 | COST | 2019-03-29 | 200 | Call | 11.35 | 12.15 | 0.2253 | 0.7069 | 0.0201 | -0.0699 | 0.2617 | 0.1812 |
2019-02-09 | COST | 2019-03-29 | 200 | Put | 2.99 | 3.85 | 0.2287 | -0.2977 | 0.0201 | -0.0576 | 0.2642 | -0.0762 |
2019-02-09 | COST | 2019-03-29 | 202.5 | Call | 9.7 | 10.95 | 0.2322 | 0.6497 | 0.021 | -0.0758 | 0.2819 | 0.1672 |
2019-02-09 | COST | 2019-03-29 | 202.5 | Put | 3.75 | 4.75 | 0.2269 | -0.3506 | 0.0218 | -0.0608 | 0.2832 | -0.0882 |
2019-02-09 | COST | 2019-03-29 | 207.5 | Call | 6.65 | 7.95 | 0.2247 | 0.5391 | 0.0232 | -0.0768 | 0.302 | 0.1404 |
2019-02-09 | COST | 2019-03-29 | 207.5 | Put | 6.2 | 6.75 | 0.2279 | -0.4657 | 0.0234 | -0.0644 | 0.3019 | -0.1129 |
2019-02-09 | COST | 2019-03-29 | 212.5 | Call | 4.4 | 5.25 | 0.2167 | 0.4203 | 0.0237 | -0.0717 | 0.2974 | 0.1106 |
2019-02-09 | COST | 2019-03-29 | 212.5 | Put | 8.75 | 9.3 | 0.2203 | -0.5853 | 0.024 | -0.0595 | 0.2982 | -0.1333 |
2019-02-09 | COST | 2019-03-29 | 215 | Call | 3.55 | 4.7 | 0.2237 | 0.3688 | 0.0222 | -0.0707 | 0.2869 | 0.0972 |
2019-02-09 | COST | 2019-03-29 | 215 | Put | 9.85 | 11 | 0.2129 | -0.6485 | 0.0239 | -0.0536 | 0.2805 | -0.1404 |
2019-02-09 | COST | 2019-03-29 | 222.5 | Call | 1.52 | 2.37 | 0.2154 | 0.216 | 0.0179 | -0.0521 | 0.2229 | 0.0576 |
2019-02-09 | COST | 2019-03-29 | 222.5 | Put | 14.35 | 16.95 | 0.1925 | -0.8317 | 0.0196 | -0.0296 | 0.1939 | -0.1329 |
2019-02-09 | COST | 2019-03-29 | 227.5 | Call | 0.82 | 1.56 | 0.2173 | 0.1451 | 0.0138 | -0.0406 | 0.1735 | 0.0388 |
2019-02-09 | COST | 2019-03-29 | 227.5 | Put | 18.95 | 21.65 | 0.2097 | -0.885 | 0.0148 | -0.024 | 0.1518 | -0.1198 |
2019-02-09 | COST | 2019-03-29 | 240 | Call | 0 | 0.47 | 0.2173 | 0.0418 | 0.0054 | -0.0157 | 0.068 | 0.0113 |
2019-02-09 | COST | 2019-03-29 | 240 | Put | 30.65 | 34.75 | 0.2097 | -0.9976 | 0.0031 | 0 | 0.0097 | 0 |
2019-02-09 | COTY | 2019-02-22 | 8 | Call | 1.25 | 1.46 | 0.5727 | 0.9246 | 0.1359 | -0.0058 | 0.0026 | 0.0028 |
2019-02-09 | COTY | 2019-02-22 | 8 | Put | 0.03 | 0.06 | 0.5269 | -0.0603 | 0.1243 | -0.0041 | 0.0022 | -0.0002 |
2019-02-09 | COTY | 2019-02-22 | 8.5 | Call | 0.87 | 1.03 | 0.5727 | 0.8148 | 0.2553 | -0.0105 | 0.0049 | 0.0025 |
2019-02-09 | COTY | 2019-02-22 | 8.5 | Put | 0.07 | 0.11 | 0.5269 | -0.1674 | 0.2604 | -0.0085 | 0.0046 | -0.0006 |
2019-02-09 | COTY | 2019-02-22 | 9 | Call | 0.53 | 0.64 | 0.549 | 0.6546 | 0.3676 | -0.0136 | 0.0067 | 0.0021 |
2019-02-09 | COTY | 2019-02-22 | 9 | Put | 0.21 | 0.28 | 0.5463 | -0.3452 | 0.3713 | -0.013 | 0.0067 | -0.0012 |
2019-02-09 | COTY | 2019-02-22 | 9.5 | Call | 0.26 | 0.34 | 0.5103 | 0.4518 | 0.4249 | -0.0135 | 0.0072 | 0.0015 |
2019-02-09 | COTY | 2019-02-22 | 9.5 | Put | 0.41 | 0.5 | 0.5012 | -0.5509 | 0.4358 | -0.0127 | 0.0073 | -0.0018 |
2019-02-09 | COTY | 2019-02-22 | 10 | Call | 0.08 | 0.17 | 0.5053 | 0.2605 | 0.3518 | -0.0109 | 0.0059 | 0.0009 |
2019-02-09 | COTY | 2019-02-22 | 10 | Put | 0.73 | 0.87 | 0.5053 | -0.7419 | 0.3552 | -0.0103 | 0.0061 | -0.0023 |
2019-02-09 | COTY | 2019-02-22 | 10.5 | Call | 0.06 | 0.09 | 0.5506 | 0.1508 | 0.2327 | -0.0085 | 0.0043 | 0.0005 |
2019-02-09 | COTY | 2019-02-22 | 10.5 | Put | 1.12 | 1.36 | 0.5575 | -0.8489 | 0.2356 | -0.0081 | 0.0044 | -0.0024 |
2019-02-09 | COTY | 2019-03-08 | 8 | Call | 1.25 | 1.57 | 0.5295 | 0.8895 | 0.1548 | -0.0055 | 0.0047 | 0.0039 |
2019-02-09 | COTY | 2019-03-08 | 8 | Put | 0.09 | 0.15 | 0.5449 | -0.1542 | 0.1717 | -0.0058 | 0.0059 | -0.0011 |
2019-02-09 | COTY | 2019-03-08 | 8.5 | Call | 0.89 | 1.26 | 0.6122 | 0.7488 | 0.2208 | -0.01 | 0.008 | 0.0035 |
2019-02-09 | COTY | 2019-03-08 | 8.5 | Put | 0.14 | 0.24 | 0.4755 | -0.2466 | 0.2618 | -0.0067 | 0.0081 | -0.0017 |
2019-02-09 | COTY | 2019-03-08 | 9 | Call | 0.59 | 0.7 | 0.4868 | 0.6372 | 0.327 | -0.0094 | 0.0094 | 0.0032 |
2019-02-09 | COTY | 2019-03-08 | 9 | Put | 0.3 | 0.43 | 0.465 | -0.4004 | 0.3282 | -0.008 | 0.0099 | -0.0028 |
2019-02-09 | COTY | 2019-03-08 | 9.5 | Call | 0.33 | 0.43 | 0.471 | 0.4639 | 0.3528 | -0.0094 | 0.0099 | 0.0025 |
2019-02-09 | COTY | 2019-03-08 | 9.5 | Put | 0.57 | 0.7 | 0.4677 | -0.5664 | 0.3324 | -0.008 | 0.01 | -0.0039 |
2019-02-09 | COTY | 2019-03-08 | 10 | Call | 0.2 | 0.28 | 0.5019 | 0.3191 | 0.2928 | -0.0088 | 0.0092 | 0.0018 |
2019-02-09 | COTY | 2019-03-08 | 10 | Put | 0.91 | 1.07 | 0.4806 | -0.7078 | 0.2829 | -0.0071 | 0.0086 | -0.0048 |
2019-02-09 | COTY | 2019-03-08 | 10.5 | Call | 0.11 | 0.17 | 0.5124 | 0.2067 | 0.2262 | -0.007 | 0.0071 | 0.0013 |
2019-02-09 | COTY | 2019-03-08 | 10.5 | Put | 0.97 | 2.2 | 0.5124 | -0.8026 | 0.2148 | -0.0059 | 0.0069 | -0.0055 |
2019-02-09 | COTY | 2019-03-29 | 8 | Call | 1.33 | 1.81 | 0.6265 | 0.7917 | 0.1542 | -0.0074 | 0.0095 | 0.0058 |
2019-02-09 | COTY | 2019-03-29 | 8 | Put | 0.14 | 0.23 | 0.4906 | -0.1869 | 0.1634 | -0.0044 | 0.0093 | -0.0023 |
2019-02-09 | COTY | 2019-03-29 | 8.5 | Call | 0.93 | 1.16 | 0.4539 | 0.7482 | 0.241 | -0.0062 | 0.0108 | 0.0058 |
2019-02-09 | COTY | 2019-03-29 | 8.5 | Put | 0.32 | 0.37 | 0.5009 | -0.2937 | 0.2053 | -0.0058 | 0.0115 | -0.0037 |
2019-02-09 | COTY | 2019-03-29 | 9 | Call | 0.66 | 0.86 | 0.4725 | 0.6071 | 0.2616 | -0.0071 | 0.0129 | 0.0056 |
2019-02-09 | COTY | 2019-03-29 | 9 | Put | 0.43 | 0.57 | 0.4591 | -0.4073 | 0.2532 | -0.0059 | 0.0131 | -0.0049 |
2019-02-09 | COTY | 2019-03-29 | 9.5 | Call | 0.46 | 0.61 | 0.4805 | 0.4769 | 0.2561 | -0.0071 | 0.0134 | 0.0047 |
2019-02-09 | COTY | 2019-03-29 | 9.5 | Put | 0.7 | 0.85 | 0.4642 | -0.5346 | 0.2574 | -0.006 | 0.0135 | -0.0063 |
2019-02-09 | COTY | 2019-03-29 | 10 | Call | 0.29 | 0.44 | 0.4842 | 0.3617 | 0.2341 | -0.0066 | 0.0127 | 0.0039 |
2019-02-09 | COTY | 2019-03-29 | 10 | Put | 1.03 | 1.17 | 0.4617 | -0.6539 | 0.2417 | -0.0055 | 0.0127 | -0.0074 |
2019-02-09 | COTY | 2019-03-29 | 10.5 | Call | 0.2 | 0.28 | 0.4849 | 0.2637 | 0.2017 | -0.0057 | 0.0109 | 0.0029 |
2019-02-09 | COTY | 2019-03-29 | 10.5 | Put | 1.19 | 1.55 | 0.3474 | -0.8356 | 0.222 | -0.0025 | 0.0082 | -0.0078 |
2019-02-09 | CPB | 2019-02-22 | 29 | Call | 4.9 | 5.9 | 0.2532 | 0.9997 | 0.0007 | -0.0021 | 0.0001 | 0.0111 |
2019-02-09 | CPB | 2019-02-22 | 29 | Put | 0 | 0.2 | 0.2532 | -0.0003 | 0.0007 | -0.0001 | 0.0001 | 0 |
2019-02-09 | CPB | 2019-02-22 | 31 | Call | 3.1 | 3.6 | 0.2532 | 0.9812 | 0.027 | -0.0049 | 0.0031 | 0.0116 |
2019-02-09 | CPB | 2019-02-22 | 31 | Put | 0 | 0.1 | 0.2532 | -0.0188 | 0.027 | -0.0027 | 0.0031 | -0.0003 |
2019-02-09 | CPB | 2019-02-22 | 32 | Call | 2.05 | 2.5 | 0.2532 | 0.9249 | 0.0834 | -0.0107 | 0.0095 | 0.0112 |
2019-02-09 | CPB | 2019-02-22 | 32 | Put | 0.05 | 0.15 | 0.2532 | -0.0751 | 0.0834 | -0.0084 | 0.0095 | -0.001 |
2019-02-09 | CPB | 2019-02-22 | 33 | Call | 1.4 | 1.65 | 0.2532 | 0.7933 | 0.1679 | -0.0191 | 0.0192 | 0.0098 |
2019-02-09 | CPB | 2019-02-22 | 33 | Put | 0.2 | 0.45 | 0.2532 | -0.207 | 0.169 | -0.0169 | 0.0195 | -0.0026 |
2019-02-09 | CPB | 2019-02-22 | 34 | Call | 0.75 | 1 | 0.2632 | 0.583 | 0.2209 | -0.026 | 0.0262 | 0.0073 |
2019-02-09 | CPB | 2019-02-22 | 34 | Put | 0.5 | 0.7 | 0.2807 | -0.4221 | 0.2093 | -0.0255 | 0.0263 | -0.005 |
2019-02-09 | CPB | 2019-02-22 | 35 | Call | 0.3 | 0.5 | 0.2535 | 0.3563 | 0.219 | -0.0235 | 0.025 | 0.0045 |
2019-02-09 | CPB | 2019-02-22 | 35 | Put | 1 | 1.2 | 0.2617 | -0.6421 | 0.2161 | -0.0222 | 0.0255 | -0.007 |
2019-02-09 | CPB | 2019-02-22 | 36 | Call | 0.05 | 0.2 | 0.2535 | 0.1746 | 0.1513 | -0.0161 | 0.0173 | 0.0022 |
2019-02-09 | CPB | 2019-02-22 | 36 | Put | 1.7 | 2.05 | 0.2617 | -0.8228 | 0.1538 | -0.0149 | 0.0174 | -0.0076 |
2019-02-09 | CPB | 2019-02-22 | 37 | Call | 0 | 0.1 | 0.2535 | 0.0684 | 0.0775 | -0.0082 | 0.0089 | 0.0009 |
2019-02-09 | CPB | 2019-02-22 | 37 | Put | 2.45 | 3.7 | 0.2617 | -0.9337 | 0.0838 | -0.0068 | 0.0091 | -0.006 |
2019-02-09 | CPB | 2019-02-22 | 38 | Call | 0 | 0.15 | 0.2535 | 0.0214 | 0.0301 | -0.0032 | 0.0034 | 0.0003 |
2019-02-09 | CPB | 2019-02-22 | 38 | Put | 3.3 | 4.5 | 0.2617 | -0.9873 | 0.0368 | -0.0014 | 0.0025 | -0.0019 |
2019-02-09 | CPB | 2019-02-22 | 39 | Call | 0 | 0.1 | 0.2535 | 0.0054 | 0.0091 | -0.001 | 0.001 | 0.0001 |
2019-02-09 | CPB | 2019-02-22 | 39 | Put | 4.3 | 5.6 | 0.2617 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CPB | 2019-03-08 | 29 | Call | 5.2 | 5.7 | 0.3402 | 0.9676 | 0.0225 | -0.0061 | 0.0069 | 0.0213 |
2019-02-09 | CPB | 2019-03-08 | 29 | Put | 0.05 | 0.2 | 0.3402 | -0.0324 | 0.0225 | -0.0041 | 0.0069 | -0.0009 |
2019-02-09 | CPB | 2019-03-08 | 31 | Call | 3.4 | 3.8 | 0.3576 | 0.8617 | 0.065 | -0.0152 | 0.021 | 0.0199 |
2019-02-09 | CPB | 2019-03-08 | 31 | Put | 0.2 | 0.35 | 0.3693 | -0.1454 | 0.0654 | -0.014 | 0.0225 | -0.0037 |
2019-02-09 | CPB | 2019-03-08 | 32 | Call | 2.65 | 2.9 | 0.3463 | 0.7849 | 0.0889 | -0.0189 | 0.0278 | 0.0185 |
2019-02-09 | CPB | 2019-03-08 | 32 | Put | 0.4 | 0.55 | 0.3644 | -0.2256 | 0.0873 | -0.0181 | 0.0292 | -0.0057 |
2019-02-09 | CPB | 2019-03-08 | 33 | Call | 1.9 | 2.15 | 0.3317 | 0.6861 | 0.1126 | -0.0215 | 0.0337 | 0.0165 |
2019-02-09 | CPB | 2019-03-08 | 33 | Put | 0.65 | 0.8 | 0.3472 | -0.3211 | 0.1095 | -0.0204 | 0.0347 | -0.008 |
2019-02-09 | CPB | 2019-03-08 | 34 | Call | 1.35 | 1.5 | 0.3288 | 0.5637 | 0.1261 | -0.0232 | 0.0374 | 0.0137 |
2019-02-09 | CPB | 2019-03-08 | 34 | Put | 1.05 | 1.2 | 0.3427 | -0.4392 | 0.1224 | -0.022 | 0.0376 | -0.0106 |
2019-02-09 | CPB | 2019-03-08 | 35 | Call | 0.85 | 1 | 0.3189 | 0.4342 | 0.1299 | -0.0223 | 0.0374 | 0.0107 |
2019-02-09 | CPB | 2019-03-08 | 35 | Put | 1.55 | 1.75 | 0.3394 | -0.5625 | 0.124 | -0.0215 | 0.0372 | -0.0131 |
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