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 | CVS | 2019-02-22 | 75 | Call | 0.05 | 0.08 | 0.3896 | 0.0341 | 0.0153 | -0.0136 | 0.0096 | 0.0008 |
2019-02-09 | CVS | 2019-02-22 | 75 | Put | 9.95 | 10.2 | 0.4428 | -0.9501 | 0.0204 | -0.0181 | 0.0131 | -0.0123 |
2019-02-09 | CVS | 2019-03-08 | 55 | Call | 10.05 | 10.4 | 0.3587 | 0.9602 | 0.0133 | -0.0135 | 0.0155 | 0.04 |
2019-02-09 | CVS | 2019-03-08 | 55 | Put | 0.08 | 0.17 | 0.3587 | -0.0398 | 0.0133 | -0.0097 | 0.0155 | -0.0021 |
2019-02-09 | CVS | 2019-03-08 | 58.5 | Call | 6.85 | 7.1 | 0.3356 | 0.8855 | 0.032 | -0.0244 | 0.0348 | 0.0388 |
2019-02-09 | CVS | 2019-03-08 | 58.5 | Put | 0.34 | 0.44 | 0.3466 | -0.1213 | 0.0325 | -0.022 | 0.0383 | -0.0059 |
2019-02-09 | CVS | 2019-03-08 | 60.5 | Call | 5.2 | 5.4 | 0.3288 | 0.8042 | 0.0467 | -0.0325 | 0.0498 | 0.036 |
2019-02-09 | CVS | 2019-03-08 | 60.5 | Put | 0.67 | 0.73 | 0.3339 | -0.1994 | 0.0468 | -0.0292 | 0.0514 | -0.0096 |
2019-02-09 | CVS | 2019-03-08 | 62.5 | Call | 3.7 | 3.9 | 0.3189 | 0.6958 | 0.061 | -0.0388 | 0.063 | 0.0318 |
2019-02-09 | CVS | 2019-03-08 | 62.5 | Put | 1.08 | 1.2 | 0.3135 | -0.3028 | 0.0623 | -0.034 | 0.063 | -0.0142 |
2019-02-09 | CVS | 2019-03-08 | 63.5 | Call | 3.05 | 3.2 | 0.3121 | 0.6322 | 0.0671 | -0.0405 | 0.0678 | 0.0291 |
2019-02-09 | CVS | 2019-03-08 | 63.5 | Put | 1.44 | 1.6 | 0.3153 | -0.3702 | 0.0671 | -0.0368 | 0.0684 | -0.0172 |
2019-02-09 | CVS | 2019-03-08 | 65 | Call | 2.27 | 2.32 | 0.3104 | 0.5269 | 0.0712 | -0.042 | 0.0717 | 0.0245 |
2019-02-09 | CVS | 2019-03-08 | 65 | Put | 2.07 | 2.26 | 0.3102 | -0.4754 | 0.0722 | -0.0379 | 0.0716 | -0.0214 |
2019-02-09 | CVS | 2019-03-08 | 66.5 | Call | 1.49 | 1.63 | 0.2995 | 0.4175 | 0.0724 | -0.0394 | 0.0703 | 0.0196 |
2019-02-09 | CVS | 2019-03-08 | 66.5 | Put | 2.89 | 3.05 | 0.3045 | -0.5839 | 0.0723 | -0.036 | 0.0706 | -0.0252 |
2019-02-09 | CVS | 2019-03-08 | 67.5 | Call | 1.16 | 1.27 | 0.3004 | 0.3495 | 0.0685 | -0.0373 | 0.0666 | 0.0165 |
2019-02-09 | CVS | 2019-03-08 | 67.5 | Put | 3.55 | 3.7 | 0.3054 | -0.6518 | 0.0686 | -0.0338 | 0.0664 | -0.0272 |
2019-02-09 | CVS | 2019-03-08 | 69.5 | Call | 0.64 | 0.7 | 0.2956 | 0.2263 | 0.0565 | -0.0296 | 0.0542 | 0.0108 |
2019-02-09 | CVS | 2019-03-08 | 69.5 | Put | 5 | 5.2 | 0.3048 | -0.7724 | 0.0571 | -0.0269 | 0.0559 | -0.0291 |
2019-02-09 | CVS | 2019-03-08 | 71.5 | Call | 0.32 | 0.37 | 0.2933 | 0.1341 | 0.0409 | -0.021 | 0.0389 | 0.0064 |
2019-02-09 | CVS | 2019-03-08 | 71.5 | Put | 6.6 | 6.9 | 0.2967 | -0.872 | 0.0426 | -0.0173 | 0.038 | -0.0271 |
2019-02-09 | CVS | 2019-03-08 | 75 | Call | 0.09 | 0.13 | 0.3018 | 0.05 | 0.019 | -0.0102 | 0.0186 | 0.0024 |
2019-02-09 | CVS | 2019-03-08 | 75 | Put | 9.8 | 10.35 | 0.3291 | -0.9448 | 0.0231 | -0.0095 | 0.0206 | -0.0206 |
2019-02-09 | CVS | 2019-03-29 | 59 | Call | 6.45 | 7.05 | 0.2775 | 0.8508 | 0.0352 | -0.0191 | 0.0553 | 0.0651 |
2019-02-09 | CVS | 2019-03-29 | 59 | Put | 0.72 | 0.79 | 0.3145 | -0.1767 | 0.0349 | -0.0191 | 0.0614 | -0.0149 |
2019-02-09 | CVS | 2019-03-29 | 60.5 | Call | 5.55 | 5.9 | 0.2999 | 0.7708 | 0.0425 | -0.0253 | 0.0721 | 0.0595 |
2019-02-09 | CVS | 2019-03-29 | 60.5 | Put | 1.01 | 1.12 | 0.3074 | -0.235 | 0.0423 | -0.022 | 0.0727 | -0.0196 |
2019-02-09 | CVS | 2019-03-29 | 62.5 | Call | 4.1 | 4.45 | 0.2899 | 0.6761 | 0.0521 | -0.0282 | 0.0856 | 0.0532 |
2019-02-09 | CVS | 2019-03-29 | 62.5 | Put | 1.49 | 1.65 | 0.2914 | -0.3265 | 0.0525 | -0.0242 | 0.0864 | -0.0266 |
2019-02-09 | CVS | 2019-03-29 | 63.5 | Call | 3.55 | 3.75 | 0.2879 | 0.6213 | 0.0555 | -0.0293 | 0.0906 | 0.0493 |
2019-02-09 | CVS | 2019-03-29 | 63.5 | Put | 1.89 | 2.06 | 0.2928 | -0.3826 | 0.0554 | -0.0256 | 0.0903 | -0.0308 |
2019-02-09 | CVS | 2019-03-29 | 65 | Call | 2.71 | 2.95 | 0.286 | 0.5347 | 0.0584 | -0.0299 | 0.0946 | 0.0428 |
2019-02-09 | CVS | 2019-03-29 | 65 | Put | 2.52 | 2.66 | 0.284 | -0.469 | 0.0598 | -0.0256 | 0.0946 | -0.0365 |
2019-02-09 | CVS | 2019-03-29 | 66.5 | Call | 2.03 | 2.25 | 0.2841 | 0.4474 | 0.0585 | -0.0292 | 0.0941 | 0.0361 |
2019-02-09 | CVS | 2019-03-29 | 66.5 | Put | 3.3 | 3.45 | 0.2791 | -0.5594 | 0.0607 | -0.0245 | 0.0933 | -0.0419 |
2019-02-09 | CVS | 2019-03-29 | 67.5 | Call | 1.63 | 1.77 | 0.2773 | 0.3878 | 0.058 | -0.0275 | 0.0912 | 0.0315 |
2019-02-09 | CVS | 2019-03-29 | 67.5 | Put | 3.9 | 4.1 | 0.279 | -0.6175 | 0.0591 | -0.0235 | 0.0913 | -0.0449 |
2019-02-09 | CVS | 2019-03-29 | 69.5 | Call | 1.01 | 1.1 | 0.271 | 0.2782 | 0.052 | -0.0233 | 0.0799 | 0.0228 |
2019-02-09 | CVS | 2019-03-29 | 69.5 | Put | 5.3 | 5.5 | 0.2776 | -0.7251 | 0.0529 | -0.0198 | 0.0796 | -0.0483 |
2019-02-09 | CVS | 2019-03-29 | 71.5 | Call | 0.6 | 0.71 | 0.2719 | 0.192 | 0.0422 | -0.0189 | 0.065 | 0.0159 |
2019-02-09 | CVS | 2019-03-29 | 71.5 | Put | 6.85 | 7.1 | 0.2743 | -0.818 | 0.044 | -0.0149 | 0.0626 | -0.0473 |
2019-02-09 | CVS | 2019-03-29 | 73 | Call | 0.39 | 0.45 | 0.2675 | 0.136 | 0.0343 | -0.0148 | 0.0519 | 0.0113 |
2019-02-09 | CVS | 2019-03-29 | 73 | Put | 8.2 | 8.4 | 0.2795 | -0.8668 | 0.0366 | -0.0119 | 0.0516 | -0.0443 |
2019-02-09 | CVX | 2019-02-22 | 100 | Call | 15.45 | 18.05 | 0.2663 | 1 | 0 | -0.0069 | 0 | 0.0135 |
2019-02-09 | CVX | 2019-02-22 | 100 | Put | 0.01 | 0.03 | 0.2663 | -0.0016 | 0.0008 | -0.0011 | 0.0011 | -0.0001 |
2019-02-09 | CVX | 2019-02-22 | 106 | Call | 9 | 12.05 | 0.2663 | 0.9983 | 0.0014 | -0.0092 | 0.0015 | 0.0143 |
2019-02-09 | CVX | 2019-02-22 | 106 | Put | 0.06 | 0.1 | 0.2663 | -0.033 | 0.0121 | -0.0157 | 0.0168 | -0.0015 |
2019-02-09 | CVX | 2019-02-22 | 109 | Call | 8.25 | 9.65 | 0.3909 | 0.892 | 0.029 | -0.089 | 0.0369 | 0.0167 |
2019-02-09 | CVX | 2019-02-22 | 109 | Put | 0.17 | 0.22 | 0.2425 | -0.0769 | 0.0261 | -0.0279 | 0.0329 | -0.0035 |
2019-02-09 | CVX | 2019-02-22 | 113 | Call | 4.45 | 5.05 | 0.2079 | 0.9103 | 0.0517 | -0.0485 | 0.0294 | 0.0156 |
2019-02-09 | CVX | 2019-02-22 | 113 | Put | 0.62 | 0.71 | 0.2155 | -0.2286 | 0.0621 | -0.0516 | 0.0714 | -0.0095 |
2019-02-09 | CVX | 2019-02-22 | 115 | Call | 2.78 | 3.1 | 0.1828 | 0.7966 | 0.1003 | -0.0684 | 0.0577 | 0.0162 |
2019-02-09 | CVX | 2019-02-22 | 115 | Put | 1.1 | 1.28 | 0.2038 | -0.3662 | 0.0818 | -0.06 | 0.087 | -0.0148 |
2019-02-09 | CVX | 2019-02-22 | 118 | Call | 0.96 | 1.13 | 0.1735 | 0.426 | 0.1294 | -0.0757 | 0.0825 | 0.0119 |
2019-02-09 | CVX | 2019-02-22 | 118 | Put | 2.47 | 2.54 | 0.179 | -0.6403 | 0.0937 | -0.0503 | 0.0864 | -0.023 |
2019-02-09 | CVX | 2019-02-22 | 120 | Call | 0.35 | 0.45 | 0.1667 | 0.2036 | 0.0859 | -0.0459 | 0.0638 | 0.0076 |
2019-02-09 | CVX | 2019-02-22 | 120 | Put | 3.4 | 4.2 | 0.1484 | -0.852 | 0.0728 | -0.0226 | 0.0539 | -0.0242 |
2019-02-09 | CVX | 2019-02-22 | 122 | Call | 0.1 | 0.15 | 0.1624 | 0.0769 | 0.0406 | -0.0205 | 0.0345 | 0.0033 |
2019-02-09 | CVX | 2019-02-22 | 122 | Put | 5.3 | 6.05 | 0.1674 | -0.9275 | 0.0397 | -0.0127 | 0.0333 | -0.0227 |
2019-02-09 | CVX | 2019-02-22 | 126 | Call | 0 | 0.04 | 0.3231 | 0.1136 | 0.0264 | -0.052 | 0.044 | 0.0049 |
2019-02-09 | CVX | 2019-02-22 | 126 | Put | 8.3 | 12.05 | 0.3231 | -0.8913 | 0.0264 | -0.0432 | 0.0427 | -0.0269 |
2019-02-09 | CVX | 2019-02-22 | 129 | Call | 0 | 0.04 | 0.3396 | 0.0669 | 0.0168 | -0.0364 | 0.0296 | 0.0029 |
2019-02-09 | CVX | 2019-02-22 | 129 | Put | 11.55 | 13.95 | 0.3396 | -0.9383 | 0.0167 | -0.0273 | 0.0281 | -0.0254 |
2019-02-09 | CVX | 2019-02-22 | 135 | Call | 0 | 0.04 | 0.3663 | 0.0218 | 0.0062 | -0.0157 | 0.0119 | 0.0009 |
2019-02-09 | CVX | 2019-02-22 | 135 | Put | 16.65 | 21 | 0.3663 | -0.9824 | 0.0058 | -0.0052 | 0.0103 | -0.022 |
2019-02-09 | CVX | 2019-03-08 | 100 | Call | 16.85 | 18.65 | 0.2891 | 0.9998 | 0.0001 | -0.0071 | 0.0002 | 0.0132 |
2019-02-09 | CVX | 2019-03-08 | 100 | Put | 0.04 | 0.21 | 0.2891 | -0.025 | 0.0063 | -0.0095 | 0.0188 | -0.0023 |
2019-02-09 | CVX | 2019-03-08 | 106 | Call | 10.2 | 12 | 0.2538 | 0.9904 | 0.0066 | -0.0151 | 0.0089 | 0.0148 |
2019-02-09 | CVX | 2019-03-08 | 106 | Put | 0.24 | 0.49 | 0.2538 | -0.0816 | 0.0185 | -0.0215 | 0.051 | -0.007 |
2019-02-09 | CVX | 2019-03-08 | 109 | Call | 7.65 | 9.2 | 0.2345 | 0.9557 | 0.0242 | -0.0319 | 0.0281 | 0.0212 |
2019-02-09 | CVX | 2019-03-08 | 109 | Put | 0.47 | 0.66 | 0.2345 | -0.1419 | 0.0299 | -0.0293 | 0.0753 | -0.0121 |
2019-02-09 | CVX | 2019-03-08 | 113 | Call | 4.7 | 5.35 | 0.2071 | 0.8048 | 0.0691 | -0.0612 | 0.0794 | 0.0325 |
2019-02-09 | CVX | 2019-03-08 | 113 | Put | 1.2 | 1.44 | 0.2173 | -0.2913 | 0.0495 | -0.0409 | 0.1128 | -0.0239 |
2019-02-09 | CVX | 2019-03-08 | 115 | Call | 3.2 | 3.75 | 0.1957 | 0.6629 | 0.0836 | -0.0646 | 0.1094 | 0.0366 |
2019-02-09 | CVX | 2019-03-08 | 115 | Put | 1.72 | 2.12 | 0.2066 | -0.3951 | 0.0586 | -0.0431 | 0.1233 | -0.0314 |
2019-02-09 | CVX | 2019-03-08 | 118 | Call | 1.63 | 1.9 | 0.1841 | 0.4262 | 0.073 | -0.0493 | 0.1261 | 0.035 |
2019-02-09 | CVX | 2019-03-08 | 118 | Put | 3.05 | 3.25 | 0.1833 | -0.588 | 0.0676 | -0.0372 | 0.126 | -0.0426 |
2019-02-09 | CVX | 2019-03-08 | 120 | Call | 0.89 | 1.09 | 0.1757 | 0.287 | 0.0612 | -0.0373 | 0.1094 | 0.0249 |
2019-02-09 | CVX | 2019-03-08 | 120 | Put | 4.4 | 4.5 | 0.1799 | -0.718 | 0.0611 | -0.0306 | 0.1097 | -0.0466 |
2019-02-09 | CVX | 2019-03-08 | 122 | Call | 0.48 | 0.56 | 0.1718 | 0.1776 | 0.047 | -0.0271 | 0.0839 | 0.0155 |
2019-02-09 | CVX | 2019-03-08 | 122 | Put | 5.75 | 6.45 | 0.1892 | -0.8102 | 0.0481 | -0.0249 | 0.0906 | -0.0466 |
2019-02-09 | CVX | 2019-03-08 | 126 | Call | 0.07 | 0.13 | 0.1641 | 0.0465 | 0.0184 | -0.0096 | 0.0314 | 0.0041 |
2019-02-09 | CVX | 2019-03-08 | 126 | Put | 9.05 | 11.3 | 0.2753 | -0.8445 | 0.0288 | -0.0329 | 0.0762 | -0.0498 |
2019-02-09 | CVX | 2019-03-08 | 129 | Call | 0.01 | 0.06 | 0.3134 | 0.1315 | 0.0211 | -0.0395 | 0.0687 | 0.0112 |
2019-02-09 | CVX | 2019-03-08 | 129 | Put | 12.05 | 14.1 | 0.3134 | -0.8773 | 0.0218 | -0.0316 | 0.0679 | -0.0493 |
2019-02-09 | CVX | 2019-03-08 | 135 | Call | 0 | 0.05 | 0.385 | 0.0935 | 0.0135 | -0.0378 | 0.0538 | 0.0079 |
2019-02-09 | CVX | 2019-03-08 | 135 | Put | 17.4 | 20.55 | 0.385 | -0.9149 | 0.0138 | -0.0293 | 0.0527 | -0.0482 |
2019-02-09 | CVX | 2019-03-29 | 105 | Call | 12 | 13.65 | 0.278 | 0.9199 | 0.0247 | -0.0421 | 0.0563 | 0.049 |
2019-02-09 | CVX | 2019-03-29 | 105 | Put | 0.59 | 0.69 | 0.2534 | -0.1164 | 0.0182 | -0.0207 | 0.0884 | -0.0175 |
2019-02-09 | CVX | 2019-03-29 | 106 | Call | 10.75 | 12.1 | 0.2414 | 0.9461 | 0.0243 | -0.0333 | 0.053 | 0.0506 |
2019-02-09 | CVX | 2019-03-29 | 106 | Put | 0.58 | 0.78 | 0.2414 | -0.1273 | 0.0204 | -0.0209 | 0.0897 | -0.019 |
2019-02-09 | CVX | 2019-03-29 | 109 | Call | 8.55 | 9.5 | 0.2337 | 0.8488 | 0.0403 | -0.0473 | 0.0954 | 0.0711 |
2019-02-09 | CVX | 2019-03-29 | 109 | Put | 0.92 | 1.26 | 0.2288 | -0.1941 | 0.0284 | -0.0259 | 0.1202 | -0.0285 |
2019-02-09 | CVX | 2019-03-29 | 113 | Call | 5.45 | 5.9 | 0.2057 | 0.6957 | 0.0491 | -0.0439 | 0.1516 | 0.0933 |
2019-02-09 | CVX | 2019-03-29 | 113 | Put | 1.89 | 2.14 | 0.2139 | -0.3251 | 0.04 | -0.0311 | 0.1549 | -0.046 |
2019-02-09 | CVX | 2019-03-29 | 115 | Call | 4.2 | 4.65 | 0.2045 | 0.5988 | 0.0467 | -0.0409 | 0.1651 | 0.0865 |
2019-02-09 | CVX | 2019-03-29 | 115 | Put | 2.4 | 2.89 | 0.204 | -0.4075 | 0.0454 | -0.0315 | 0.1657 | -0.0559 |
2019-02-09 | CVX | 2019-03-29 | 118 | Call | 2.54 | 2.97 | 0.1942 | 0.4566 | 0.0481 | -0.0373 | 0.1704 | 0.0682 |
2019-02-09 | CVX | 2019-03-29 | 118 | Put | 3.7 | 4.3 | 0.1947 | -0.5507 | 0.0492 | -0.0297 | 0.1694 | -0.0703 |
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