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 | CTAS | 2019-02-15 | 165 | Call | 26.9 | 31.1 | 0.2069 | 1 | 0 | -0.0115 | 0 | 0.0316 |
2019-02-09 | CTAS | 2019-02-15 | 165 | Put | 0 | 1.15 | 0.2095 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CTAS | 2019-02-15 | 175 | Call | 17 | 21.1 | 0.2069 | 0.9999 | 0.0001 | -0.0124 | 0.0001 | 0.0335 |
2019-02-09 | CTAS | 2019-02-15 | 175 | Put | 0 | 1.15 | 0.2095 | -0.0001 | 0.0001 | -0.0002 | 0.0001 | 0 |
2019-02-09 | CTAS | 2019-02-15 | 180 | Call | 13.5 | 15 | 0.2069 | 0.9964 | 0.0019 | -0.0168 | 0.0029 | 0.0343 |
2019-02-09 | CTAS | 2019-02-15 | 180 | Put | 0 | 0.3 | 0.2095 | -0.004 | 0.0021 | -0.0047 | 0.0032 | -0.0001 |
2019-02-09 | CTAS | 2019-02-15 | 185 | Call | 9 | 10 | 0.2069 | 0.9584 | 0.016 | -0.0478 | 0.0239 | 0.0339 |
2019-02-09 | CTAS | 2019-02-15 | 185 | Put | 0.1 | 0.3 | 0.2095 | -0.0436 | 0.0164 | -0.0366 | 0.0248 | -0.0016 |
2019-02-09 | CTAS | 2019-02-15 | 190 | Call | 4.6 | 5.4 | 0.2069 | 0.7883 | 0.0521 | -0.1255 | 0.0778 | 0.0284 |
2019-02-09 | CTAS | 2019-02-15 | 190 | Put | 0.55 | 0.85 | 0.2095 | -0.2148 | 0.0521 | -0.1152 | 0.0791 | -0.0075 |
2019-02-09 | CTAS | 2019-02-15 | 195 | Call | 1.4 | 1.8 | 0.1786 | 0.4491 | 0.0824 | -0.1418 | 0.1064 | 0.0164 |
2019-02-09 | CTAS | 2019-02-15 | 195 | Put | 2 | 2.85 | 0.1918 | -0.5488 | 0.0776 | -0.14 | 0.1065 | -0.0175 |
2019-02-09 | CTAS | 2019-02-15 | 200 | Call | 0 | 0.25 | 0.1786 | 0.1246 | 0.0428 | -0.0722 | 0.0552 | 0.0046 |
2019-02-09 | CTAS | 2019-02-15 | 200 | Put | 5.3 | 6.9 | 0.1918 | -0.8641 | 0.0445 | -0.0725 | 0.0619 | -0.0206 |
2019-02-09 | CTAS | 2019-02-15 | 210 | Call | 0 | 0.1 | 0.1786 | 0.0009 | 0.0006 | -0.001 | 0.0008 | 0 |
2019-02-09 | CTAS | 2019-02-15 | 210 | Put | 14.6 | 18.2 | 0.1918 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CTAS | 2019-02-15 | 220 | Call | 0 | 0.05 | 0.1786 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | CTAS | 2019-02-15 | 220 | Put | 24.4 | 28.2 | 0.1918 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CTAS | 2019-03-15 | 165 | Call | 27.3 | 31.7 | 0.2503 | 0.9852 | 0.0025 | -0.0194 | 0.0225 | 0.1548 |
2019-02-09 | CTAS | 2019-03-15 | 165 | Put | 0.15 | 1.45 | 0.2503 | -0.0148 | 0.0025 | -0.0078 | 0.0225 | -0.0028 |
2019-02-09 | CTAS | 2019-03-15 | 175 | Call | 18.3 | 20.7 | 0.2503 | 0.9217 | 0.0097 | -0.0427 | 0.0879 | 0.1521 |
2019-02-09 | CTAS | 2019-03-15 | 175 | Put | 0.4 | 0.7 | 0.2503 | -0.0782 | 0.0098 | -0.0305 | 0.0907 | -0.0141 |
2019-02-09 | CTAS | 2019-03-15 | 180 | Call | 13.8 | 15.8 | 0.1436 | 0.9632 | 0.0093 | -0.022 | 0.0483 | 0.165 |
2019-02-09 | CTAS | 2019-03-15 | 180 | Put | 0.7 | 1 | 0.2253 | -0.1229 | 0.0151 | -0.0379 | 0.128 | -0.0217 |
2019-02-09 | CTAS | 2019-03-15 | 185 | Call | 9.7 | 11.7 | 0.1795 | 0.8286 | 0.0236 | -0.0498 | 0.1529 | 0.1439 |
2019-02-09 | CTAS | 2019-03-15 | 185 | Put | 1.2 | 1.7 | 0.2058 | -0.2029 | 0.023 | -0.0475 | 0.1717 | -0.0352 |
2019-02-09 | CTAS | 2019-03-15 | 190 | Call | 6.8 | 7.6 | 0.1885 | 0.6732 | 0.0318 | -0.0672 | 0.2168 | 0.1183 |
2019-02-09 | CTAS | 2019-03-15 | 190 | Put | 2.45 | 3.1 | 0.2 | -0.3374 | 0.0308 | -0.0588 | 0.2201 | -0.0565 |
2019-02-09 | CTAS | 2019-03-15 | 195 | Call | 3.7 | 4.4 | 0.1748 | 0.4997 | 0.038 | -0.0665 | 0.2398 | 0.0891 |
2019-02-09 | CTAS | 2019-03-15 | 195 | Put | 4.3 | 5.3 | 0.1922 | -0.5033 | 0.0353 | -0.0601 | 0.2398 | -0.0792 |
2019-02-09 | CTAS | 2019-03-15 | 200 | Call | 1.8 | 2.55 | 0.1774 | 0.3223 | 0.0336 | -0.059 | 0.2156 | 0.0579 |
2019-02-09 | CTAS | 2019-03-15 | 200 | Put | 6.9 | 8.6 | 0.1877 | -0.6768 | 0.0333 | -0.0508 | 0.2193 | -0.0947 |
2019-02-09 | CTAS | 2019-03-15 | 210 | Call | 0.2 | 0.5 | 0.1774 | 0.0885 | 0.015 | -0.0256 | 0.0964 | 0.0161 |
2019-02-09 | CTAS | 2019-03-15 | 210 | Put | 14.4 | 18.3 | 0.1877 | -0.9197 | 0.0173 | -0.0177 | 0.0937 | -0.0684 |
2019-02-09 | CTAS | 2019-03-15 | 220 | Call | 0 | 0.75 | 0.1774 | 0.014 | 0.0033 | -0.0056 | 0.0214 | 0.0026 |
2019-02-09 | CTAS | 2019-03-15 | 220 | Put | 24.2 | 28.2 | 0.1877 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | CTL | 2019-02-22 | 12 | Call | 1.83 | 2.68 | 0.5642 | 0.9446 | 0.0713 | -0.0071 | 0.0031 | 0.0043 |
2019-02-09 | CTL | 2019-02-22 | 12 | Put | 0.03 | 0.13 | 0.7306 | -0.1038 | 0.0887 | -0.013 | 0.005 | -0.0006 |
2019-02-09 | CTL | 2019-02-22 | 13 | Call | 1.29 | 1.64 | 0.6481 | 0.7801 | 0.1642 | -0.0197 | 0.0082 | 0.0037 |
2019-02-09 | CTL | 2019-02-22 | 13 | Put | 0.2 | 0.3 | 0.6571 | -0.2224 | 0.1638 | -0.0193 | 0.0085 | -0.0012 |
2019-02-09 | CTL | 2019-02-22 | 13.5 | Call | 0.92 | 1.22 | 0.5967 | 0.6934 | 0.2115 | -0.0214 | 0.0098 | 0.0034 |
2019-02-09 | CTL | 2019-02-22 | 13.5 | Put | 0.3 | 0.45 | 0.6247 | -0.3129 | 0.2049 | -0.0218 | 0.0097 | -0.0017 |
2019-02-09 | CTL | 2019-02-22 | 14 | Call | 0.71 | 0.84 | 0.5971 | 0.577 | 0.2357 | -0.0238 | 0.0109 | 0.0028 |
2019-02-09 | CTL | 2019-02-22 | 14 | Put | 0.51 | 0.65 | 0.6223 | -0.4247 | 0.2277 | -0.0239 | 0.0109 | -0.0023 |
2019-02-09 | CTL | 2019-02-22 | 14.5 | Call | 0.47 | 0.57 | 0.5791 | 0.4551 | 0.2461 | -0.0232 | 0.011 | 0.0023 |
2019-02-09 | CTL | 2019-02-22 | 14.5 | Put | 0.74 | 0.93 | 0.613 | -0.5408 | 0.2343 | -0.0238 | 0.0111 | -0.0028 |
2019-02-09 | CTL | 2019-02-22 | 15 | Call | 0.29 | 0.36 | 0.5611 | 0.3341 | 0.2331 | -0.0206 | 0.0101 | 0.0017 |
2019-02-09 | CTL | 2019-02-22 | 15 | Put | 1 | 1.23 | 0.5736 | -0.6631 | 0.231 | -0.0203 | 0.0103 | -0.0033 |
2019-02-09 | CTL | 2019-02-22 | 15.5 | Call | 0.16 | 0.22 | 0.5469 | 0.227 | 0.1981 | -0.0166 | 0.0084 | 0.0012 |
2019-02-09 | CTL | 2019-02-22 | 15.5 | Put | 1.18 | 1.64 | 0.4745 | -0.8131 | 0.2078 | -0.012 | 0.0074 | -0.0035 |
2019-02-09 | CTL | 2019-02-22 | 16.5 | Call | 0.05 | 0.1 | 0.5469 | 0.0913 | 0.1079 | -0.009 | 0.0046 | 0.0005 |
2019-02-09 | CTL | 2019-02-22 | 16.5 | Put | 2.16 | 2.61 | 0.4745 | -0.9448 | 0.0927 | -0.0047 | 0.0033 | -0.0028 |
2019-02-09 | CTL | 2019-03-08 | 12 | Call | 1 | 3.55 | 0.6504 | 0.9003 | 0.0932 | -0.0108 | 0.0058 | 0.0043 |
2019-02-09 | CTL | 2019-03-08 | 12 | Put | 0.15 | 0.31 | 0.5537 | -0.1739 | 0.123 | -0.0095 | 0.0097 | -0.0019 |
2019-02-09 | CTL | 2019-03-08 | 13 | Call | 0.77 | 1.71 | 0.496 | 0.8146 | 0.1875 | -0.0125 | 0.0093 | 0.0043 |
2019-02-09 | CTL | 2019-03-08 | 13 | Put | 0.35 | 0.52 | 0.496 | -0.3274 | 0.1935 | -0.0118 | 0.0138 | -0.0034 |
2019-02-09 | CTL | 2019-03-08 | 13.5 | Call | 0.69 | 1.39 | 0.5124 | 0.6925 | 0.2324 | -0.0162 | 0.0122 | 0.004 |
2019-02-09 | CTL | 2019-03-08 | 13.5 | Put | 0.65 | 0.7 | 0.5124 | -0.4323 | 0.2043 | -0.0133 | 0.0149 | -0.0045 |
2019-02-09 | CTL | 2019-03-08 | 14 | Call | 0.72 | 0.91 | 0.5627 | 0.5618 | 0.2278 | -0.0189 | 0.0139 | 0.0036 |
2019-02-09 | CTL | 2019-03-08 | 14 | Put | 0.81 | 1.01 | 0.4892 | -0.539 | 0.2164 | -0.0127 | 0.0151 | -0.0054 |
2019-02-09 | CTL | 2019-03-08 | 14.5 | Call | 0.49 | 0.66 | 0.5514 | 0.4473 | 0.2274 | -0.0181 | 0.0142 | 0.003 |
2019-02-09 | CTL | 2019-03-08 | 14.5 | Put | 1.1 | 1.31 | 0.4712 | -0.6472 | 0.2108 | -0.0113 | 0.0141 | -0.0063 |
2019-02-09 | CTL | 2019-03-08 | 15 | Call | 0.25 | 0.46 | 0.5133 | 0.3291 | 0.2182 | -0.015 | 0.0131 | 0.0025 |
2019-02-09 | CTL | 2019-03-08 | 15 | Put | 0.92 | 1.9 | 0.5133 | -0.7177 | 0.1763 | -0.0111 | 0.0128 | -0.0069 |
2019-02-09 | CTL | 2019-03-08 | 15.5 | Call | 0.19 | 0.3 | 0.5213 | 0.2415 | 0.179 | -0.0127 | 0.0116 | 0.0019 |
2019-02-09 | CTL | 2019-03-08 | 15.5 | Put | 1.08 | 2.48 | 0.5213 | -0.7868 | 0.1499 | -0.0095 | 0.0112 | -0.0074 |
2019-02-09 | CTL | 2019-03-08 | 16.5 | Call | 0.01 | 0.18 | 0.5213 | 0.1175 | 0.1068 | -0.0075 | 0.0078 | 0.0011 |
2019-02-09 | CTL | 2019-03-08 | 16.5 | Put | 2.12 | 3.45 | 0.5213 | -0.8925 | 0.0965 | -0.0057 | 0.0075 | -0.0078 |
2019-02-09 | CTL | 2019-03-29 | 12 | Call | 2.22 | 2.49 | 0.5945 | 0.8676 | 0.1109 | -0.0107 | 0.0089 | 0.0053 |
2019-02-09 | CTL | 2019-03-29 | 12 | Put | 0.26 | 0.37 | 0.4983 | -0.2051 | 0.1147 | -0.0071 | 0.0142 | -0.0039 |
2019-02-09 | CTL | 2019-03-29 | 13 | Call | 1.3 | 1.59 | 0.4733 | 0.7628 | 0.1958 | -0.0119 | 0.013 | 0.0057 |
2019-02-09 | CTL | 2019-03-29 | 13 | Put | 0.5 | 0.67 | 0.4613 | -0.3447 | 0.161 | -0.0084 | 0.0187 | -0.0063 |
2019-02-09 | CTL | 2019-03-29 | 13.5 | Call | 1.08 | 1.22 | 0.4906 | 0.6434 | 0.2092 | -0.0134 | 0.0178 | 0.0068 |
2019-02-09 | CTL | 2019-03-29 | 13.5 | Put | 0.71 | 0.86 | 0.4477 | -0.4306 | 0.1771 | -0.0086 | 0.0197 | -0.0077 |
2019-02-09 | CTL | 2019-03-29 | 14 | Call | 0.8 | 0.92 | 0.4751 | 0.5361 | 0.2148 | -0.0129 | 0.0191 | 0.0065 |
2019-02-09 | CTL | 2019-03-29 | 14 | Put | 0.95 | 1.06 | 0.4229 | -0.5243 | 0.1907 | -0.0081 | 0.02 | -0.0091 |
2019-02-09 | CTL | 2019-03-29 | 14.5 | Call | 0.56 | 0.7 | 0.464 | 0.4317 | 0.2022 | -0.0115 | 0.0191 | 0.0059 |
2019-02-09 | CTL | 2019-03-29 | 14.5 | Put | 1.2 | 1.45 | 0.4263 | -0.613 | 0.1828 | -0.0078 | 0.0193 | -0.0103 |
2019-02-09 | CTL | 2019-03-29 | 15 | Call | 0.37 | 0.51 | 0.4485 | 0.3351 | 0.1817 | -0.0097 | 0.0181 | 0.0051 |
2019-02-09 | CTL | 2019-03-29 | 15 | Put | 1.57 | 1.71 | 0.4039 | -0.7075 | 0.1749 | -0.0065 | 0.017 | -0.0111 |
2019-02-09 | CTL | 2019-03-29 | 15.5 | Call | 0.22 | 0.37 | 0.4339 | 0.2502 | 0.1558 | -0.0077 | 0.0163 | 0.004 |
2019-02-09 | CTL | 2019-03-29 | 15.5 | Put | 1.8 | 2.1 | 0.3437 | -0.8276 | 0.1579 | -0.0038 | 0.0133 | -0.011 |
2019-02-09 | CTL | 2019-03-29 | 16.5 | Call | 0.09 | 0.25 | 0.2634 | 0.031 | 0.0531 | -0.001 | 0.0035 | 0.0005 |
2019-02-09 | CTL | 2019-03-29 | 16.5 | Put | 2.67 | 2.97 | 0.2634 | -0.9812 | 0.0443 | 0 | 0.0025 | -0.0075 |
2019-02-09 | CTSH | 2019-02-22 | 62 | Call | 10.6 | 11.4 | 0.2014 | 1 | 0 | -0.0043 | 0 | 0.0185 |
2019-02-09 | CTSH | 2019-02-22 | 62 | Put | 0 | 0.1 | 0.2683 | -0.0008 | 0.0007 | -0.0004 | 0.0004 | 0 |
2019-02-09 | CTSH | 2019-02-22 | 66 | Call | 6.8 | 7.5 | 0.2014 | 0.9978 | 0.0026 | -0.0053 | 0.0012 | 0.0197 |
2019-02-09 | CTSH | 2019-02-22 | 66 | Put | 0.05 | 0.15 | 0.2683 | -0.0254 | 0.0154 | -0.008 | 0.0085 | -0.0007 |
2019-02-09 | CTSH | 2019-02-22 | 68 | Call | 4.9 | 5.5 | 0.2014 | 0.9779 | 0.0197 | -0.0105 | 0.0081 | 0.0199 |
2019-02-09 | CTSH | 2019-02-22 | 68 | Put | 0.05 | 0.25 | 0.2683 | -0.083 | 0.0399 | -0.0205 | 0.0218 | -0.0024 |
2019-02-09 | CTSH | 2019-02-22 | 70 | Call | 3.2 | 3.6 | 0.2148 | 0.8726 | 0.0723 | -0.0285 | 0.0303 | 0.0186 |
2019-02-09 | CTSH | 2019-02-22 | 70 | Put | 0.3 | 0.35 | 0.2369 | -0.1744 | 0.0764 | -0.0304 | 0.0382 | -0.0047 |
2019-02-09 | CTSH | 2019-02-22 | 71.5 | Call | 2.05 | 2.3 | 0.2069 | 0.7344 | 0.1172 | -0.0402 | 0.0471 | 0.0163 |
2019-02-09 | CTSH | 2019-02-22 | 71.5 | Put | 0.55 | 0.65 | 0.215 | -0.3007 | 0.114 | -0.0368 | 0.0505 | -0.0079 |
2019-02-09 | CTSH | 2019-02-22 | 73.5 | Call | 0.75 | 0.95 | 0.1799 | 0.4574 | 0.1616 | -0.0404 | 0.0558 | 0.0108 |
2019-02-09 | CTSH | 2019-02-22 | 73.5 | Put | 1.25 | 1.55 | 0.2004 | -0.559 | 0.139 | -0.0378 | 0.0568 | -0.0142 |
2019-02-09 | CTSH | 2019-02-22 | 75 | Call | 0.25 | 0.4 | 0.1738 | 0.2327 | 0.1274 | -0.0292 | 0.0445 | 0.0058 |
2019-02-09 | CTSH | 2019-02-22 | 75 | Put | 2.15 | 2.5 | 0.1825 | -0.7691 | 0.1179 | -0.0246 | 0.0442 | -0.0189 |
2019-02-09 | CTSH | 2019-02-22 | 76 | Call | 0 | 0.2 | 0.408 | 0.3281 | 0.0632 | -0.0783 | 0.0513 | 0.008 |
2019-02-09 | CTSH | 2019-02-22 | 76 | Put | 2.9 | 5.4 | 0.408 | -0.6782 | 0.0619 | -0.0714 | 0.0509 | -0.0179 |
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