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 | ADI | 2019-03-08 | 116 | Call | 0 | 0.8 | 0.2869 | 0.0382 | 0.0104 | -0.0121 | 0.023 | 0.0028 |
2019-02-09 | ADI | 2019-03-08 | 116 | Put | 13.6 | 18.2 | 0.2869 | -0.9649 | 0.01 | -0.0035 | 0.0226 | -0.061 |
2019-02-09 | ADI | 2019-03-29 | 94.5 | Call | 7.5 | 8.1 | 0.2831 | 0.7512 | 0.0324 | -0.0405 | 0.1166 | 0.077 |
2019-02-09 | ADI | 2019-03-29 | 94.5 | Put | 1.5 | 2.3 | 0.2999 | -0.2675 | 0.0302 | -0.0353 | 0.1201 | -0.0342 |
2019-02-09 | ADI | 2019-03-29 | 96.5 | Call | 6 | 6.6 | 0.2721 | 0.6851 | 0.0371 | -0.0423 | 0.1315 | 0.075 |
2019-02-09 | ADI | 2019-03-29 | 96.5 | Put | 2 | 3.2 | 0.3015 | -0.3348 | 0.0332 | -0.039 | 0.1336 | -0.0423 |
2019-02-09 | ADI | 2019-03-29 | 98.5 | Call | 4.6 | 5.9 | 0.2835 | 0.6032 | 0.0379 | -0.0459 | 0.1417 | 0.0704 |
2019-02-09 | ADI | 2019-03-29 | 98.5 | Put | 2.8 | 3.6 | 0.2859 | -0.4026 | 0.0373 | -0.0389 | 0.1425 | -0.0496 |
2019-02-09 | ADI | 2019-03-29 | 101 | Call | 3.2 | 4.2 | 0.2651 | 0.5041 | 0.0416 | -0.0436 | 0.1467 | 0.0617 |
2019-02-09 | ADI | 2019-03-29 | 101 | Put | 3.8 | 4.4 | 0.2637 | -0.5015 | 0.042 | -0.0363 | 0.1466 | -0.0593 |
2019-02-09 | ADI | 2019-03-29 | 103 | Call | 2.35 | 2.9 | 0.2495 | 0.4162 | 0.043 | -0.0396 | 0.1451 | 0.0522 |
2019-02-09 | ADI | 2019-03-29 | 103 | Put | 4.9 | 5.9 | 0.2736 | -0.5789 | 0.0398 | -0.0365 | 0.1442 | -0.0667 |
2019-02-09 | ADI | 2019-03-29 | 105 | Call | 1.6 | 2.55 | 0.2592 | 0.3432 | 0.0389 | -0.0383 | 0.1375 | 0.0435 |
2019-02-09 | ADI | 2019-03-29 | 105 | Put | 6.2 | 6.9 | 0.2622 | -0.6619 | 0.0392 | -0.0319 | 0.1359 | -0.0724 |
2019-02-09 | ADI | 2019-03-29 | 108 | Call | 0.85 | 1.2 | 0.2346 | 0.2165 | 0.0342 | -0.0274 | 0.1092 | 0.028 |
2019-02-09 | ADI | 2019-03-29 | 108 | Put | 8.3 | 9 | 0.2504 | -0.7771 | 0.0341 | -0.0233 | 0.1108 | -0.0768 |
2019-02-09 | ADI | 2019-03-29 | 111 | Call | 0.3 | 0.95 | 0.2597 | 0.1615 | 0.0257 | -0.025 | 0.0918 | 0.0209 |
2019-02-09 | ADI | 2019-03-29 | 111 | Put | 10.9 | 11.6 | 0.2597 | -0.8496 | 0.0262 | -0.0174 | 0.0873 | -0.078 |
2019-02-09 | ADI | 2019-03-29 | 116 | Call | 0 | 1.3 | 0.2698 | 0.0819 | 0.0153 | -0.0159 | 0.0556 | 0.0105 |
2019-02-09 | ADI | 2019-03-29 | 116 | Put | 14.3 | 17.4 | 0.2698 | -0.9299 | 0.015 | -0.0073 | 0.0511 | -0.0749 |
2019-02-09 | ADM | 2019-02-22 | 35 | Call | 6.35 | 7 | 0.246 | 1 | 0 | -0.0024 | 0 | 0.0057 |
2019-02-09 | ADM | 2019-02-22 | 35 | Put | 0 | 0.06 | 0.246 | -0.0002 | 0.0004 | -0.0001 | 0.0001 | 0 |
2019-02-09 | ADM | 2019-02-22 | 38 | Call | 3.6 | 4.05 | 0.246 | 0.9959 | 0.0086 | -0.0038 | 0.0008 | 0.0062 |
2019-02-09 | ADM | 2019-02-22 | 38 | Put | 0.03 | 0.08 | 0.246 | -0.0337 | 0.0376 | -0.0052 | 0.0061 | -0.0005 |
2019-02-09 | ADM | 2019-02-22 | 39 | Call | 2.48 | 2.9 | 0.246 | 0.9678 | 0.0506 | -0.0098 | 0.0056 | 0.0065 |
2019-02-09 | ADM | 2019-02-22 | 39 | Put | 0.07 | 0.12 | 0.246 | -0.0985 | 0.0874 | -0.0121 | 0.0142 | -0.0015 |
2019-02-09 | ADM | 2019-02-22 | 40 | Call | 1.69 | 1.92 | 0.188 | 0.9394 | 0.1112 | -0.0118 | 0.0096 | 0.0066 |
2019-02-09 | ADM | 2019-02-22 | 40 | Put | 0.15 | 0.2 | 0.208 | -0.1858 | 0.1595 | -0.0157 | 0.0217 | -0.0028 |
2019-02-09 | ADM | 2019-02-22 | 41 | Call | 0.83 | 1.02 | 0.1715 | 0.7555 | 0.3057 | -0.0232 | 0.0241 | 0.0064 |
2019-02-09 | ADM | 2019-02-22 | 41 | Put | 0.37 | 0.45 | 0.1886 | -0.3783 | 0.2511 | -0.0198 | 0.031 | -0.0054 |
2019-02-09 | ADM | 2019-02-22 | 42 | Call | 0.38 | 0.42 | 0.1867 | 0.4131 | 0.3095 | -0.0265 | 0.0302 | 0.0045 |
2019-02-09 | ADM | 2019-02-22 | 42 | Put | 0.83 | 1.04 | 0.1896 | -0.6358 | 0.249 | -0.0191 | 0.0308 | -0.0082 |
2019-02-09 | ADM | 2019-02-22 | 43 | Call | 0.11 | 0.15 | 0.1864 | 0.1693 | 0.1803 | -0.0152 | 0.0205 | 0.0024 |
2019-02-09 | ADM | 2019-02-22 | 43 | Put | 1.56 | 2.02 | 0.235 | -0.7857 | 0.1572 | -0.018 | 0.0238 | -0.0094 |
2019-02-09 | ADM | 2019-02-22 | 45 | Call | 0 | 0.07 | 0.3348 | 0.1111 | 0.0705 | -0.0189 | 0.0157 | 0.0017 |
2019-02-09 | ADM | 2019-02-22 | 45 | Put | 3.5 | 3.9 | 0.3348 | -0.8933 | 0.0702 | -0.0156 | 0.0153 | -0.01 |
2019-02-09 | ADM | 2019-02-22 | 46 | Call | 0.01 | 0.08 | 0.3975 | 0.0969 | 0.0532 | -0.02 | 0.0139 | 0.0015 |
2019-02-09 | ADM | 2019-02-22 | 46 | Put | 4.5 | 4.9 | 0.3975 | -0.907 | 0.0534 | -0.0169 | 0.0135 | -0.0102 |
2019-02-09 | ADM | 2019-02-22 | 48 | Call | 0 | 0.07 | 0.49 | 0.0693 | 0.0335 | -0.0191 | 0.0108 | 0.0011 |
2019-02-09 | ADM | 2019-02-22 | 48 | Put | 6.5 | 6.85 | 0.49 | -0.9342 | 0.0334 | -0.0157 | 0.0102 | -0.0104 |
2019-02-09 | ADM | 2019-03-08 | 35 | Call | 6.55 | 6.9 | 0.1972 | 1 | 0 | -0.0024 | 0 | 0.0057 |
2019-02-09 | ADM | 2019-03-08 | 35 | Put | 0 | 0.13 | 0.2261 | -0.003 | 0.0035 | -0.0004 | 0.001 | -0.0001 |
2019-02-09 | ADM | 2019-03-08 | 38 | Call | 3.55 | 4 | 0.1972 | 0.9967 | 0.0084 | -0.0034 | 0.001 | 0.0063 |
2019-02-09 | ADM | 2019-03-08 | 38 | Put | 0.08 | 0.16 | 0.2261 | -0.0755 | 0.0551 | -0.0064 | 0.0168 | -0.0023 |
2019-02-09 | ADM | 2019-03-08 | 39 | Call | 2.63 | 2.96 | 0.1972 | 0.9622 | 0.0661 | -0.0086 | 0.0096 | 0.0075 |
2019-02-09 | ADM | 2019-03-08 | 39 | Put | 0.18 | 0.25 | 0.2261 | -0.1543 | 0.0921 | -0.0106 | 0.0275 | -0.0046 |
2019-02-09 | ADM | 2019-03-08 | 40 | Call | 1.73 | 2 | 0.1835 | 0.8604 | 0.1725 | -0.016 | 0.0234 | 0.0101 |
2019-02-09 | ADM | 2019-03-08 | 40 | Put | 0.31 | 0.41 | 0.204 | -0.2507 | 0.1373 | -0.0127 | 0.037 | -0.0074 |
2019-02-09 | ADM | 2019-03-08 | 41 | Call | 1.11 | 1.23 | 0.1941 | 0.6311 | 0.2158 | -0.0208 | 0.042 | 0.0145 |
2019-02-09 | ADM | 2019-03-08 | 41 | Put | 0.6 | 0.7 | 0.1911 | -0.4037 | 0.1793 | -0.0142 | 0.0447 | -0.0113 |
2019-02-09 | ADM | 2019-03-08 | 42 | Call | 0.59 | 0.69 | 0.1884 | 0.4234 | 0.194 | -0.0174 | 0.0448 | 0.0121 |
2019-02-09 | ADM | 2019-03-08 | 42 | Put | 1.08 | 1.18 | 0.1831 | -0.5914 | 0.19 | -0.0132 | 0.0448 | -0.0152 |
2019-02-09 | ADM | 2019-03-08 | 43 | Call | 0.28 | 0.33 | 0.1835 | 0.249 | 0.152 | -0.0127 | 0.0361 | 0.0077 |
2019-02-09 | ADM | 2019-03-08 | 43 | Put | 1.61 | 1.87 | 0.1576 | -0.8013 | 0.1679 | -0.0074 | 0.0322 | -0.0161 |
2019-02-09 | ADM | 2019-03-08 | 45 | Call | 0.03 | 0.09 | 0.2061 | 0.0817 | 0.0639 | -0.0066 | 0.0173 | 0.0025 |
2019-02-09 | ADM | 2019-03-08 | 45 | Put | 3.45 | 3.8 | 0.2061 | -0.9332 | 0.0651 | -0.0035 | 0.0153 | -0.0135 |
2019-02-09 | ADM | 2019-03-08 | 46 | Call | 0 | 0.08 | 0.247 | 0.0703 | 0.0475 | -0.007 | 0.0154 | 0.0022 |
2019-02-09 | ADM | 2019-03-08 | 46 | Put | 4.45 | 4.8 | 0.247 | -0.9425 | 0.0481 | -0.0038 | 0.0139 | -0.0137 |
2019-02-09 | ADM | 2019-03-08 | 48 | Call | 0 | 0.05 | 0.3225 | 0.0563 | 0.0306 | -0.0076 | 0.013 | 0.0017 |
2019-02-09 | ADM | 2019-03-08 | 48 | Put | 6.35 | 6.9 | 0.3225 | -0.9539 | 0.0307 | -0.0043 | 0.0112 | -0.014 |
2019-02-09 | ADM | 2019-03-29 | 35 | Call | 6.5 | 6.95 | 0.286 | 0.9947 | 0.0082 | -0.004 | 0.0034 | 0.0081 |
2019-02-09 | ADM | 2019-03-29 | 35 | Put | 0.01 | 0.13 | 0.2752 | -0.0397 | 0.0205 | -0.0035 | 0.013 | -0.0023 |
2019-02-09 | ADM | 2019-03-29 | 38 | Call | 3.6 | 4.1 | 0.231 | 0.913 | 0.0805 | -0.0125 | 0.0217 | 0.0211 |
2019-02-09 | ADM | 2019-03-29 | 38 | Put | 0.23 | 0.29 | 0.2338 | -0.1388 | 0.0629 | -0.0076 | 0.0352 | -0.0073 |
2019-02-09 | ADM | 2019-03-29 | 39 | Call | 2.75 | 3.05 | 0.2012 | 0.858 | 0.1189 | -0.0136 | 0.0333 | 0.0259 |
2019-02-09 | ADM | 2019-03-29 | 39 | Put | 0.29 | 0.42 | 0.2095 | -0.1946 | 0.0875 | -0.0084 | 0.0428 | -0.0101 |
2019-02-09 | ADM | 2019-03-29 | 40 | Call | 2 | 2.22 | 0.1968 | 0.7265 | 0.1349 | -0.0143 | 0.0512 | 0.034 |
2019-02-09 | ADM | 2019-03-29 | 40 | Put | 0.53 | 0.64 | 0.202 | -0.2928 | 0.1137 | -0.01 | 0.0526 | -0.0148 |
2019-02-09 | ADM | 2019-03-29 | 41 | Call | 1.4 | 1.59 | 0.1991 | 0.5882 | 0.1317 | -0.0139 | 0.0589 | 0.0306 |
2019-02-09 | ADM | 2019-03-29 | 41 | Put | 0.84 | 0.95 | 0.1899 | -0.4146 | 0.138 | -0.0104 | 0.059 | -0.02 |
2019-02-09 | ADM | 2019-03-29 | 42 | Call | 0.89 | 0.97 | 0.1871 | 0.4516 | 0.1403 | -0.0128 | 0.06 | 0.024 |
2019-02-09 | ADM | 2019-03-29 | 42 | Put | 1.22 | 1.42 | 0.1756 | -0.562 | 0.1534 | -0.0094 | 0.0592 | -0.025 |
2019-02-09 | ADM | 2019-03-29 | 43 | Call | 0.49 | 0.66 | 0.1875 | 0.3213 | 0.1264 | -0.0114 | 0.0543 | 0.0173 |
2019-02-09 | ADM | 2019-03-29 | 43 | Put | 1.9 | 2.11 | 0.1811 | -0.6984 | 0.1352 | -0.0082 | 0.0531 | -0.0278 |
2019-02-09 | ADM | 2019-03-29 | 45 | Call | 0.12 | 0.28 | 0.1789 | 0.1185 | 0.0731 | -0.0058 | 0.0301 | 0.0064 |
2019-02-09 | ADM | 2019-03-29 | 45 | Put | 3.5 | 3.8 | 0.1789 | -0.9075 | 0.079 | -0.003 | 0.0256 | -0.021 |
2019-02-09 | ADM | 2019-03-29 | 46 | Call | 0.05 | 0.11 | 0.2001 | 0.0885 | 0.0528 | -0.0052 | 0.0243 | 0.0048 |
2019-02-09 | ADM | 2019-03-29 | 46 | Put | 4.45 | 4.8 | 0.2001 | -0.9366 | 0.0559 | -0.0022 | 0.0196 | -0.0188 |
2019-02-09 | ADM | 2019-03-29 | 48 | Call | 0 | 0.08 | 0.2982 | 0.1028 | 0.0396 | -0.0086 | 0.0272 | 0.0054 |
2019-02-09 | ADM | 2019-03-29 | 48 | Put | 6.45 | 6.95 | 0.2982 | -0.9131 | 0.042 | -0.0056 | 0.024 | -0.0253 |
2019-02-09 | ADP | 2019-02-22 | 125 | Call | 20.9 | 22.4 | 0.2103 | 1 | 0 | -0.0088 | 0 | 0.0479 |
2019-02-09 | ADP | 2019-02-22 | 125 | Put | 0 | 0.1 | 0.2403 | -0.0003 | 0.0001 | -0.0002 | 0.0003 | 0 |
2019-02-09 | ADP | 2019-02-22 | 132 | Call | 13.9 | 15.5 | 0.2103 | 0.9957 | 0.0021 | -0.0119 | 0.0036 | 0.0503 |
2019-02-09 | ADP | 2019-02-22 | 132 | Put | 0 | 0.15 | 0.2403 | -0.0106 | 0.0041 | -0.0068 | 0.0081 | -0.0006 |
2019-02-09 | ADP | 2019-02-22 | 137 | Call | 9.8 | 10.3 | 0.2103 | 0.9576 | 0.0149 | -0.0286 | 0.026 | 0.0501 |
2019-02-09 | ADP | 2019-02-22 | 137 | Put | 0.15 | 0.25 | 0.2403 | -0.0648 | 0.0184 | -0.0306 | 0.0374 | -0.0035 |
2019-02-09 | ADP | 2019-02-22 | 141 | Call | 6.2 | 6.5 | 0.197 | 0.8624 | 0.0388 | -0.0529 | 0.0632 | 0.0461 |
2019-02-09 | ADP | 2019-02-22 | 141 | Put | 0.4 | 0.55 | 0.208 | -0.1503 | 0.0392 | -0.0486 | 0.0699 | -0.008 |
2019-02-09 | ADP | 2019-02-22 | 144 | Call | 3.8 | 4.1 | 0.1904 | 0.7133 | 0.0622 | -0.0736 | 0.0979 | 0.0386 |
2019-02-09 | ADP | 2019-02-22 | 144 | Put | 0.95 | 1.1 | 0.1926 | -0.2897 | 0.0623 | -0.0652 | 0.0998 | -0.0149 |
2019-02-09 | ADP | 2019-02-22 | 147 | Call | 1.85 | 2.1 | 0.1742 | 0.5031 | 0.0797 | -0.0764 | 0.1147 | 0.0276 |
2019-02-09 | ADP | 2019-02-22 | 147 | Put | 1.9 | 2.25 | 0.1778 | -0.4997 | 0.0791 | -0.0686 | 0.1147 | -0.0241 |
2019-02-09 | ADP | 2019-02-22 | 150 | Call | 0.7 | 0.85 | 0.1662 | 0.2696 | 0.0691 | -0.0591 | 0.095 | 0.0149 |
2019-02-09 | ADP | 2019-02-22 | 150 | Put | 3.5 | 4.1 | 0.1616 | -0.744 | 0.0721 | -0.0477 | 0.0942 | -0.0302 |
2019-02-09 | ADP | 2019-02-22 | 152.5 | Call | 0.2 | 0.3 | 0.156 | 0.1157 | 0.0434 | -0.0324 | 0.056 | 0.0064 |
2019-02-09 | ADP | 2019-02-22 | 152.5 | Put | 5.6 | 6.1 | 0.1577 | -0.8947 | 0.0459 | -0.0241 | 0.0548 | -0.0258 |
2019-02-09 | ADP | 2019-02-22 | 157.5 | Call | 0 | 0.1 | 0.156 | 0.0121 | 0.007 | -0.0052 | 0.0091 | 0.0007 |
2019-02-09 | ADP | 2019-02-22 | 157.5 | Put | 9.7 | 11.4 | 0.1577 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ADP | 2019-02-22 | 162.5 | Call | 0 | 0.05 | 0.156 | 0.0005 | 0.0004 | -0.0003 | 0.0005 | 0 |
2019-02-09 | ADP | 2019-02-22 | 162.5 | Put | 15.1 | 16.4 | 0.1577 | -1 | 0 | 0 | 0 | 0 |
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