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 | CPB | 2019-03-08 | 36 | Call | 0.5 | 0.65 | 0.3157 | 0.3119 | 0.118 | -0.0196 | 0.0336 | 0.0078 |
2019-02-09 | CPB | 2019-03-08 | 36 | Put | 2.15 | 2.4 | 0.3305 | -0.6831 | 0.116 | -0.0186 | 0.0335 | -0.0149 |
2019-02-09 | CPB | 2019-03-08 | 37 | Call | 0.3 | 0.4 | 0.3181 | 0.2127 | 0.0961 | -0.0161 | 0.0276 | 0.0053 |
2019-02-09 | CPB | 2019-03-08 | 37 | Put | 2.9 | 3.2 | 0.3352 | -0.7798 | 0.0965 | -0.0154 | 0.0278 | -0.0157 |
2019-02-09 | CPB | 2019-03-08 | 38 | Call | 0.15 | 0.25 | 0.3183 | 0.1358 | 0.0721 | -0.0121 | 0.0207 | 0.0034 |
2019-02-09 | CPB | 2019-03-08 | 38 | Put | 3.7 | 4.1 | 0.339 | -0.8553 | 0.0752 | -0.0116 | 0.0226 | -0.0152 |
2019-02-09 | CPB | 2019-03-08 | 39 | Call | 0.05 | 0.2 | 0.3183 | 0.0817 | 0.05 | -0.0083 | 0.0143 | 0.0021 |
2019-02-09 | CPB | 2019-03-08 | 39 | Put | 4.6 | 5 | 0.339 | -0.9132 | 0.0552 | -0.0077 | 0.0154 | -0.0134 |
2019-02-09 | CPB | 2019-03-29 | 29 | Call | 5.4 | 5.7 | 0.3437 | 0.9225 | 0.0336 | -0.0083 | 0.0182 | 0.035 |
2019-02-09 | CPB | 2019-03-29 | 29 | Put | 0.1 | 0.4 | 0.3437 | -0.0774 | 0.0337 | -0.0062 | 0.0187 | -0.0035 |
2019-02-09 | CPB | 2019-03-29 | 31 | Call | 3.6 | 4 | 0.3239 | 0.8262 | 0.0631 | -0.0124 | 0.0322 | 0.0329 |
2019-02-09 | CPB | 2019-03-29 | 31 | Put | 0.4 | 0.55 | 0.3456 | -0.1877 | 0.0625 | -0.0115 | 0.0351 | -0.0084 |
2019-02-09 | CPB | 2019-03-29 | 32 | Call | 2.9 | 3.2 | 0.324 | 0.749 | 0.0783 | -0.0148 | 0.04 | 0.0304 |
2019-02-09 | CPB | 2019-03-29 | 32 | Put | 0.6 | 0.75 | 0.3297 | -0.2552 | 0.0782 | -0.013 | 0.0409 | -0.0113 |
2019-02-09 | CPB | 2019-03-29 | 33 | Call | 2.2 | 2.45 | 0.31 | 0.6647 | 0.0936 | -0.016 | 0.0458 | 0.0275 |
2019-02-09 | CPB | 2019-03-29 | 33 | Put | 0.9 | 1.05 | 0.3208 | -0.341 | 0.092 | -0.0143 | 0.0457 | -0.0148 |
2019-02-09 | CPB | 2019-03-29 | 34 | Call | 1.65 | 1.85 | 0.3088 | 0.5646 | 0.1015 | -0.0169 | 0.0494 | 0.0236 |
2019-02-09 | CPB | 2019-03-29 | 34 | Put | 1.25 | 1.45 | 0.3088 | -0.4384 | 0.103 | -0.0147 | 0.0496 | -0.0184 |
2019-02-09 | CPB | 2019-03-29 | 35 | Call | 1.15 | 1.35 | 0.3022 | 0.4609 | 0.1046 | -0.0164 | 0.0499 | 0.0195 |
2019-02-09 | CPB | 2019-03-29 | 35 | Put | 1.75 | 1.95 | 0.3022 | -0.5436 | 0.1066 | -0.0142 | 0.05 | -0.022 |
2019-02-09 | CPB | 2019-03-29 | 36 | Call | 0.75 | 0.95 | 0.2952 | 0.358 | 0.1007 | -0.015 | 0.0469 | 0.0153 |
2019-02-09 | CPB | 2019-03-29 | 36 | Put | 2.4 | 2.55 | 0.3 | -0.6454 | 0.1017 | -0.013 | 0.0466 | -0.0246 |
2019-02-09 | CPB | 2019-03-29 | 37 | Call | 0.5 | 0.65 | 0.295 | 0.2684 | 0.089 | -0.0131 | 0.0414 | 0.0116 |
2019-02-09 | CPB | 2019-03-29 | 37 | Put | 2.75 | 3.4 | 0.2683 | -0.7652 | 0.0968 | -0.0091 | 0.0391 | -0.0254 |
2019-02-09 | CPB | 2019-03-29 | 38 | Call | 0.3 | 0.45 | 0.2943 | 0.193 | 0.0741 | -0.0108 | 0.0344 | 0.0084 |
2019-02-09 | CPB | 2019-03-29 | 38 | Put | 3.8 | 4.2 | 0.2984 | -0.8143 | 0.077 | -0.0088 | 0.0332 | -0.0256 |
2019-02-09 | CPB | 2019-03-29 | 39 | Call | 0.15 | 0.3 | 0.2943 | 0.1339 | 0.0584 | -0.0085 | 0.0271 | 0.0058 |
2019-02-09 | CPB | 2019-03-29 | 39 | Put | 4.6 | 5.1 | 0.2984 | -0.8764 | 0.062 | -0.0064 | 0.0263 | -0.0234 |
2019-02-09 | CPRI | 2019-02-22 | 39 | Call | 6.9 | 7.3 | 0.3506 | 0.9931 | 0.0061 | -0.0049 | 0.0017 | 0.0148 |
2019-02-09 | CPRI | 2019-02-22 | 39 | Put | 0 | 0.15 | 0.3506 | -0.0069 | 0.0061 | -0.0021 | 0.0017 | -0.0001 |
2019-02-09 | CPRI | 2019-02-22 | 41.5 | Call | 4.5 | 4.8 | 0.3506 | 0.9404 | 0.0375 | -0.0161 | 0.0107 | 0.0148 |
2019-02-09 | CPRI | 2019-02-22 | 41.5 | Put | 0 | 0.15 | 0.3506 | -0.0596 | 0.0375 | -0.0132 | 0.0107 | -0.0011 |
2019-02-09 | CPRI | 2019-02-22 | 43 | Call | 3.2 | 3.5 | 0.3632 | 0.843 | 0.0734 | -0.0306 | 0.0217 | 0.0136 |
2019-02-09 | CPRI | 2019-02-22 | 43 | Put | 0.2 | 0.3 | 0.35 | -0.1484 | 0.0738 | -0.0257 | 0.0218 | -0.0025 |
2019-02-09 | CPRI | 2019-02-22 | 44 | Call | 2.4 | 2.6 | 0.3377 | 0.7673 | 0.1004 | -0.0355 | 0.0275 | 0.0126 |
2019-02-09 | CPRI | 2019-02-22 | 44 | Put | 0.35 | 0.45 | 0.3277 | -0.2266 | 0.1026 | -0.0312 | 0.0282 | -0.0038 |
2019-02-09 | CPRI | 2019-02-22 | 45 | Call | 1.65 | 1.85 | 0.3189 | 0.6589 | 0.1277 | -0.0397 | 0.0331 | 0.011 |
2019-02-09 | CPRI | 2019-02-22 | 45 | Put | 0.6 | 0.75 | 0.3179 | -0.3415 | 0.1289 | -0.0367 | 0.0333 | -0.0056 |
2019-02-09 | CPRI | 2019-02-22 | 46 | Call | 1.1 | 1.25 | 0.3166 | 0.5228 | 0.1396 | -0.0422 | 0.0359 | 0.0088 |
2019-02-09 | CPRI | 2019-02-22 | 46 | Put | 1 | 1.25 | 0.3227 | -0.4785 | 0.1382 | -0.0402 | 0.0359 | -0.0076 |
2019-02-09 | CPRI | 2019-02-22 | 47 | Call | 0.65 | 0.8 | 0.3105 | 0.3834 | 0.1364 | -0.0394 | 0.0344 | 0.0065 |
2019-02-09 | CPRI | 2019-02-22 | 47 | Put | 1.55 | 1.75 | 0.3091 | -0.6196 | 0.1384 | -0.0363 | 0.0343 | -0.0094 |
2019-02-09 | CPRI | 2019-02-22 | 48 | Call | 0.35 | 0.5 | 0.3099 | 0.2597 | 0.1161 | -0.0332 | 0.0292 | 0.0044 |
2019-02-09 | CPRI | 2019-02-22 | 48 | Put | 2.2 | 2.45 | 0.2993 | -0.7522 | 0.1199 | -0.0286 | 0.0287 | -0.0104 |
2019-02-09 | CPRI | 2019-02-22 | 49 | Call | 0.2 | 0.3 | 0.3173 | 0.1686 | 0.088 | -0.0263 | 0.0227 | 0.0029 |
2019-02-09 | CPRI | 2019-02-22 | 49 | Put | 3 | 3.3 | 0.302 | -0.8493 | 0.0896 | -0.0208 | 0.0212 | -0.0104 |
2019-02-09 | CPRI | 2019-02-22 | 51 | Call | 0 | 0.1 | 0.3173 | 0.0544 | 0.0386 | -0.0114 | 0.0099 | 0.0009 |
2019-02-09 | CPRI | 2019-02-22 | 51 | Put | 4.8 | 5.1 | 0.302 | -0.9631 | 0.0371 | -0.0064 | 0.0077 | -0.0064 |
2019-02-09 | CPRI | 2019-02-22 | 53 | Call | 0 | 0.15 | 0.3173 | 0.0131 | 0.0118 | -0.0035 | 0.003 | 0.0002 |
2019-02-09 | CPRI | 2019-02-22 | 53 | Put | 6.8 | 7.1 | 0.302 | -1 | 0.0017 | 0 | 0 | 0 |
2019-02-09 | CPRI | 2019-03-08 | 39 | Call | 7 | 7.7 | 0.3584 | 0.959 | 0.0192 | -0.0098 | 0.0112 | 0.0283 |
2019-02-09 | CPRI | 2019-03-08 | 39 | Put | 0 | 0.15 | 0.3584 | -0.041 | 0.0192 | -0.007 | 0.0112 | -0.0015 |
2019-02-09 | CPRI | 2019-03-08 | 41.5 | Call | 4.7 | 5.2 | 0.3655 | 0.8629 | 0.0471 | -0.0207 | 0.028 | 0.0267 |
2019-02-09 | CPRI | 2019-03-08 | 41.5 | Put | 0.25 | 0.4 | 0.3601 | -0.1339 | 0.0472 | -0.0173 | 0.0272 | -0.0046 |
2019-02-09 | CPRI | 2019-03-08 | 43 | Call | 3.5 | 3.9 | 0.3485 | 0.7806 | 0.0666 | -0.0257 | 0.0377 | 0.0247 |
2019-02-09 | CPRI | 2019-03-08 | 43 | Put | 0.45 | 0.65 | 0.3383 | -0.2139 | 0.068 | -0.0219 | 0.0366 | -0.0073 |
2019-02-09 | CPRI | 2019-03-08 | 44 | Call | 2.8 | 3.1 | 0.3393 | 0.7081 | 0.0794 | -0.0286 | 0.0438 | 0.0227 |
2019-02-09 | CPRI | 2019-03-08 | 44 | Put | 0.7 | 0.9 | 0.3309 | -0.2887 | 0.0816 | -0.0249 | 0.0444 | -0.0097 |
2019-02-09 | CPRI | 2019-03-08 | 45 | Call | 2.15 | 2.4 | 0.3299 | 0.6236 | 0.0903 | -0.0304 | 0.0484 | 0.0203 |
2019-02-09 | CPRI | 2019-03-08 | 45 | Put | 1.05 | 1.25 | 0.3272 | -0.3772 | 0.0918 | -0.0273 | 0.0485 | -0.0124 |
2019-02-09 | CPRI | 2019-03-08 | 46 | Call | 1.6 | 1.8 | 0.3229 | 0.5294 | 0.0967 | -0.0308 | 0.0507 | 0.0174 |
2019-02-09 | CPRI | 2019-03-08 | 46 | Put | 1.45 | 1.65 | 0.3158 | -0.4729 | 0.1001 | -0.0273 | 0.0507 | -0.0151 |
2019-02-09 | CPRI | 2019-03-08 | 47 | Call | 1.15 | 1.35 | 0.3219 | 0.4335 | 0.0959 | -0.0301 | 0.0501 | 0.0143 |
2019-02-09 | CPRI | 2019-03-08 | 47 | Put | 2 | 2.2 | 0.3143 | -0.572 | 0.0994 | -0.0265 | 0.0499 | -0.0177 |
2019-02-09 | CPRI | 2019-03-08 | 48 | Call | 0.75 | 0.95 | 0.312 | 0.3375 | 0.0919 | -0.027 | 0.0466 | 0.0113 |
2019-02-09 | CPRI | 2019-03-08 | 48 | Put | 2.6 | 2.85 | 0.309 | -0.6687 | 0.0942 | -0.0238 | 0.047 | -0.0196 |
2019-02-09 | CPRI | 2019-03-08 | 49 | Call | 0.5 | 0.65 | 0.3097 | 0.2536 | 0.0811 | -0.0234 | 0.0408 | 0.0085 |
2019-02-09 | CPRI | 2019-03-08 | 49 | Put | 3.3 | 3.6 | 0.3055 | -0.7556 | 0.0834 | -0.0199 | 0.0397 | -0.0206 |
2019-02-09 | CPRI | 2019-03-08 | 51 | Call | 0.15 | 0.3 | 0.3077 | 0.1276 | 0.0532 | -0.015 | 0.0266 | 0.0043 |
2019-02-09 | CPRI | 2019-03-08 | 51 | Put | 4.9 | 5.3 | 0.3164 | -0.8738 | 0.0556 | -0.013 | 0.0269 | -0.0195 |
2019-02-09 | CPRI | 2019-03-08 | 53 | Call | 0 | 0.15 | 0.3077 | 0.056 | 0.0288 | -0.0081 | 0.0144 | 0.0019 |
2019-02-09 | CPRI | 2019-03-08 | 53 | Put | 6.8 | 7.2 | 0.3164 | -0.9509 | 0.0321 | -0.0058 | 0.0137 | -0.0135 |
2019-02-09 | CPRI | 2019-03-29 | 41.5 | Call | 5.2 | 5.6 | 0.3707 | 0.8042 | 0.0442 | -0.0199 | 0.0466 | 0.0424 |
2019-02-09 | CPRI | 2019-03-29 | 41.5 | Put | 0.6 | 0.75 | 0.3593 | -0.19 | 0.0451 | -0.0162 | 0.0471 | -0.0115 |
2019-02-09 | CPRI | 2019-03-29 | 43 | Call | 4 | 4.4 | 0.349 | 0.7337 | 0.0558 | -0.0218 | 0.0553 | 0.0397 |
2019-02-09 | CPRI | 2019-03-29 | 43 | Put | 0.9 | 1.1 | 0.3444 | -0.2653 | 0.0569 | -0.0186 | 0.055 | -0.0158 |
2019-02-09 | CPRI | 2019-03-29 | 44 | Call | 3.3 | 3.6 | 0.3334 | 0.6769 | 0.0639 | -0.0226 | 0.0605 | 0.0372 |
2019-02-09 | CPRI | 2019-03-29 | 44 | Put | 1.2 | 1.4 | 0.3377 | -0.3263 | 0.0639 | -0.02 | 0.0611 | -0.0191 |
2019-02-09 | CPRI | 2019-03-29 | 45 | Call | 2.75 | 3 | 0.3364 | 0.6078 | 0.0678 | -0.024 | 0.0648 | 0.0337 |
2019-02-09 | CPRI | 2019-03-29 | 45 | Put | 1.6 | 1.85 | 0.3406 | -0.3951 | 0.0678 | -0.0214 | 0.0653 | -0.0228 |
2019-02-09 | CPRI | 2019-03-29 | 46 | Call | 2.2 | 2.4 | 0.3285 | 0.5377 | 0.0717 | -0.0241 | 0.0669 | 0.0301 |
2019-02-09 | CPRI | 2019-03-29 | 46 | Put | 2 | 2.3 | 0.3329 | -0.4652 | 0.0719 | -0.0214 | 0.0669 | -0.0263 |
2019-02-09 | CPRI | 2019-03-29 | 47 | Call | 1.75 | 2 | 0.3326 | 0.4675 | 0.0709 | -0.0242 | 0.067 | 0.0263 |
2019-02-09 | CPRI | 2019-03-29 | 47 | Put | 2.5 | 2.75 | 0.3219 | -0.5393 | 0.0745 | -0.0205 | 0.0672 | -0.0296 |
2019-02-09 | CPRI | 2019-03-29 | 48 | Call | 1.35 | 1.5 | 0.3226 | 0.3951 | 0.0708 | -0.0226 | 0.0649 | 0.0225 |
2019-02-09 | CPRI | 2019-03-29 | 48 | Put | 3.1 | 3.4 | 0.3228 | -0.61 | 0.0722 | -0.0196 | 0.0647 | -0.0324 |
2019-02-09 | CPRI | 2019-03-29 | 49.5 | Call | 0.85 | 1.05 | 0.319 | 0.2967 | 0.0643 | -0.0199 | 0.0583 | 0.017 |
2019-02-09 | CPRI | 2019-03-29 | 49.5 | Put | 4.1 | 4.5 | 0.3231 | -0.7076 | 0.0655 | -0.0172 | 0.0572 | -0.035 |
2019-02-09 | CPRI | 2019-03-29 | 50.5 | Call | 0.65 | 0.85 | 0.3247 | 0.2449 | 0.0574 | -0.0183 | 0.053 | 0.0141 |
2019-02-09 | CPRI | 2019-03-29 | 50.5 | Put | 4.8 | 5.2 | 0.3091 | -0.7772 | 0.0606 | -0.0139 | 0.0498 | -0.0353 |
2019-02-09 | CPRI | 2019-03-29 | 53 | Call | 0.25 | 0.4 | 0.3153 | 0.1286 | 0.0395 | -0.0118 | 0.0354 | 0.0075 |
2019-02-09 | CPRI | 2019-03-29 | 53 | Put | 6.9 | 7.4 | 0.308 | -0.8918 | 0.0415 | -0.008 | 0.0312 | -0.0304 |
2019-02-09 | CPRT | 2019-02-15 | 45 | Call | 6.3 | 6.9 | 0.3407 | 0.9986 | 0.0019 | -0.0039 | 0.0003 | 0.0086 |
2019-02-09 | CPRT | 2019-02-15 | 45 | Put | 0 | 0.05 | 0.4005 | -0.0054 | 0.0054 | -0.0031 | 0.0011 | -0.0001 |
2019-02-09 | CPRT | 2019-02-15 | 50 | Call | 1.65 | 2.1 | 0.3299 | 0.7818 | 0.1247 | -0.0525 | 0.0211 | 0.0074 |
2019-02-09 | CPRT | 2019-02-15 | 50 | Put | 0.1 | 0.2 | 0.3506 | -0.231 | 0.1219 | -0.0541 | 0.0226 | -0.0022 |
2019-02-09 | CPRT | 2019-02-15 | 55 | Call | 0 | 0.1 | 0.3113 | 0.0823 | 0.0681 | -0.0245 | 0.0109 | 0.0008 |
2019-02-09 | CPRT | 2019-02-15 | 55 | Put | 3 | 3.7 | 0.3374 | -0.9035 | 0.0739 | -0.0273 | 0.013 | -0.0058 |
2019-02-09 | CPRT | 2019-02-15 | 60 | Call | 0 | 0.05 | 0.3113 | 0.0003 | 0.0005 | -0.0002 | 0.0001 | 0 |
2019-02-09 | CPRT | 2019-02-15 | 60 | Put | 8.1 | 8.8 | 0.3374 | -1 | 0 | 0 | 0 | 0 |
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